Bayesian Active Learning for Sensitivity Analysis

9 years 6 months ago
Bayesian Active Learning for Sensitivity Analysis
Abstract. Designs of micro electro-mechanical devices need to be robust against fluctuations in mass production. Computer experiments with tens of parameters are used to explore the behavior of the system, and to compute sensitivity measures as expectations over the input distribution. Monte Carlo methods are a simple approach to estimate these integrals, but they are infeasible when the models are computationally expensive. Using a Gaussian processes prior, expensive simulation runs can be saved. This Bayesian quadrature allows for an active selection of inputs where the simulation promises to be most valuable, and the number of simulation runs can be reduced further. We present an active learning scheme for sensitivity analysis which is rigorously derived from the corresponding Bayesian expected loss. On three fully featured, high dimensional physical models of electro-mechanical sensors, we show that the learning rate in the active learning scheme is significantly better than for pa...
Tobias Pfingsten
Added 22 Aug 2010
Updated 22 Aug 2010
Type Conference
Year 2006
Where ECML
Authors Tobias Pfingsten
Comments (0)