Sensitivity Analysis#

In this tutorial we demonstrate how to perform sensitivity analysis as part of the AutoEmulate workflow. The tutorial covers:

  1. Setting up an example simulation: here we use our “FlowProblem” simulator. This is a cardiovascular modelling example, simulating a blood vessel divided into 10 compartments. This allows for the study of the pressure and flow rate at various points in the tube. See “The Flow Problem” below for more details.

  2. Running the simulation for 100 sets of parameters sampled from the parameter space.

  3. Using Autoemulate to find the best emulator for this simulation

  4. Performing sensitivity analysis.

The Flow Problem

In the field of cardiovascular modeling, capturing the dynamics of blood flow and the associated pressures and volumes within the vascular system is crucial for understanding heart function and disease. This simulator simulates a vessel divided to 10 compartments.

Parameters#

The simulation parameters include :

  1. R (Resistance): Represents the resistance to blood flow in blood vessels, akin to the hydraulic resistance caused by vessel diameter and blood viscosity (Analogous to electrical resistor).

  2. L (Inductance): Represents the inertial effects of blood flow, capturing how blood resists changes in its velocity (Analogous to electrical inductor).

  3. C (Capacitance): Represents the compliance or elasticity of blood vessels, primarily large arteries, which store and release blood volume with changes in pressure (Analogous to a capacitor).

Boundary conditions#

  1. Neumann boundary condition : Specifies the derivative of the variable at the boundary.

  2. Dirichlet Boundary condition : Specifies the value of the variable directly at the boundary.

The setup#

The input flow rate in each compartment is \(Q_i(t)\) for the \(i^{th}\) compartment and the output flow rate is \(Q_{i+1}(t)\).

\(Q_0(t) = \begin{cases} A \cdot \sin^2\left(\frac{\pi}{t_d} t\right), & \text{if } 0 \leq t < T, \\ 0, & \text{otherwise}. \end{cases}\)

Where:

  • \(Q_0(t)\) is the input pulse function (flow rate) at time t

  • A is the amplitude of the pulse

  • \(t_d\) is the pulse duration.

Solve#

Pressure in Each Compartment (\(P_i\)): This determines how the pressure in each compartment evolves over time, based on the inflow (\(Q_i(t)\)) and the outflow (\(Q_{i+1}(t)\)). where \(i\) is the number of compartment.

Circuit Diagram

\(\frac{dP_i}{dt} = \frac{1}{C_n} \left( Q_i(t) - Q_{i+1}(t) \right)\) where, \(C_n = \frac{C}{n_\text{comp}}\)

Flow rate equation (\(Q_i\)): This governs how the flow in each compartment changes over time, depending on the pressures in the neighboring compartments and the resistance and inertance properties of each compartment.

\(\frac{dQ_i}{dt} = \frac{1}{L_n} \left( P_i - P_{10} - R_n Q_i(t) \right)\), where \(L_n = \frac{L}{n_\text{comp}}, \quad R_n = \frac{R}{n_\text{comp}}\)

from autoemulate.core.compare import AutoEmulate
from autoemulate.core.sensitivity_analysis import SensitivityAnalysis
from autoemulate.simulations.flow_problem import FlowProblem
import warnings
warnings.filterwarnings("ignore")
figsize = (9, 5)

Set up the simulation parameters and ranges:

parameters_range = {
    "T": (0.5, 2.0), # Cardiac cycle period (s)
    "td": (0.1, 0.5), # Pulse duration (s)
    "amp": (100.0, 1000.0), # Amplitude (e.g., pressure or flow rate)
    "dt": (0.0001, 0.01), # Time step (s)
    "C": (20.0, 60.0), # Compliance (unit varies based on context)
    "R": (0.01, 0.1), # Resistance (unit varies based on context)
    "L": (0.001, 0.005), # Inductance (unit varies based on context)
    "R_o": (0.01, 0.05), # Outflow resistance (unit varies based on context)
    "p_o": (5.0, 15.0) # Initial pressure (unit varies based on context)
}
output_names = ["pressure"]

simulator = FlowProblem(
    parameters_range=parameters_range,
    output_names=output_names,
    log_level="error"
)

Run the simulation for 100 sets of parameters sampled from the parameter space:

x = simulator.sample_inputs(100)
y, _ = simulator.forward_batch(x)
print(x.shape, y.shape)
torch.Size([100, 9]) torch.Size([100, 1])

Use AutoEmulate to find the best emulator for this simulation:

ae = AutoEmulate(x, y, models=["MLP", "GaussianProcessRBF"], log_level="error")  # remove models argument to use all models
best = ae.best_result()
print(best.model_name)
GaussianProcessRBF

Sensitivity Analysis#

  1. Define the problem by creating a dictionary which contains the names and the boundaries of the parameters

  2. Evaluate the contribution of each parameter via the Sobol and Morris methods.

problem = {
    'num_vars': simulator.in_dim,
    'names': simulator.param_names,
    'bounds': simulator.param_bounds,
    'output_names': simulator.output_names,
}
sa = SensitivityAnalysis(best.model, problem=problem)

Sobol metrics:

  • \(S_1\): First-order sensitivity index.

  • \(S_2\): Second-order sensitivity index.

  • \(S_t\): Total sensitivity index.

Sobol interpretation:

  • \(S_1\) values sum to ≤ 1.0 (exact fraction of variance explained)

  • \(S_t - S_1\) = interaction effects involving that parameter

  • Large \(S_t - S_1\) gap indicates strong interactions

sobol_df = sa.run("sobol")
sobol_df
output parameter index value confidence
0 pressure T S1 0.000403 0.002287
1 pressure td S1 0.011609 0.009376
2 pressure amp S1 0.943360 0.071338
3 pressure dt S1 0.000271 0.001086
4 pressure C S1 0.005018 0.007718
5 pressure R S1 0.032126 0.016356
6 pressure L S1 0.000511 0.002073
7 pressure R_o S1 0.000062 0.000944
8 pressure p_o S1 0.001786 0.001027
0 pressure T ST 0.000720 0.000094
1 pressure td ST 0.014280 0.001687
2 pressure amp ST 0.953711 0.060410
3 pressure dt ST 0.000171 0.000024
4 pressure C ST 0.007331 0.000831
5 pressure R ST 0.034345 0.003281
6 pressure L ST 0.000717 0.000086
7 pressure R_o ST 0.000129 0.000021
8 pressure p_o ST 0.000142 0.000023
0 pressure (T, td) S2 0.000167 0.003722
1 pressure (T, amp) S2 0.000541 0.003771
2 pressure (T, dt) S2 0.000020 0.003716
3 pressure (T, C) S2 0.000042 0.003774
4 pressure (T, R) S2 0.000125 0.003815
5 pressure (T, L) S2 0.000047 0.003715
6 pressure (T, R_o) S2 0.000072 0.003720
7 pressure (T, p_o) S2 0.000043 0.003723
8 pressure (td, amp) S2 0.002104 0.017320
9 pressure (td, dt) S2 0.000495 0.014424
10 pressure (td, C) S2 0.000700 0.014365
11 pressure (td, R) S2 0.000525 0.014519
12 pressure (td, L) S2 0.000561 0.014394
13 pressure (td, R_o) S2 0.000558 0.014453
14 pressure (td, p_o) S2 0.000417 0.014493
15 pressure (amp, dt) S2 -0.000425 0.080322
16 pressure (amp, C) S2 0.001318 0.082955
17 pressure (amp, R) S2 0.001189 0.084139
18 pressure (amp, L) S2 -0.000307 0.080049
19 pressure (amp, R_o) S2 -0.000359 0.080560
20 pressure (amp, p_o) S2 -0.001779 0.080445
21 pressure (dt, C) S2 -0.000254 0.001916
22 pressure (dt, R) S2 -0.000174 0.001909
23 pressure (dt, L) S2 -0.000254 0.001921
24 pressure (dt, R_o) S2 -0.000253 0.001919
25 pressure (dt, p_o) S2 -0.000249 0.001921
26 pressure (C, R) S2 0.000791 0.011025
27 pressure (C, L) S2 0.001036 0.011048
28 pressure (C, R_o) S2 0.001011 0.011067
29 pressure (C, p_o) S2 0.001088 0.011081
30 pressure (R, L) S2 -0.002435 0.022561
31 pressure (R, R_o) S2 -0.002562 0.022454
32 pressure (R, p_o) S2 -0.002490 0.022495
33 pressure (L, R_o) S2 0.000129 0.003263
34 pressure (L, p_o) S2 0.000161 0.003261
35 pressure (R_o, p_o) S2 -0.000134 0.001552
sa.plot_sobol(sobol_df, index="ST", figsize=figsize) 
../../_images/6dd12b155da4196e516fd8a62ac823ce1a4ffb78043f262b06e6bd808822f212.png

You can also save the plot directly to a file by passing the fname argument to the plotting function.

sa.plot_sobol(sobol_df, index="ST", figsize=figsize, fname="sobol_plot.png") 

Morris Interpretation:

  • High \(\mu^*\), Low \(\sigma\): Important parameter with linear/monotonic effects

  • High \(\mu^*\), High \(\sigma\): Important parameter with non-linear effects or interactions

  • Low \(\mu^*\), High \(\sigma\): Parameter involved in interactions but not individually important

  • Low \(\mu^*\), Low \(\sigma\): Unimportant parameter

morris_df = sa.run("morris")
morris_df
output parameter mu mu_star sigma mu_star_conf
0 pressure T -13.971030 17.842892 16.533033 0.725388
1 pressure td 72.375977 72.899567 50.022903 2.791862
2 pressure amp 674.681274 674.681274 78.301895 4.553032
3 pressure dt 3.072124 9.500960 11.344873 0.437571
4 pressure C -50.585865 53.343960 41.295425 2.465181
5 pressure R -120.865601 120.865601 53.255299 3.190901
6 pressure L 16.936283 17.746939 11.145472 0.732214
7 pressure R_o 1.380529 8.381945 10.317888 0.372598
8 pressure p_o -0.734383 8.828253 10.826646 0.411341
sa.plot_morris(morris_df, figsize=figsize)
../../_images/df047983139a5f5e4eb33ec8409c99929fdf5946286dcd298510cc27cf81767a.png