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 -0.000081 0.001418
1 pressure td S1 0.020022 0.012707
2 pressure amp S1 0.924545 0.074165
3 pressure dt S1 -0.000250 0.000828
4 pressure C S1 0.006664 0.009115
5 pressure R S1 0.031329 0.016228
6 pressure L S1 0.001907 0.003726
7 pressure R_o S1 0.000070 0.000713
8 pressure p_o S1 0.000738 0.000989
0 pressure T ST 0.000348 0.000054
1 pressure td ST 0.025117 0.003408
2 pressure amp ST 0.935720 0.061717
3 pressure dt ST 0.000090 0.000016
4 pressure C ST 0.010299 0.001299
5 pressure R ST 0.041464 0.005230
6 pressure L ST 0.001854 0.000244
7 pressure R_o ST 0.000070 0.000009
8 pressure p_o ST 0.000140 0.000019
0 pressure (T, td) S2 0.000204 0.001984
1 pressure (T, amp) S2 0.000075 0.002324
2 pressure (T, dt) S2 0.000091 0.001953
3 pressure (T, C) S2 0.000253 0.001973
4 pressure (T, R) S2 -0.000048 0.001871
5 pressure (T, L) S2 -0.000006 0.001968
6 pressure (T, R_o) S2 0.000090 0.001957
7 pressure (T, p_o) S2 0.000088 0.001963
8 pressure (td, amp) S2 0.001163 0.024811
9 pressure (td, dt) S2 -0.000991 0.018867
10 pressure (td, C) S2 -0.000535 0.018642
11 pressure (td, R) S2 0.001495 0.018396
12 pressure (td, L) S2 -0.000803 0.019086
13 pressure (td, R_o) S2 -0.001229 0.018886
14 pressure (td, p_o) S2 -0.001210 0.018912
15 pressure (amp, dt) S2 -0.000377 0.079772
16 pressure (amp, C) S2 0.002385 0.081045
17 pressure (amp, R) S2 0.008388 0.079090
18 pressure (amp, L) S2 -0.000792 0.080095
19 pressure (amp, R_o) S2 -0.000314 0.079820
20 pressure (amp, p_o) S2 -0.000893 0.079941
21 pressure (dt, C) S2 0.000464 0.001122
22 pressure (dt, R) S2 0.000502 0.001097
23 pressure (dt, L) S2 0.000457 0.001118
24 pressure (dt, R_o) S2 0.000468 0.001115
25 pressure (dt, p_o) S2 0.000464 0.001111
26 pressure (C, R) S2 0.003122 0.013020
27 pressure (C, L) S2 0.001597 0.013164
28 pressure (C, R_o) S2 0.001662 0.013171
29 pressure (C, p_o) S2 0.001649 0.013151
30 pressure (R, L) S2 0.000266 0.022728
31 pressure (R, R_o) S2 0.000221 0.022633
32 pressure (R, p_o) S2 0.000223 0.022619
33 pressure (L, R_o) S2 -0.000679 0.005627
34 pressure (L, p_o) S2 -0.000660 0.005631
35 pressure (R_o, p_o) S2 -0.000002 0.001038
sa.plot_sobol(sobol_df, index="ST", figsize=figsize) 
../../_images/766e2d02c9266c3e6fe4006a7b540ba0e20ad0dc5c3ef5d00749e966a4aa59c7.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 -3.336227 13.466433 16.455582 0.620695
1 pressure td 96.747391 102.945602 106.585495 5.725938
2 pressure amp 677.169128 677.169128 111.389153 6.211343
3 pressure dt -1.491952 7.172230 9.424765 0.347274
4 pressure C -72.823685 72.830215 47.986992 2.849106
5 pressure R -134.070480 134.473282 89.159966 5.435225
6 pressure L 14.243047 26.049210 28.373178 1.116896
7 pressure R_o -5.275451 5.310733 4.193560 0.232418
8 pressure p_o -5.338521 8.109185 7.866085 0.298175
sa.plot_morris(morris_df, figsize=figsize)
../../_images/03ab7c0548e759cf3dff6e950262328519742c185abac5222050ff15a56b405c.png