For computational efficiency, surrogate models have been used to emulate mathematical simulators for physical or biological processes. High-speed simulation is crucial for conducting uncertainty quantification (UQ) when the simulation is repeated over many randomly sampled input points (aka, the Monte Carlo method). In some cases, UQ is only feasible with a surrogate model. Recently, Deep Neural Network (DNN) surrogate models have gained popularity for their hard-to-match emulation accuracy. However, it is well-known that DNN is prone to errors when input data are perturbed in particular ways, the very motivation for adversarial training. In the usage scenario of surrogate models, the concern is less of a deliberate attack but more of the high sensitivity of the DNN's accuracy to input directions, an issue largely ignored by researchers using emulation models. In this paper, we show the severity of this issue through empirical studies and hypothesis testing. Furthermore, we adopt methods in adversarial training to enhance the robustness of DNN surrogate models. Experiments demonstrate that our approaches significantly improve the robustness of the surrogate models without compromising emulation accuracy.
The architectures of deep neural networks (DNN) rely heavily on the underlying grid structure of variables, for instance, the lattice of pixels in an image. For general high dimensional data with variables not associated with a grid, the multi-layer perceptron and deep brief network are often used. However, it is frequently observed that those networks do not perform competitively and they are not helpful for identifying important variables. In this paper, we propose a framework that imposes on blocks of variables a chain structure obtained by step-wise greedy search so that the DNN architecture can leverage the constructed grid. We call this new neural network Deep Variable-Block Chain (DVC). Because the variable blocks are used for classification in a sequential manner, we further develop the capacity of selecting variables adaptively according to a number of regions trained by a decision tree. Our experiments show that DVC outperforms other generic DNNs and other strong classifiers. Moreover, DVC can achieve high accuracy at much reduced dimensionality and sometimes reveals drastically different sets of relevant variables for different regions.