Domain-Aware Active Learning for Multifidelity Optimization

Bayesian optimization is a popular strategy for the optimization of black-box objective functions [1]. In many engineering applications, the objective can be evaluated with multiple representations at different levels of fidelity, to enhance a trade-off between cost and accuracy. Accordingly, multifidelity methods have been proposed in a Bayesian framework to efficiently combine information sources, using low-fidelity models to enable the exploration of design alternatives, and improve the accuracy of the solution through limited high-fidelity evaluations [2]. Most multifidelity methods based on active learning search the optimal design considering only the information extracted from the surrogate model. This can preclude the evaluation of promising design configurations that can be captured only including the knowledge of the particular physical phenomena involved [3]. To address this issue, this presentation discusses original domain-aware multifidelity Bayesian frameworks to accelerate design analysis and optimization performances. In particular, our strategy comes with an active learning scheme to adaptively sample the design space, combining statistical data from the surrogate model with physical information from the specific domain. Our formulation introduces physics-informed utility functions as additional contributions to the acquisition functions. This permits to enhance the active learning with a physicsbased insight and to realize a form of domain awareness which is beneficial to the efficiency and accuracy of the optimization task. The presentation will discuss several applications and implementations of the proposed approach for single discipline and multidisciplinary aerospace design optimization problems. [1] Snoek, J., Larochelle, H.. Adams, R.P. Practical bayesian optimization of machine learning algorithms. Advances in neural information processing systems. (2012) 25. [2] Peherstorfer, B., Willcox, K., Gunzburger, M. Survey of multifidelity methods in uncertainty propagation, inference, and optimization. Siam Review (2018) 60(3): 550–591. [3] Di Fiore, F., Maggiore, P. Mainini L. Multifidelity domain-aware learning for the design of re-entry vehicles. Structural and Multidisciplinary Optimization (2021

mfEGRA: Multifidelity Efficient Global Reliability Analysis through Active Learning for Failure Boundary Location

This paper develops mfEGRA, a multifidelity active learning method using data-driven adaptively refined surrogates for failure boundary location in reliability analysis. This work addresses the issue of prohibitive cost of reliability analysis using Monte Carlo sampling for expensive-to-evaluate high-fidelity models by using cheaper-to-evaluate approximations of the high-fidelity model. The method builds on the Efficient Global Reliability Analysis (EGRA) method, which is a surrogate-based method that uses adaptive sampling for refining Gaussian process surrogates for failure boundary location using a single-fidelity model. Our method introduces a two-stage adaptive sampling criterion that uses a multifidelity Gaussian process surrogate to leverage multiple information sources with different fidelities. The method combines expected feasibility criterion from EGRA with one-step lookahead information gain to refine the surrogate around the failure boundary. The computational savings from mfEGRA depends on the discrepancy between the different models, and the relative cost of evaluating the different models as compared to the high-fidelity model. We show that accurate estimation of reliability using mfEGRA leads to computational savings of $\sim$46% for an analytic multimodal test problem and 24% for a three-dimensional acoustic horn problem, when compared to single-fidelity EGRA. We also show the effect of using a priori drawn Monte Carlo samples in the implementation for the acoustic horn problem, where mfEGRA leads to computational savings of 45% for the three-dimensional case and 48% for a rarer event four-dimensional case as compared to single-fidelity EGRA

Multifidelity optimization under uncertainty for a tailless aircraft

This paper presents a multifidelity method for optimization under uncertainty for aerospace problems. In this work, the effectiveness of the method is demonstrated for the robust optimization of a tailless aircraft that is based on the Boeing Insitu ScanEagle. Aircraft design is often affected by uncertainties in manufacturing and operating conditions. Accounting for uncertainties during optimization ensures a robust design that is more likely to meet performance requirements. Designing robust systems can be computationally prohibitive due to the numerous evaluations of expensive-to-evaluate high-fidelity numerical models required to estimate system-level statistics at each optimization iteration. This work uses a multifidelity Monte Carlo approach to estimate the mean and the variance of the system outputs for robust optimization. The method uses control variates to exploit multiple fidelities and optimally allocates resources to different fidelities to minimize the variance in the estimates for a given budget. The results for the ScanEagle application show that the proposed multifidelity method achieves substantial speed-ups as compared to a regular Monte-Carlo-based robust optimization.United States. Air Force. Office of Scientific Research. Multidisciplinary University Research Initiative (FA9550-15-1-0038

Multifidelity Monte Carlo estimation for large-scale uncertainty propagation

One important task of uncertainty quantification is propagating input uncertainties through a system of interest to quantify the uncertainties’ effects on the system outputs; however, numerical methods for uncertainty propagation are often based on Monte Carlo estimation, which can require large numbers of numerical simulations of the numerical model describing the system response to obtain estimates with acceptable accuracies. Thus, if the model is computationally expensive to evaluate, then Monte-Carlo-based uncertainty propagation methods can quickly become computationally intractable. We demonstrate that multifidelity methods can significantly speedup uncertainty propagation by leveraging low-cost low-fidelity models and establish accuracy guarantees by using occasional recourse to the expensive high-fidelity model. We focus on the multifidelity Monte Carlo method, which is a multifidelity approach that optimally distributes work among the models such that the mean-squared error of the multifidelity estimator is minimized for a given computational budget. The multifidelity Monte Carlo method is applicable to general types of low-fidelity models, including projection-based reduced models, data-fit surrogates, response surfaces, and simplified-physics models. We apply the multifidelity Monte Carlo method to a coupled aero-structural analysis of a wing and a flutter problem with a high-aspect-ratio wing. The low-fidelity models are data-fit surrogate models derived with standard procedures that are built in common software environments such as Matlab and numpy/scipy. Our results demonstrate speedups of orders of magnitude compared to using the high-fidelity model alone.United States. Air Force. Office of Scientific Research. Multidisciplinary University Research Initiative (Award FA9550-15-1-0038

DOMAIN-AWARE MULTIFIDELITY LEARNING FOR DESIGN OPTIMIZATION

Accurate physics-based models are essential to the design and optimization of engineering systems, to compute key performance indicators associated with alternative design solutions. The implementation of high-fidelity models in simulation-based design optimization poses significant challenges due to the relevant computational cost frequently associated with their execution. However, real world engineering systems can rely on the availability of multiple models or approximations of their physics, representations characterized by different computational complexity and accuracy. Those alternative models can be cheaper to evaluate and can thus be exploited to enhance the efficiency of the optimization task. Multifidelity methods allow to combine multiple sources of information at different levels of fidelity, potentially exploiting the affordability of low fidelity evaluations to massively explore the design space, then enriching the accuracy through a reduced number of high-fidelity queries [1]. Many multifidelity optimization methods combine data from multiple models into a probabilistic surrogate, frequently delaying the identification of promising design alternatives that could rather be more efficiently captured if domain specific expertise were also used to inform the search [2]. To address this challenge, we present original domain-aware multifidelity frameworks to accelerate design optimization and improve the quality of the solution. In particular, our strategy is based on an active learning scheme that combines data-driven and physics-informed utility functions, to include the expert knowledge about the specific physical phenomena during the search for the optimal design. This allows to tailor the selection of the physical model to evaluate and increase the efficiency of the learning process, using at best a limited amount of high-fidelity data to sensitively improve the design solution. We discuss several applications of the proposed framework for aerospace design optimization problems, considering atmospheric flight at low and high altitudes for both aeronautics and space applications. [1] Peherstorfer, B., Willcox, K., Gunzburger, M. Survey of multifidelity methods in uncertainty propagation, inference, and optimization. Siam Review (2018) 60(3): 550–591. [2] Di Fiore, F., Maggiore, P. Mainini L. Multifidelity domain-aware learning for the design of re-entry vehicles. Structural and Multidisciplinary Optimization (2021) 64: 3017–303