Gaussian process emulation for discontinuous response surfaces with applications for cardiac electrophysiology models (1805.10020v1)

Abstract: Mathematical models of biological systems are beginning to be used for safety-critical applications, where large numbers of repeated model evaluations are required to perform uncertainty quantification and sensitivity analysis. Most of these models are nonlinear both in variables and parameters/inputs which has two consequences. First, analytic solutions are rarely available so repeated evaluation of these models by numerically solving differential equations incurs a significant computational burden. Second, many models undergo bifurcations in behaviour as parameters are varied. As a result, simulation outputs often contain discontinuities as we change parameter values and move through parameter/input space. Statistical emulators such as Gaussian processes are frequently used to reduce the computational cost of uncertainty quantification, but discontinuities render a standard Gaussian process emulation approach unsuitable as these emulators assume a smooth and continuous response to changes in parameter values. In this article, we propose a novel two-step method for building a Gaussian Process emulator for models with discontinuous response surfaces. We first use a Gaussian Process classifier to detect boundaries of discontinuities and then constrain the Gaussian Process emulation of the response surface within these boundaries. We introduce a novel `certainty metric' to guide active learning for a multi-class probabilistic classifier. We apply the new classifier to simulations of drug action on a cardiac electrophysiology model, to propagate our uncertainty in a drug's action through to predictions of changes to the cardiac action potential. The proposed two-step active learning method significantly reduces the computational cost of emulating models that undergo multiple bifurcations.