de.mpg.escidoc.pubman.appbase.FacesBean
Deutsch
 
Hilfe Wegweiser Impressum Kontakt Einloggen
  DetailsucheBrowse

Datensatz

DATENSATZ AKTIONENEXPORT

Freigegeben

Konferenzbeitrag

Bayesian Active Learning for Sensitivity Analysis

MPG-Autoren
http://pubman.mpdl.mpg.de/cone/persons/resource/persons84138

Pfingsten,  T
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

Externe Ressourcen
Es sind keine Externen Ressourcen verfügbar
Volltexte (frei zugänglich)
Es sind keine frei zugänglichen Volltexte verfügbar
Ergänzendes Material (frei zugänglich)
Es sind keine frei zugänglichen Ergänzenden Materialien verfügbar
Zitation

Pfingsten, T. (2006). Bayesian Active Learning for Sensitivity Analysis. Machine Learning: ECML 2006, 353-364.


Zitierlink: http://hdl.handle.net/11858/00-001M-0000-0013-D03F-D
Zusammenfassung
Designs of micro electro-mechanical devices need to be robust against fluctuations in mass production. Computer experiments with tens of parameters are used to explore the behavior of the system, and to compute sensitivity measures as expectations over the input distribution. Monte Carlo methods are a simple approach to estimate these integrals, but they are infeasible when the models are computationally expensive. Using a Gaussian processes prior, expensive simulation runs can be saved. This Bayesian quadrature allows for an active selection of inputs where the simulation promises to be most valuable, and the number of simulation runs can be reduced further. We present an active learning scheme for sensitivity analysis which is rigorously derived from the corresponding Bayesian expected loss. On three fully featured, high dimensional physical models of electro-mechanical sensors, we show that the learning rate in the active learning scheme is significantly better than for passive learning.