Assessments of epistemic uncertainty using Gaussian stochastic weight averaging for fluid-flow regression

Masaki Morimoto, Kai Fukami, Romit Maulik, Ricardo Vinuesa, Koji Fukagata

研究成果: Article査読

抄録

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.

本文言語English
論文番号133454
ジャーナルPhysica D: Nonlinear Phenomena
440
DOI
出版ステータスPublished - 2022 11月 15

ASJC Scopus subject areas

  • 統計物理学および非線形物理学
  • 数理物理学
  • 凝縮系物理学
  • 応用数学

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