Fast sensitivity analysis methods for computationally expensive models with multi-dimensional output
File(s)gmd-11-3131-2018(1).pdf (6.22 MB)
Published version
Author(s)
Ryan, Edmund
Wild, Oliver
Voulgarakis, Apostolos
Lee, Lindsay
Type
Journal Article
Abstract
Global sensitivity analysis (GSA) is a powerful approach in identifying which inputs or parameters most affect a model's output. This determines which inputs to include when performing model calibration or uncertainty analysis. GSA allows quantification of the sensitivity index (SI) of a particular input – the percentage of the total variability in the output attributed to the changes in that input – by averaging over the other inputs rather than fixing them at specific values. Traditional methods of computing the SIs using the Sobol and extended Fourier Amplitude Sensitivity Test (eFAST) methods involve running a model thousands of times, but this may not be feasible for computationally expensive Earth system models. GSA methods that use a statistical emulator in place of the expensive model are popular, as they require far fewer model runs. We performed an eight-input GSA, using the Sobol and eFAST methods, on two computationally expensive atmospheric chemical transport models using emulators that were trained with 80 runs of the models. We considered two methods to further reduce the computational cost of GSA: (1) a dimension reduction approach and (2) an emulator-free approach. When the output of a model is multi-dimensional, it is common practice to build a separate emulator for each dimension of the output space. Here, we used principal component analysis (PCA) to reduce the output dimension, built an emulator for each of the transformed outputs, and then computed SIs of the reconstructed output using the Sobol method. We considered the global distribution of the annual column mean lifetime of atmospheric methane, which requires ∼ 2000 emulators without PCA but only 5–40 emulators with PCA. We also applied an emulator-free method using a generalised additive model (GAM) to estimate the SIs using only the training runs. Compared to the emulator-only methods, the emulator–PCA and GAM methods accurately estimated the SIs of the ∼ 2000 methane lifetime outputs but were on average 24 and 37 times faster, respectively.
Date Issued
2018-08-03
Date Acceptance
2018-06-06
Citation
GEOSCIENTIFIC MODEL DEVELOPMENT, 2018, 11 (8), pp.3131-3146
ISSN
1991-959X
Publisher
COPERNICUS GESELLSCHAFT MBH
Start Page
3131
End Page
3146
Journal / Book Title
GEOSCIENTIFIC MODEL DEVELOPMENT
Volume
11
Issue
8
Copyright Statement
© 2018 Author(s). This work is distributed under the Creative Commons Attribution 4.0 License (https://creativecommons.org/licenses/by/4.0/).
Sponsor
Natural Environment Research Council [2006-2012]
Natural Environment Research Council (NERC)
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000440725800002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Grant Number
NE/N003411/1
Subjects
Science & Technology
Physical Sciences
Geosciences, Multidisciplinary
Geology
COMPUTER EXPERIMENTS
ANALYSIS SAMPLE
EXPECTED VALUE
UNCERTAINTY
REGRESSION
INFORMATION
PREDICTION
INDEXES
SIMULATIONS
PARAMETER
Publication Status
Published
Date Publish Online
2018-08-03