A spectrum of physics-informed Gaussian processes for regression in engineering (2309.10656v1)
Abstract: Despite the growing availability of sensing and data in general, we remain unable to fully characterise many in-service engineering systems and structures from a purely data-driven approach. The vast data and resources available to capture human activity are unmatched in our engineered world, and, even in cases where data could be referred to as ``big,'' they will rarely hold information across operational windows or life spans. This paper pursues the combination of machine learning technology and physics-based reasoning to enhance our ability to make predictive models with limited data. By explicitly linking the physics-based view of stochastic processes with a data-based regression approach, a spectrum of possible Gaussian process models are introduced that enable the incorporation of different levels of expert knowledge of a system. Examples illustrate how these approaches can significantly reduce reliance on data collection whilst also increasing the interpretability of the model, another important consideration in this context.
- Informed machine learning – a taxonomy and survey of integrating prior knowledge into learning systems. IEEE Transactions on Knowledge and Data Engineering, 35(1):614–633, 2023. doi: 10.1109/TKDE.2021.3079836.
- Physics-informed machine learning. Nature Reviews Physics, 3(6):422–440, 2021.
- Integrating physics-based modeling with machine learning: A survey. arXiv preprint arXiv:2003.04919, 2020.
- Bayesian calibration of computer models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 63(3):425–464, 2001.
- Surrogate-based analysis and optimization. Progress in Aerospace Sciences, 41(1):1–28, 2005. ISSN 0376-0421. doi: https://doi.org/10.1016/j.paerosci.2005.02.001.
- Advances in surrogate based modeling, feasibility analysis, and optimization: A review. Computers & Chemical Engineering, 108:250–267, 2018.
- Physics-aware learning of thermoacoustic limit cycles. Bulletin of the American Physical Society, 2022.
- Bayesian probabilistic numerical methods. SIAM review, 61(4):756–789, 2019.
- Probabilistic Numerics: Computation as Machine Learning. Cambridge University Press, 2022.
- Learning model discrepancy: A gaussian process and sampling-based approach. Mechanical Systems and Signal Processing, 152:107381, 2021.
- Learning about physical parameters: The importance of model discrepancy. Inverse Problems, 30(11):114007, 2014.
- Quantification of model uncertainty: Calibration, model discrepancy, and identifiability. 2012.
- On a grey box modelling framework for nonlinear system identification. In Special Topics in Structural Dynamics, Volume 6, pages 167–178. Springer, 2017.
- On evolutionary system identification with applications to nonlinear benchmarks. Mechanical Systems and Signal Processing, 112:194–232, 2018.
- Aircraft parametric structural load monitoring using gaussian process regression. In Proceedings of the Euopean Workshop on Shtructural Health Monitoring 2014, Nantes, 2014.
- Physics-informed neural networks (pinns) for fluid mechanics: A review. Acta Mechanica Sinica, 37(12):1727–1738, 2021.
- Structural identification with physics-informed neural ordinary differential equations. Journal of Sound and Vibration, 508:116196, 2021.
- Theory-guided data science: A new paradigm for scientific discovery from data. IEEE Transactions on knowledge and data engineering, 29(10):2318–2331, 2017.
- Modeling and interpolation of the ambient magnetic field by gaussian processes. IEEE Transactions on robotics, 34(4):1112–1127, 2018.
- Modeling magnetic fields using gaussian processes. In 2013 IEEE International Conference on Acoustics, Speech and Signal Processing, pages 3522–3526. IEEE, 2013.
- Probabilistic modelling and reconstruction of strain. Nuclear Instruments and Methods in Physics Research Section B: Beam Interactions with Materials and Atoms, 436:141–155, 2018.
- Constraining gaussian processes for physics-informed acoustic emission mapping. Mechanical Systems and Signal Processing, 188:109984, 2023.
- Gaussian Processes for Machine Learning, volume 38. The MIT Press, Cambridge, MA, USA, 2006.
- Jyrki Kullaa. Distinguishing between sensor fault, structural damage, and environmental or operational effects in structural health monitoring. Mechanical Systems and Signal Processing, 25(8):2976–2989, 2011.
- Gaussian process time-series models for structures under operational variability. Frontiers in Built Environment, 3:69, 2017.
- Bayesian modeling approach for forecast of structural stress response using structural health monitoring data. Journal of Structural Engineering, 144(9):04018130, 2018.
- Bayesian multi-task learning methodology for reconstruction of structural health monitoring data. Structural Health Monitoring, 18(4):1282–1309, 2019.
- Elizabeth Cross. On structural health monitoring in changing environmental and operational conditions. PhD thesis, University of Sheffield, 2012.
- Prediction of landing gear loads using machine learning techniques. Structural Health Monitoring, 15(5):568–582, 2016.
- On the application of Gaussian process latent force models for joint input-state-parameter estimation: With a view to Bayesian operational identification. Mechanical Systems and Signal Processing, 140:106580, 2020.
- Probabilistic inference for structural health monitoring: New modes of learning from data. ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering, 7(1):03120003, 2020.
- Data-driven strain prediction models and fatigue damage accumulation. In Proceedings of the 29th International Conference on Noise and Vibration Engineering (ISMA 2020), 2020.
- Alexander Khintchine. Korrelationstheorie der stationären stochastischen prozesse. Mathematische Annalen, 109(1):604–615, 1934.
- Joseph L Doob. Stochastic processes and statistics. Proceedings of the National Academy of Sciences of the United States of America, 20(6):376, 1934.
- Albert Einstein. On the motion of small particles suspended in liquids at rest required by the molecular-kinetic theory of heat. Annalen der physik, 17(549-560):208, 1905.
- On the theory of the brownian motion. Physical review, 36(5):823, 1930.
- On the theory of the brownian motion ii. Reviews of modern physics, 17(2-3):323, 1945.
- Probability, random variables, and stochastic processes. Tata McGraw-Hill Education, 2002.
- Gaussian process based grey-box modelling for SHM of structures under fluctuating environmental conditions. In Proceedings of 10th European Workshop on Structural Health Monitoring (EWSHM 2020), 2020.
- Grey-box models for wave loading prediction. Mechanical Systems and Signal Processing, 159:107741, 2021.
- Physics-derived covariance functions for machine learning in structural dynamics. In 19th IFAC Symposium on System Identification (SYSID): learning models for decision and control., 2021.
- Know your boundaries: Constraining gaussian processes by variational harmonic features. In Proceedings of the 22nd International Conference on Artificial Intelligence and Statistics (AISTATS). PMLR 89:2193-2202. Naha, Okinawa, Japan., 2019.
- Distributions of fatigue damage from data-driven strain prediction using Gaussian process regression. Structural Health Monitoring, 2023. doi: doi:10.1177/14759217221140080.
- Incorporation of partial physical knowledge within Gaussian processes. In Proceedings of the 30th International Conference on Noise and Vibration Engineering (ISMA 2022), 2022.
- A Bayesian methodology for localising acoustic emission sources in complex structures. Mechanical Systems and Signal Processing, 163:108143, 2022.
- Matthew Jones. On Novel Machine Learning Approaches for Acoustic Emission Source Localisation: A Probabilistic Perspective. PhD thesis, University of Sheffield, 2023.
- Lennart Ljung. Perspectives on system identification. Annual Reviews in Control, 34(1):1–12, 2010.
- Nonlinear system identification: A user-oriented road map. IEEE Control Systems Magazine, 39(6):28–99, 2019.
- A new kernel-based approach for linear system identification. Automatica, 46(1):81–93, 2010.
- Kernel methods in system identification, machine learning and function estimation: A survey. Automatica, 50(3):657–682, 2014.
- Gaussian process kernels for pattern discovery and extrapolation. In International Conference on Machine Learning, pages 1067–1075, 2013.
- Spectral mixture kernels for multi-output gaussian processes. In Advances in Neural Information Processing Systems, pages 6681–6690, 2017.
- Learning stationary time series using gaussian processes with nonparametric kernels. In Advances in Neural Information Processing Systems, pages 3501–3509, 2015.
- Convolutional gaussian processes. In Advances in Neural Information Processing Systems, pages 2849–2858, 2017.
- Dave Higdon. Space and space-time modeling using process convolutions. In Quantitative methods for current environmental issues, pages 37–56. Springer, 2002.
- Dependent gaussian processes. In Advances in neural information processing systems, pages 217–224, 2005.
- Latent force models. In Artificial Intelligence and Statistics, pages 9–16, 2009.
- Learning nonparametric volterra kernels with gaussian processes. arXiv preprint arXiv:2106.05582, 2021.
- Compositional modeling of nonlinear dynamical systems with ode-based random features. arXiv preprint arXiv:2106.05960, 2021.
- Grey-box modelling for structural health monitoring; physical constraints on machine learning algorithms. In Proceedings of the International Workshop on Strucutral Health Monitoring, 2019.
- Machine learning of linear differential equations using gaussian processes. Journal of Computational Physics, 348:683–693, 2017a.
- Inferring solutions of differential equations using noisy multi-fidelity data. Journal of Computational Physics, 335:736–746, 2017b.
- Numerical gaussian processes for time-dependent and nonlinear partial differential equations. SIAM Journal on Scientific Computing, 40(1):A172–A198, 2018.
- Gaussian process manifold interpolation for probabilistic atrial activation maps and uncertain conduction velocity. Philosophical Transactions of the Royal Society A, 378(2173):20190345, 2020.
- A survey of constrained gaussian process regression: Approaches and implementation challenges. Journal of Machine Learning for Modeling and Computing, 1(2), 2020.