Accelerating uncertainty quantification of groundwater flow modelling using a deep neural network proxy
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Publication:2237307
Abstract: Quantifying the uncertainty in model parameters and output is a critical component in model-driven decision support systems for groundwater management. This paper presents a novel algorithmic approach which fuses Markov Chain Monte Carlo (MCMC) and Machine Learning methods to accelerate uncertainty quantification for groundwater flow models. We formulate the governing mathematical model as a Bayesian inverse problem, considering model parameters as a random process with an underlying probability distribution. MCMC allows us to sample from this distribution, but it comes with some limitations: it can be prohibitively expensive when dealing with costly likelihood functions, subsequent samples are often highly correlated, and the standard Metropolis-Hastings algorithm suffers from the curse of dimensionality. This paper designs a Metropolis-Hastings proposal which exploits a deep neural network (DNN) approximation of a groundwater flow model, to significantly accelerate MCMC sampling. We modify a delayed acceptance (DA) model hierarchy, whereby proposals are generated by running short subchains using an inexpensive DNN approximation, resulting in a decorrelation of subsequent fine model proposals. Using a simple adaptive error model, we estimate and correct the bias of the DNN approximation with respect to the posterior distribution on-the-fly. The approach is tested on two synthetic examples; a isotropic two-dimensional problem, and an anisotropic three-dimensional problem. The results show that the cost of uncertainty quantification can be reduced by up to 50% compared to single-level MCMC, depending on the precomputation cost and accuracy of the employed DNN.
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Cited in
(11)- Deep capsule encoder–decoder network for surrogate modeling and uncertainty quantification
- Approximating a finite element model by neural network prediction for facility optimization in groundwater engineering
- Multilevel Delayed Acceptance MCMC
- Efficient uncertainty quantification for dynamic subsurface flow with surrogate by theory-guided neural network
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