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 0.000317 0.002411
1 pressure td S1 0.018635 0.014104
2 pressure amp S1 0.915634 0.064882
3 pressure dt S1 0.000049 0.001965
4 pressure C S1 0.008678 0.008943
5 pressure R S1 0.040356 0.019837
6 pressure L S1 0.001208 0.003865
7 pressure R_o S1 0.000052 0.002191
8 pressure p_o S1 -0.001144 0.001938
0 pressure T ST 0.000795 0.000109
1 pressure td ST 0.025710 0.003303
2 pressure amp ST 0.930294 0.061666
3 pressure dt ST 0.000482 0.000066
4 pressure C ST 0.012093 0.001537
5 pressure R ST 0.046816 0.004700
6 pressure L ST 0.001841 0.000245
7 pressure R_o ST 0.000619 0.000104
8 pressure p_o ST 0.000463 0.000078
0 pressure (T, td) S2 0.000219 0.003216
1 pressure (T, amp) S2 -0.000095 0.003683
2 pressure (T, dt) S2 0.000162 0.003250
3 pressure (T, C) S2 0.000131 0.003247
4 pressure (T, R) S2 0.000038 0.003279
5 pressure (T, L) S2 0.000232 0.003234
6 pressure (T, R_o) S2 0.000022 0.003243
7 pressure (T, p_o) S2 0.000089 0.003247
8 pressure (td, amp) S2 0.004456 0.026277
9 pressure (td, dt) S2 0.001302 0.021678
10 pressure (td, C) S2 0.002078 0.021471
11 pressure (td, R) S2 0.001381 0.021524
12 pressure (td, L) S2 0.001425 0.021628
13 pressure (td, R_o) S2 0.001002 0.021673
14 pressure (td, p_o) S2 0.001471 0.021642
15 pressure (amp, dt) S2 0.001605 0.074616
16 pressure (amp, C) S2 0.003231 0.074368
17 pressure (amp, R) S2 0.006148 0.080695
18 pressure (amp, L) S2 0.000602 0.074149
19 pressure (amp, R_o) S2 0.001908 0.074916
20 pressure (amp, p_o) S2 0.001933 0.074117
21 pressure (dt, C) S2 0.000245 0.003084
22 pressure (dt, R) S2 0.000257 0.003066
23 pressure (dt, L) S2 0.000194 0.003100
24 pressure (dt, R_o) S2 0.000106 0.003096
25 pressure (dt, p_o) S2 0.000200 0.003085
26 pressure (C, R) S2 0.000187 0.013626
27 pressure (C, L) S2 -0.000136 0.013810
28 pressure (C, R_o) S2 0.000166 0.013816
29 pressure (C, p_o) S2 0.000163 0.013746
30 pressure (R, L) S2 -0.001893 0.027638
31 pressure (R, R_o) S2 -0.001946 0.027863
32 pressure (R, p_o) S2 -0.002001 0.027864
33 pressure (L, R_o) S2 0.000125 0.005283
34 pressure (L, p_o) S2 0.000157 0.005243
35 pressure (R_o, p_o) S2 0.000097 0.003507
sa.plot_sobol(sobol_df, index="ST", figsize=figsize) 
../../_images/bcfdc999276ddc3076bb024ac2ff90c05c40cc267c053106423cbfef530cc7b7.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 -6.315724 17.674177 20.588875 0.594166
1 pressure td 106.989166 109.305756 88.327545 5.225097
2 pressure amp 664.390320 664.390320 107.163109 6.438880
3 pressure dt -2.132039 14.267082 18.023468 0.697073
4 pressure C -67.378036 68.224068 46.264694 2.815545
5 pressure R -131.551727 132.167969 82.015976 4.780093
6 pressure L 16.235619 24.998661 24.827065 0.997128
7 pressure R_o -16.703730 19.782507 20.440048 1.105654
8 pressure p_o 2.382309 16.414616 19.901302 0.730699
sa.plot_morris(morris_df, figsize=figsize)
../../_images/77e8fbbccfb348a47d75689aeba8f1d0a79c1f6b7861a46dd6c91297eed2a9c5.png