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 -0.000054 0.001669
1 pressure td S1 0.013503 0.012710
2 pressure amp S1 0.945896 0.065160
3 pressure dt S1 -0.000597 0.001592
4 pressure C S1 0.002952 0.006304
5 pressure R S1 0.028051 0.015075
6 pressure L S1 -0.000083 0.002639
7 pressure R_o S1 0.000416 0.002937
8 pressure p_o S1 -0.001515 0.002155
0 pressure T ST 0.000372 0.000052
1 pressure td ST 0.017384 0.002109
2 pressure amp ST 0.949780 0.059363
3 pressure dt ST 0.000375 0.000045
4 pressure C ST 0.005453 0.000646
5 pressure R ST 0.031580 0.002937
6 pressure L ST 0.001146 0.000141
7 pressure R_o ST 0.001295 0.000178
8 pressure p_o ST 0.000610 0.000101
0 pressure (T, td) S2 0.000042 0.002947
1 pressure (T, amp) S2 -0.000215 0.002589
2 pressure (T, dt) S2 -0.000113 0.002938
3 pressure (T, C) S2 -0.000107 0.002952
4 pressure (T, R) S2 -0.000190 0.002843
5 pressure (T, L) S2 -0.000195 0.002934
6 pressure (T, R_o) S2 -0.000154 0.002950
7 pressure (T, p_o) S2 -0.000179 0.002947
8 pressure (td, amp) S2 0.003268 0.024475
9 pressure (td, dt) S2 0.000266 0.016795
10 pressure (td, C) S2 0.000222 0.016849
11 pressure (td, R) S2 0.000028 0.017102
12 pressure (td, L) S2 0.000219 0.016866
13 pressure (td, R_o) S2 0.000282 0.016860
14 pressure (td, p_o) S2 0.000360 0.016819
15 pressure (amp, dt) S2 -0.002423 0.064403
16 pressure (amp, C) S2 -0.000817 0.065517
17 pressure (amp, R) S2 0.001127 0.068150
18 pressure (amp, L) S2 -0.001663 0.064284
19 pressure (amp, R_o) S2 -0.002787 0.064550
20 pressure (amp, p_o) S2 -0.001409 0.064667
21 pressure (dt, C) S2 0.000788 0.002741
22 pressure (dt, R) S2 0.000819 0.002761
23 pressure (dt, L) S2 0.000773 0.002759
24 pressure (dt, R_o) S2 0.000723 0.002723
25 pressure (dt, p_o) S2 0.000794 0.002725
26 pressure (C, R) S2 0.002594 0.009052
27 pressure (C, L) S2 0.002642 0.008936
28 pressure (C, R_o) S2 0.002802 0.008899
29 pressure (C, p_o) S2 0.002731 0.008948
30 pressure (R, L) S2 -0.001898 0.019010
31 pressure (R, R_o) S2 -0.002032 0.018915
32 pressure (R, p_o) S2 -0.001834 0.018733
33 pressure (L, R_o) S2 0.001192 0.003547
34 pressure (L, p_o) S2 0.001461 0.003542
35 pressure (R_o, p_o) S2 0.000341 0.004728
sa.plot_sobol(sobol_df, index="ST", figsize=figsize) 
../../_images/6317586d5ca8d015b088ad93ad277f50dcf47ef0f8adedd5ca8169964afaedaa.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 -3.636214 13.986693 16.885912 0.657349
1 pressure td 74.561989 74.945312 48.868233 3.235832
2 pressure amp 614.144470 614.144470 84.578560 5.045734
3 pressure dt -7.179821 13.885217 15.438026 0.594730
4 pressure C -42.754902 43.092449 22.142117 1.328706
5 pressure R -100.699982 101.911118 53.865826 3.025203
6 pressure L 17.232950 20.589342 17.376020 0.895509
7 pressure R_o -17.136620 21.844189 22.285765 1.155715
8 pressure p_o 11.285894 17.146654 19.970247 1.034311
sa.plot_morris(morris_df, figsize=figsize)
../../_images/552da957419572e35149a3349ed219e38014cc97158886568a5b7b3517c639d9.png