用神经网络构建可解释的代理模型,高效做高维不确定性分析。
Structured Neural Chaos: An Adaptive Surrogate Modeling Framework for Functional Uncertainty Quantification and Global Sensitivity Analysis

- 用分层神经网络模拟函数型输入的交互模式,保留可解释性。
- 相比传统方法,计算量更低且能全局分析变量敏感性。
- 适合需要精确灵敏度分析的复杂系统建模任务。
基于方差的全局敏感性分析(GSA)在不确定性量化中至关重要,用于识别不确定输入对模型输出变异性的贡献。但此类分析需反复调用模型,计算成本高昂;代理模型通过构建低成本近似解提供高效替代方案。对于高维随机输入和函数型响应系统,同时兼顾可扩展性与可解释性的代理模型仍具挑战性,尤其当需在时空域内进行敏感性估计时。多项式混沌展开(PCE)因正交结构及与方差敏感性度量的直接关联,在不确定性传播与敏感性分析中表现优异。然而,面对函数型响应,其维度灾难问题加剧了计算负担。本文提出结构化神经混沌(sNC)展开框架,借鉴PCE的可解释性与正交结构,结合神经网络表达能力。sNC展开对应截断的函数型ANOVA分解,各交互项采用可分离的低秩近似,其基函数与系数由神经网络参数化。该框架按序自适应识别各ANOVA子空间中的主导模式,并确定表示的有效复杂度。最终结构使统计量与敏感性指标可直接从系数中提取,开销极小。
原文摘要 · Abstract (English)
Variance-based global sensitivity analysis (GSA) plays a key role in uncertainty quantification by identifying the contributions of uncertain inputs to the variability of the model response. The repeated model evaluations required for these tasks are often prohibitively expensive; surrogate models provide an efficient alternative by constructing inexpensive approximations of the underlying system response. Constructing surrogate models that combine scalability and interpretability for systems with high-dimensional stochastic inputs and functional responses remains challenging, particularly when sensitivity estimates are required across spatial or temporal domains. Polynomial chaos expansion (PCE) provides an effective framework for uncertainty propagation and sensitivity analysis due to its orthogonal structure and direct relationship with variance-based sensitivity measures. However, PCE suffers from the curse of dimensionality, whose computational burden is amplified for problems with functional responses. In this work, we introduce the Structured Neural Chaos (sNC) expansion as a surrogate modeling framework for variance-based GSA, inspired by the interpretability and orthogonal structure of PCE. The proposed framework retains the interpretability of structured decompositions while leveraging the expressive power of neural networks. The sNC expansion mirrors a truncated functional ANOVA decomposition, where each interaction component admits a separable low-rank approximation whose basis functions and coefficients are parameterized by neural networks. The expansion is constructed sequentially, adaptively identifying the dominant modes within each ANOVA subspace and determining the effective complexity of the representation. The resulting structure enables the extraction of statistical and sensitivity quantities directly from the coefficients of the sNC expansion at negligible cost.
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