Quantification of Deep Neural Network Prediction Uncertainties for VVUQ of Machine Learning Models

Abstract: Recent performance breakthroughs in AI and Machine learning (ML), especially advances in Deep learning (DL), the availability of powerful, easy-to-use ML libraries (e.g., scikit-learn, TensorFlow, PyTorch.), and increasing computational power have led to unprecedented interest in AI/ML among nuclear engineers. For physics-based computational models, Verification, Validation and Uncertainty Quantification (VVUQ) have been very widely investigated and a lot of methodologies have been developed. However, VVUQ of ML models has been relatively less studied, especially in nuclear engineering. In this work, we focus on UQ of ML models as a preliminary step of ML VVUQ, more specifically, Deep Neural Networks (DNNs) because they are the most widely used supervised ML algorithm for both regression and classification tasks. This work aims at quantifying the prediction, or approximation uncertainties of DNNs when they are used as surrogate models for expensive physical models. Three techniques for UQ of DNNs are compared, namely Monte Carlo Dropout (MCD), Deep Ensembles (DE) and Bayesian Neural Networks (BNNs). Two nuclear engineering examples are used to benchmark these methods, (1) time-dependent fission gas release data using the Bison code, and (2) void fraction simulation based on the BFBT benchmark using the TRACE code. It was found that the three methods typically require different DNN architectures and hyperparameters to optimize their performance. The UQ results also depend on the amount of training data available and the nature of the data. Overall, all these three methods can provide reasonable estimations of the approximation uncertainties. The uncertainties are generally smaller when the mean predictions are close to the test data, while the BNN methods usually produce larger uncertainties than MCD and DE.