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 0.000647 0.002139
1 pressure td S1 0.018007 0.013838
2 pressure amp S1 0.930138 0.070174
3 pressure dt S1 -0.001265 0.001717
4 pressure C S1 0.007284 0.010309
5 pressure R S1 0.025179 0.017809
6 pressure L S1 0.001160 0.002763
7 pressure R_o S1 -0.000670 0.001505
8 pressure p_o S1 0.002331 0.001502
0 pressure T ST 0.000457 0.000064
1 pressure td ST 0.023587 0.002738
2 pressure amp ST 0.942846 0.062731
3 pressure dt ST 0.000497 0.000077
4 pressure C ST 0.010623 0.001246
5 pressure R ST 0.035005 0.003952
6 pressure L ST 0.001494 0.000202
7 pressure R_o ST 0.000385 0.000064
8 pressure p_o ST 0.000296 0.000036
0 pressure (T, td) S2 -0.000185 0.003010
1 pressure (T, amp) S2 -0.000507 0.004133
2 pressure (T, dt) S2 -0.000216 0.003018
3 pressure (T, C) S2 -0.000160 0.003070
4 pressure (T, R) S2 -0.000371 0.003068
5 pressure (T, L) S2 -0.000223 0.003036
6 pressure (T, R_o) S2 -0.000192 0.003037
7 pressure (T, p_o) S2 -0.000202 0.003030
8 pressure (td, amp) S2 0.005999 0.024021
9 pressure (td, dt) S2 0.000899 0.021471
10 pressure (td, C) S2 0.001476 0.021632
11 pressure (td, R) S2 0.000811 0.022403
12 pressure (td, L) S2 0.001034 0.021588
13 pressure (td, R_o) S2 0.000985 0.021516
14 pressure (td, p_o) S2 0.000990 0.021546
15 pressure (amp, dt) S2 -0.002769 0.067152
16 pressure (amp, C) S2 -0.000775 0.065961
17 pressure (amp, R) S2 0.006440 0.070263
18 pressure (amp, L) S2 -0.002851 0.066800
19 pressure (amp, R_o) S2 -0.002615 0.066607
20 pressure (amp, p_o) S2 -0.005225 0.066996
21 pressure (dt, C) S2 0.001995 0.002628
22 pressure (dt, R) S2 0.002291 0.002566
23 pressure (dt, L) S2 0.001855 0.002618
24 pressure (dt, R_o) S2 0.002003 0.002610
25 pressure (dt, p_o) S2 0.001947 0.002606
26 pressure (C, R) S2 0.002040 0.014771
27 pressure (C, L) S2 0.001369 0.014559
28 pressure (C, R_o) S2 0.001058 0.014531
29 pressure (C, p_o) S2 0.001120 0.014581
30 pressure (R, L) S2 0.001963 0.027993
31 pressure (R, R_o) S2 0.002918 0.027979
32 pressure (R, p_o) S2 0.002143 0.028037
33 pressure (L, R_o) S2 0.000300 0.005121
34 pressure (L, p_o) S2 0.000203 0.005125
35 pressure (R_o, p_o) S2 0.000617 0.002298
sa.plot_sobol(sobol_df, index="ST", figsize=figsize) 
../../_images/c45f1672b9ef5707daa5fa55bc5b6e17c3c916061a40a55050c60979fb67f64e.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 -13.535812 14.285362 11.622403 0.697004
1 pressure td 89.157104 90.252029 72.192863 5.079978
2 pressure amp 652.380920 652.380920 96.030853 5.412480
3 pressure dt 3.577370 15.827411 19.906122 0.838532
4 pressure C -61.534149 62.231049 40.341999 2.294369
5 pressure R -103.026283 105.591545 63.195744 3.755107
6 pressure L 15.688830 21.481140 21.717178 0.987339
7 pressure R_o 5.010056 13.816266 17.171064 0.700488
8 pressure p_o -0.641383 11.941584 14.703815 0.495053
sa.plot_morris(morris_df, figsize=figsize)
../../_images/d9160fa8d641c8a75bc7590771b2c140f055d1fcfdb63ce2631e2d45dbfc2003.png