Academic

Variational LSTM with Augmented Inputs: Nonlinear Response History Metamodeling with Aleatoric and Epistemic Uncertainty

arXiv:2604.01587v1 Announce Type: new Abstract: Uncertainty propagation in high-dimensional nonlinear dynamic structural systems is pivotal in state-of-the-art performance-based design and risk assessment, where uncertainties from both excitations and structures, i.e., the aleatoric uncertainty, must be considered. This poses a significant challenge due to heavy computational demands. Machine learning techniques are thus introduced as metamodels to alleviate this burden. However, the "black box" nature of Machine learning models underscores the necessity of avoiding overly confident predictions, particularly when data and training efforts are insufficient. This creates a need, in addition to considering the aleatoric uncertainty, of estimating the uncertainty related to the prediction confidence, i.e., epistemic uncertainty, for machine learning-based metamodels. We developed a probabilistic metamodeling technique based on a variational long short-term memory (LSTM) with augmented inp

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Manisha Sapkota, Min Li, Bowei Li
· · 1 min read · 3 views

arXiv:2604.01587v1 Announce Type: new Abstract: Uncertainty propagation in high-dimensional nonlinear dynamic structural systems is pivotal in state-of-the-art performance-based design and risk assessment, where uncertainties from both excitations and structures, i.e., the aleatoric uncertainty, must be considered. This poses a significant challenge due to heavy computational demands. Machine learning techniques are thus introduced as metamodels to alleviate this burden. However, the "black box" nature of Machine learning models underscores the necessity of avoiding overly confident predictions, particularly when data and training efforts are insufficient. This creates a need, in addition to considering the aleatoric uncertainty, of estimating the uncertainty related to the prediction confidence, i.e., epistemic uncertainty, for machine learning-based metamodels. We developed a probabilistic metamodeling technique based on a variational long short-term memory (LSTM) with augmented inputs to simultaneously capture aleatoric and epistemic uncertainties. Key random system parameters are treated as augmented inputs alongside excitation series carrying record-to-record variability to capture the full range of aleatoric uncertainty. Meanwhile, epistemic uncertainty is effectively approximated via the Monte Carlo dropout scheme. Unlike computationally expensive full Bayesian approaches, this method incurs negligible additional training costs while enabling nearly cost-free uncertainty simulation. The proposed technique is demonstrated through multiple case studies involving stochastic seismic or wind excitations. Results show that the calibrated metamodels accurately reproduce nonlinear response time histories and provide confidence bounds indicating the associated epistemic uncertainty.

Executive Summary

This article presents a novel probabilistic metamodeling technique using a variational long short-term memory (LSTM) with augmented inputs to capture both aleatoric and epistemic uncertainties in high-dimensional nonlinear dynamic structural systems. The proposed method treats key random system parameters as augmented inputs, allowing for the estimation of aleatoric uncertainty, while the Monte Carlo dropout scheme approximates epistemic uncertainty. Case studies demonstrate the technique's effectiveness in accurately reproducing nonlinear response time histories and providing confidence bounds for associated epistemic uncertainty. The method's negligible additional training costs and cost-free uncertainty simulation make it a promising solution for performance-based design and risk assessment.

Key Points

  • Variational LSTM with augmented inputs captures both aleatoric and epistemic uncertainties
  • Method treats key random system parameters as augmented inputs
  • Monte Carlo dropout scheme approximates epistemic uncertainty

Merits

Strength in addressing aleatoric and epistemic uncertainty

The proposed method effectively captures both types of uncertainty, which is essential for accurate performance-based design and risk assessment.

Efficient training and simulation

The method incurs negligible additional training costs and enables cost-free uncertainty simulation, making it a practical solution for industries.

Demerits

Potential overfitting

The use of augmented inputs and Monte Carlo dropout scheme may lead to overfitting, especially with limited training data, which can affect the method's accuracy and reliability.

Dependence on data quality

The proposed method's performance is heavily dependent on the quality and quantity of the available data, which can limit its applicability in real-world scenarios.

Expert Commentary

The proposed method demonstrates a significant advancement in addressing aleatoric and epistemic uncertainty in high-dimensional nonlinear dynamic structural systems. The use of variational LSTM with augmented inputs and Monte Carlo dropout scheme is an innovative approach that can improve the accuracy and reliability of performance-based design and risk assessment. However, the potential for overfitting and dependence on data quality are concerns that need to be addressed. The proposed method's implications for practical and policy applications are substantial, and further research is needed to explore its full potential.

Recommendations

  • Further research is needed to investigate the method's performance with different types of structural systems and excitations.
  • The development of a more robust and scalable version of the proposed method is necessary to make it more applicable to real-world scenarios.

Sources

Original: arXiv - cs.LG