Uncertainty Quantification and Optimization with Hybrid Models
Multi-scale modeling frameworks generally employ reduced order, surrogate or scale-bridging models to maintain computational tractability. The explicit quantification, propagation, and mitigation of uncertainties (i.e. information loss) across length and timescales due to the use of these surrogate models is an exciting field of research with the potential to bridge the gap between molecular engineering and the implementation of scalable technologies.
In our work so far, using ballistic firing as an example, we have demonstrated the use of Bayesian hybrid models to account for model inadequacy. Bayesian hybrid models fuse physics-based insights with machine learning constructs to correct for systematic bias i.e. physical phenomena unaccounted for by the model, say, due to simplifying assumptions. We propose a workflow for Bayesian model calibration to fit data to the hybrid model and estimate model parameters. We then use the posterior from the hybrid model to compute optimal firing conditions to hit a target using a single-stage stochastic program. Our studies find that Bayesian hybrid models outperform pure physics-based or machine learning models for decision making under uncertainty and thereby argue that hybrid models are an emerging paradigm for decision making under uncertainty.
In the future, we would like to explore three key areas using Bayesian hybrid models:
1) Simultaneous calibration of physical and GP parameters
2) Adaptive design using acquisition functions to manage the tradeoff between exploration and exploitation
3) Large scale applications such as chemical reactor kinetic modeling, design and control
Support from National Science Foundation grant () "CAREER: Uncertainty Quantification and Optimization with Hybrid Models for Molecular-to-Systems Engineering"
Elvis A. Eugene, Xian Gao, Alexander W. Dowling. Learning and Optimization with Bayesian Hybrid Models. Proceedings of the 2020 American Control Conference (ACC 2020), Submitted, https://arxiv.org/abs/1912.06269.