论文标题
历史与概率模拟器和积极学习相匹配
History matching with probabilistic emulators and active learning
论文作者
论文摘要
多年来,通过计算机模拟,对现实世界过程的科学理解已大大改善。这样的模拟器代表复杂的数学模型,这些模型被实现为通常昂贵的计算机代码。使用特定模拟器得出准确结论的有效性取决于正确校准计算机代码的假设。经常在广泛的实验和与现实世界过程的数据进行比较下进行校准程序。问题在于数据收集可能是如此昂贵,以至于只有少数实验是可行的。历史匹配是一种校准技术,鉴于模拟器,它迭代地使用不可思议的度量丢弃了输入空间的区域。当模拟器的计算昂贵时,模拟器将用于探索输入空间。在本文中,高斯工艺提供了完整的概率输出,该输出被纳入了令人难以置信的度量。通过最近开发的退火抽样技术,可以实现目标区域的识别。主动学习功能被纳入历史匹配程序中,以重新关注输入空间并改善模拟器。提出的框架的效率在历史匹配的文献以及较高维度功能的拟议测试床上进行了测试。
The scientific understanding of real-world processes has dramatically improved over the years through computer simulations. Such simulators represent complex mathematical models that are implemented as computer codes which are often expensive. The validity of using a particular simulator to draw accurate conclusions relies on the assumption that the computer code is correctly calibrated. This calibration procedure is often pursued under extensive experimentation and comparison with data from a real-world process. The problem is that the data collection may be so expensive that only a handful of experiments are feasible. History matching is a calibration technique that, given a simulator, it iteratively discards regions of the input space using an implausibility measure. When the simulator is computationally expensive, an emulator is used to explore the input space. In this paper, a Gaussian process provides a complete probabilistic output that is incorporated into the implausibility measure. The identification of regions of interest is accomplished with recently developed annealing sampling techniques. Active learning functions are incorporated into the history matching procedure to refocus on the input space and improve the emulator. The efficiency of the proposed framework is tested in well-known examples from the history matching literature, as well as in a proposed testbed of functions of higher dimensions.