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One can improve predictability in the unknown domain by combining forecasts of imperfect complex computational models using a Bayesian statistical machine learning framework. In many cases, however, the models used in the mixing process are similar. In addition to contaminating the model space, the existence of such similar, or even redundant, models during the multimodeling process can result in misinterpretation of results and deterioration of predictive performance. In this paper we describe a method based on the principal component analysis that eliminates model redundancy. We show that by adding model orthogonalization to the proposed Bayesian model combination framework, one can arrive at better prediction accuracy and reach excellent uncertainty quantification performance. Published by the American Physical Society2024
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Local Bayesian Dirichlet mixing of imperfect models
Abstract To improve the predictability of complex computational models in the experimentally-unknown domains, we propose a Bayesian statistical machine learning framework utilizing the Dirichlet distribution that combines results of several imperfect models. This framework can be viewed as an extension of Bayesian stacking. To illustrate the method, we study the ability of Bayesian model averaging and mixing techniques to mine nuclear masses. We show that the global and local mixtures of models reach excellent performance on both prediction accuracy and uncertainty quantification and are preferable to classical Bayesian model averaging. Additionally, our statistical analysis indicates that improving model predictions through mixing rather than mixing of corrected models leads to more robust extrapolations.
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- Award ID(s):
- 2004601
- PAR ID:
- 10508091
- Publisher / Repository:
- Nature
- Date Published:
- Journal Name:
- Scientific Reports
- Volume:
- 13
- Issue:
- 1
- ISSN:
- 2045-2322
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1038/s41598-023-46568-0
