Regression-based sparse polynomial chaos for uncertainty quantification of subsurface flow models
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Publication:2222601
DOI10.1016/J.JCP.2019.108909zbMATH Open1453.76208arXiv1909.01648OpenAlexW2971147990WikidataQ127316613 ScholiaQ127316613MaRDI QIDQ2222601FDOQ2222601
Authors: Alexander Tarakanov, Ahmed H. Elsheikh 
Publication date: 27 January 2021
Published in: Journal of Computational Physics (Search for Journal in Brave)
Abstract: Surrogate-modelling techniques including Polynomial Chaos Expansion (PCE) is commonly used for statistical estimation (aka. Uncertainty Quantification) of quantities of interests obtained from expensive computational models. PCE is a data-driven regression-based technique that relies on spectral polynomials as basis-functions. In this technique, the outputs of few numerical simulations are used to estimate the PCE coefficients within a regression framework combined with regularization techniques where the regularization parameters are estimated using standard cross-validation as applied in supervised machine learning methods. In the present work, we introduce an efficient method for estimating the PCE coefficients combining Elastic Net regularization with a data-driven feature ranking approach. Our goal is to increase the probability of identifying the most significant PCE components by assigning each of the PCE coefficients a numerical value reflecting the magnitude of the coefficient and its stability with respect to perturbations in the input data. In our evaluations, the proposed approach has shown high convergence rate for high-dimensional problems, where standard feature ranking might be challenging due to the curse of dimensionality. The presented method is implemented within a standard machine learning library (Scikit-learn) allowing for easy experimentation with various solvers and regularization techniques (e.g. Tikhonov, LASSO, LARS, Elastic Net) and enabling automatic cross-validation techniques using a widely used and well tested implementation. We present a set of numerical tests on standard analytical functions, a two-phase subsurface flow model and a simulation dataset for CO2 sequestration in a saline aquifer. For all test cases, the proposed approach resulted in a significant increase in PCE convergence rates.
Full work available at URL: https://arxiv.org/abs/1909.01648
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Learning and adaptive systems in artificial intelligence (68T05) Flows in porous media; filtration; seepage (76S05) Liquid-liquid two component flows (76T06)
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Cited In (10)
- Sparse polynomial chaos expansions: literature survey and benchmark
- Physically interpretable machine learning algorithm on multidimensional non-linear fields
- Special issue: advanced numerical modeling and algorithms for multiphase flow and transport
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- Towards Practical Large-Scale Randomized Iterative Least Squares Solvers through Uncertainty Quantification
- Prior model identification during subsurface flow data integration with adaptive sparse representation techniques
- Gaussian process regression and conditional polynomial chaos for parameter estimation
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