# Regression-based sparse polynomial chaos for uncertainty quantification of subsurface flow models

arXiv: https://arxiv.org/abs/1909.01648 · HTML: https://mlsanity.com/paper/1909.01648/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 4 Sep 2019.

## Built on by (most cited first, 4 of 4)

- [A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms](https://mlsanity.com/paper/2204.06043/) (2022)
- [Uncertainty Quantification and Propagation in Surrogate-based Bayesian Inference](https://mlsanity.com/paper/2312.05153/) (2023)
- [Data-driven sparse polynomial chaos expansion for models with dependent inputs](https://mlsanity.com/paper/2101.07997/) (2021)
- [Bayesian Surrogate Training on Multiple Data Sources: A Hybrid Modeling Strategy](https://mlsanity.com/paper/2412.11875/) (2024)

## Abstract (arXiv)

Surrogate-modelling techniques including Polynomial Chaos Expansion (PCE) is commonly used for statistical estimation (aka. Uncertainty Quantification) of quantities of interests obtained from expensive computational models. PCE is a data-driven regression-based technique that relies on spectral polynomials as basis-functions. In this technique, the outputs of few numerical simulations are used to estimate the PCE coefficients within a regression framework combined with regularization techniques where the regularization parameters are estimated using standard cross-validation as applied in supervised machine learning methods. In the present work, we introduce an efficient method for estimating the PCE coefficients combining Elastic Net regularization with a data-driven feature ranking approach. Our goal is to increase the probability of identifying the most significant PCE components by assigning each of the PCE coefficients a numerical value reflecting the magnitude of the coefficient and its stability with respect to perturbations in the input data. In our evaluations, the proposed approach has shown high convergence rate for high-dimensional problems, where standard feature ranking might be challenging due to the curse of dimensionality. The presented method is implemented within a standard machine learning library (Scikit-learn) allowing for easy experimentation with various solvers and regularization techniques (e.g. Tikhonov, LASSO, LARS, Elastic Net) and enabling automatic cross-validation techniques using a widely used and well tested implementation. We present a set of numerical tests on standard analytical functions, a two-phase subsurface flow model and a simulation dataset for CO2 sequestration in a saline aquifer. For all test cases, the proposed approach resulted in a significant increase in PCE convergence rates.