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Assessments of epistemic uncertainty using Gaussian stochastic weight averaging for fluid-flow regression
Keio Univ, Dept Mech Engn, Yokohama 2238522, Japan..
Keio Univ, Dept Mech Engn, Yokohama 2238522, Japan.;Univ Calif Los Angeles, Dept Mech & Aerosp Engn, Los Angeles, CA 90095 USA..
Argonne Natl Lab, Math & Comp Sci Div, Lemont, IL 60439 USA..
KTH, School of Engineering Sciences (SCI), Centres, Linné Flow Center, FLOW. KTH, School of Engineering Sciences (SCI), Engineering Mechanics, Fluid Mechanics and Engineering Acoustics.ORCID iD: 0000-0001-6570-5499
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2022 (English)In: Physica D: Non-linear phenomena, ISSN 0167-2789, E-ISSN 1872-8022, Vol. 440, article id 133454Article in journal (Refereed) Published
Abstract [en]

We use Gaussian stochastic weight averaging (SWAG) to assess the epistemic uncertainty associated with neural-network-based function approximation relevant to fluid flows. SWAG approximates a posterior Gaussian distribution of each weight, given training data, and a constant learning rate. Having access to this distribution, it is able to create multiple models with various combinations of sampled weights, which can be used to obtain ensemble predictions. The average of such an ensemble can be regarded as the 'mean estimation', whereas its standard deviation can be used to construct 'confidence intervals', which enable us to perform uncertainty quantification (UQ) with regard to the training process of neural networks. We utilize representative neural-network-based function approximation tasks for the following cases: (i) a two-dimensional circular-cylinder wake; (ii) the DayMET dataset (maximum daily temperature in North America); (iii) a three-dimensional square-cylinder wake; and (iv) urban flow, to assess the generalizability of the present idea for a wide range of complex datasets. SWAG-based UQ can be applied regardless of the network architecture, and therefore, we demonstrate the applicability of the method for two types of neural networks: (i) global field reconstruction from sparse sensors by combining convolutional neural network (CNN) and multi-layer perceptron (MLP); and (ii) far-field state estimation from sectional data with two-dimensional CNN. We find that SWAG can obtain physically-interpretable confidence-interval estimates from the perspective of epistemic uncertainty. This capability supports its use for a wide range of problems in science and engineering.

Place, publisher, year, edition, pages
Elsevier BV , 2022. Vol. 440, article id 133454
Keywords [en]
Neural network, Machine learning, Uncertainty quantification, Fluid flows
National Category
Bioinformatics and Systems Biology Other Biological Topics Urology and Nephrology
Identifiers
URN: urn:nbn:se:kth:diva-319847DOI: 10.1016/j.physd.2022.133454ISI: 000860566300011Scopus ID: 2-s2.0-85135344596OAI: oai:DiVA.org:kth-319847DiVA, id: diva2:1702221
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QC 20221010

Available from: 2022-10-10 Created: 2022-10-10 Last updated: 2022-10-10Bibliographically approved

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Vinuesa, Ricardo

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Linné Flow Center, FLOWFluid Mechanics and Engineering Acoustics
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Bioinformatics and Systems BiologyOther Biological TopicsUrology and Nephrology

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