arXiv subjects

Scott Koermer

Publications and source records attributed to Scott Koermer.

3 recordsLinked to original sources

arXiv2025

The Sensitivity of Variational Bayesian Neural Network Performance to Hyperparameters

In scientific applications, predictive modeling is often of limited use without accurate uncertainty quantification (UQ) to indicate when a model may be extrapolating or when more data needs to be collected. Bayesian Neural Networks (BNNs) produce predictive uncertainty by propagating uncertainty in neural network (NN) weights and offer the promise of obtaining not only an accurate predictive model but also accurate UQ. However, in practice, obtaining accurate UQ with BNNs is difficult due in part to the approximations used for practical model training and in part to the need to choose a suitable set of hyperparameters; these hyperparameters outnumber those needed for traditional NNs and often have opaque effects on the results. We aim to shed light on the effects of hyperparameter choices for BNNs by performing a global sensitivity analysis of BNN performance under varying hyperparameter settings. Our results indicate that many of the hyperparameters interact with each other to affect both predictive accuracy and UQ. For improved usage of BNNs in real-world applications, we suggest that global sensitivity analysis, or related methods such as Bayesian optimization, should be used to aid in dimensionality reduction and selection of hyperparameters to ensure accurate UQ in BNNs.

cs.LG↗

arXiv2024

Bayesian Event Categorization Matrix Approach for Explosion Monitoring

Current efforts to correctly categorize natural events from suspected explosion sources with data that is collected by ground- or space-based sensors presents historical challenges that remain unaddressed by the Event Categorization Matrix (ECM) model. Smaller historical events (lower yield explosions) often include only sparse observations among few modalities and can therefore lack a complete set of discriminants. The covariance structures can also vary significantly between such observations of event (source-type) categories. Both obstacles are problematic for the ``classic'' Event Categorization Matrix model. Our work addresses this gap and presents a Bayesian update to the previous Event Categorization Matrix model, termed the Bayesian Event Categorization Matrix model, which can be trained on partial observations and does not rely on a pooled covariance structure. We further augment the Event Categorization Matrix model with Bayesian Decision Theory so that false negative or false positive rates of an event categorization can be reduced in an intuitive manner. To demonstrate improved categorization rates for the Bayesian Event Categorization Matrix model, we compare an array of Bayesian and classic models with multiple performance metrics using Monte Carlo experiments. We use both synthetic and real data. Our Bayesian models show consistent gains in overall accuracy and a lower false negative rates relative to the classic Event Categorization Matrix model. We propose future avenues to improve Bayesian Event Categorization Matrix models for further improving decision-making and predictive capability.

physics.geo-ph↗

arXiv2023

Augmenting a simulation campaign for hybrid computer model and field data experiments

The Kennedy and O'Hagan (KOH) calibration framework uses coupled Gaussian processes (GPs) to meta-model an expensive simulator (first GP), tune its ``knobs" (calibration inputs) to best match observations from a real physical/field experiment and correct for any modeling bias (second GP) when predicting under new field conditions (design inputs). There are well-established methods for placement of design inputs for data-efficient planning of a simulation campaign in isolation, i.e., without field data: space-filling, or via criterion like minimum integrated mean-squared prediction error (IMSPE). Analogues within the coupled GP KOH framework are mostly absent from the literature. Here we derive a closed form IMSPE criterion for sequentially acquiring new simulator data for KOH. We illustrate how acquisitions space-fill in design space, but concentrate in calibration space. Closed form IMSPE precipitates a closed-form gradient for efficient numerical optimization. We demonstrate that our KOH-IMSPE strategy leads to a more efficient simulation campaign on benchmark problems, and conclude with a showcase on an application to equilibrium concentrations of rare earth elements for a liquid-liquid extraction reaction.

stat.ME↗