Thursday, March 14, 2024

UQSay #71

The seventy-first UQSay seminar on UQ, DACE and related topics will take place online on Thursday afternoon, March 21, 2024.

2–3 PM — Morgane Menz (IFPEN) — [slides]

Archissur: an Active Recovery of Constrained and Hidden Sets by SUR method. Coupling with adaptive space-filling and optimization

The analysis of simulated engineering systems (robust optimization, reliability assessment, …) generally requires numerous computationally expensive code simulations with different possible sets of values of design and environmental input variables. However, the simulators can encounter simulation crashes due to convergence issues for some values of both input variables. These failures correspond to a hidden constraint and might be as costly to evaluate as a feasible simulation. The presence of such crashes must be managed in a wise way, in order to target feasible input areas and thus avoid unnecessary irrelevant simulations.

In this context, we propose an adaptive strategy to learn the hidden constraint at a reduced numerical cost based only on a limited number of binary observations corresponding to failure or non-failure status. Our approach is a Gaussian Process Classifier active learning method based on Stepwise Uncertainty Reduction strategies to assess hidden constraints prediction. A numerically effective formulation of the enrichment criterion suited for classification is provided. Additionally, the proposed enrichment criterion is employed to address metamodeling and optimization in the presence of hidden constraints..

Reference: Estimation of simulation failure set with active learning based on Gaussian Process classifiers and random set theory, 2023.

Joint work with Miguel Munoz-Zuniga (IFPEN) & Delphine Sinoquet (IFPEN).

Organizing committee: Pierre Barbillon (MIA-Paris), Julien Bect (L2S), Nicolas Bousquet (EDF R&D), Amélie Fau (LMPS), Filippo Gatti (LMPS), Bertrand Iooss (EDF R&D), Alexandre Janon (LMO), Sidonie Lefebvre (ONERA), Didier Lucor (LISN), Emmanuel Vazquez (L2S).

Coordinators: Julien Bect (L2S) & Sidonie Lefebvre (ONERA)

Practical details: the seminar will be held online using Microsoft Teams.

If you want to attend this seminar (or any of the forthcoming online UQSay seminars), and if you do not already have access to the UQSay group on Teams, simply send an email and you will be invited. Please specify which email address the invitation must be sent to (this has to be the address associated with your Teams account).

You will find the link to the seminar on the "General" UQSay channel on Teams, approximately 15 minutes before the beginning.

The technical side of things: you can use Teams either directly from your web browser or using the "fat client", which is available for most platforms (Windows, Linux, Mac, Android & iOS). We strongly recommend the latter option whenever possible. Please give it a try before the seminar to anticipate potential problems.