论文标题

工业应用的贝叶斯概率建模的进步

Advances in Bayesian Probabilistic Modeling for Industrial Applications

论文作者

Ghosh, Sayan, Pandita, Piyush, Atkinson, Steven, Subber, Waad, Zhang, Yiming, Kumar, Natarajan Chennimalai, Chakrabarti, Suryarghya, Wang, Liping

论文摘要

在优化,设计实验和建模未知的物理响应的情况下,工业应用通常对最先进的方法构成臭名昭著的挑战。干净的数据的可用性有限,可用物理模型的不确定性以及与实验相关的其他逻辑和计算费用加剧了此问题。在这种情况下,贝叶斯方法通过量化有限资源的不同类型的不确定性来减轻上述障碍。这些方法通常以框架部署为框架,允许决策者在不确定性下做出明智的选择,同时能够从多个来源以数据形式合并到苍蝇上的信息,同时与问题的物理直觉一致。这是贝叶斯方法实现的主要优势,尤其是在工业背景下。本文是贝叶斯建模方法的汇编,该方法在GE研究中一直在开发。该方法称为GE的贝叶斯混合模型(GEBHM),是一种基于肯尼迪和奥哈根框架的概率建模方法,它在几年内一直在不断扩大和工业化。在这项工作中,我们解释了GEBHM方法的各种进步,并证明了它们对几个具有挑战性的工业问题的影响。

Industrial applications frequently pose a notorious challenge for state-of-the-art methods in the contexts of optimization, designing experiments and modeling unknown physical response. This problem is aggravated by limited availability of clean data, uncertainty in available physics-based models and additional logistic and computational expense associated with experiments. In such a scenario, Bayesian methods have played an impactful role in alleviating the aforementioned obstacles by quantifying uncertainty of different types under limited resources. These methods, usually deployed as a framework, allows decision makers to make informed choices under uncertainty while being able to incorporate information on the the fly, usually in the form of data, from multiple sources while being consistent with the physical intuition about the problem. This is a major advantage that Bayesian methods bring to fruition especially in the industrial context. This paper is a compendium of the Bayesian modeling methodology that is being consistently developed at GE Research. The methodology, called GE's Bayesian Hybrid Modeling (GEBHM), is a probabilistic modeling method, based on the Kennedy and O'Hagan framework, that has been continuously scaled-up and industrialized over several years. In this work, we explain the various advancements in GEBHM's methods and demonstrate their impact on several challenging industrial problems.

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