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

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,
    show_progress_bar=False
)

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"], show_progress_bar=False)  # 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
/home/runner/work/autoemulate/autoemulate/.venv/lib/python3.12/site-packages/SALib/util/__init__.py:274: FutureWarning: unique with argument that is not not a Series, Index, ExtensionArray, or np.ndarray is deprecated and will raise in a future version.
  names = list(pd.unique(groups))
output parameter index value confidence
0 pressure T S1 0.000171 0.001051
1 pressure td S1 0.016305 0.012733
2 pressure amp S1 0.928459 0.066440
3 pressure dt S1 -0.000032 0.001118
4 pressure C S1 0.011084 0.009354
5 pressure R S1 0.038603 0.016957
6 pressure L S1 0.001218 0.003459
7 pressure R_o S1 0.000019 0.000815
8 pressure p_o S1 0.000737 0.001439
0 pressure T ST 0.000185 0.000027
1 pressure td ST 0.019253 0.002545
2 pressure amp ST 0.945248 0.054085
3 pressure dt ST 0.000163 0.000022
4 pressure C ST 0.010924 0.001659
5 pressure R ST 0.044012 0.005305
6 pressure L ST 0.001646 0.000229
7 pressure R_o ST 0.000087 0.000012
8 pressure p_o ST 0.000212 0.000030
0 pressure (T, td) S2 -0.000264 0.001667
1 pressure (T, amp) S2 -0.000007 0.001786
2 pressure (T, dt) S2 -0.000346 0.001610
3 pressure (T, C) S2 -0.000391 0.001595
4 pressure (T, R) S2 -0.000224 0.001645
5 pressure (T, L) S2 -0.000336 0.001600
6 pressure (T, R_o) S2 -0.000356 0.001610
7 pressure (T, p_o) S2 -0.000341 0.001608
8 pressure (td, amp) S2 0.001766 0.021498
9 pressure (td, dt) S2 -0.000976 0.016770
10 pressure (td, C) S2 -0.000043 0.016780
11 pressure (td, R) S2 -0.001290 0.017295
12 pressure (td, L) S2 -0.000824 0.016723
13 pressure (td, R_o) S2 -0.001065 0.016769
14 pressure (td, p_o) S2 -0.000870 0.016750
15 pressure (amp, dt) S2 0.001781 0.078901
16 pressure (amp, C) S2 -0.000364 0.079471
17 pressure (amp, R) S2 0.005165 0.084272
18 pressure (amp, L) S2 0.002085 0.078987
19 pressure (amp, R_o) S2 0.001881 0.078842
20 pressure (amp, p_o) S2 0.000829 0.078884
21 pressure (dt, C) S2 0.000081 0.001781
22 pressure (dt, R) S2 -0.000110 0.001828
23 pressure (dt, L) S2 0.000055 0.001768
24 pressure (dt, R_o) S2 0.000072 0.001763
25 pressure (dt, p_o) S2 0.000073 0.001766
26 pressure (C, R) S2 -0.004774 0.014093
27 pressure (C, L) S2 -0.003565 0.014155
28 pressure (C, R_o) S2 -0.003430 0.014074
29 pressure (C, p_o) S2 -0.002901 0.014047
30 pressure (R, L) S2 -0.005496 0.025075
31 pressure (R, R_o) S2 -0.005831 0.024865
32 pressure (R, p_o) S2 -0.005351 0.024877
33 pressure (L, R_o) S2 -0.000209 0.005327
34 pressure (L, p_o) S2 -0.000128 0.005317
35 pressure (R_o, p_o) S2 0.000032 0.001037
sa.plot_sobol(sobol_df, index="ST", figsize=figsize) 
../../_images/6e312ee9b5b8959fa725f48c50b8f27eee6b7dcd57083a1402a395a1dd1fe56c.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 -5.969501 8.610264 9.502397 0.390421
1 pressure td 88.153915 90.681763 70.802277 4.118286
2 pressure amp 692.709900 692.709900 106.671371 7.045980
3 pressure dt 6.932352 8.628527 8.172307 0.383441
4 pressure C -64.542175 65.087296 50.726788 3.452975
5 pressure R -126.683472 128.546204 90.270164 5.792741
6 pressure L 23.050732 25.433235 20.972597 1.104799
7 pressure R_o 2.366458 6.818423 7.895358 0.264361
8 pressure p_o -1.203208 10.055201 13.121340 0.442112
sa.plot_morris(morris_df, figsize=figsize)
../../_images/81829e933095875afc5e8da71db60e72cff48ed5dd7a2ecd8297f2d5caadb352.png