Empowering approximate Bayesian neural networks with functional priors through anchored ensembling for mechanics surrogate modeling applications

In recent years, neural networks (NNs) have become increasingly popular for surrogate modeling tasks in mechanics and materials modeling applications. While traditional NNs are deterministic functions that rely solely on data to learn the input–output mapping, casting NN training within a Bayesian framework allows to quantify uncertainties, in particular epistemic uncertainties that arise from lack of training data, and to integrate a priori knowledge via the Bayesian prior. However, the high dimensionality and non-physicality of the NN parameter space and the complex relationship between parameters (NN weights) and predicted outputs renders both prior design and posterior inference challenging. In this work, we present a novel BNN training scheme based on anchored ensembling that can integrate a priori information available in the function space from, e.g., low-fidelity models. The anchoring scheme makes use of low-rank correlations between NN parameters, learned from pre-training to realizations of the functional prior. We also perform a study to demonstrate how correlations between NN weights, which are often neglected in existing BNN implementations, are critical to appropriately transfer knowledge between the function-space and parameter-space priors. The performance of our novel approximate BNN algorithm is first studied on a small 1D example to illustrate the algorithm’s behavior in both interpolation and extrapolation settings. Then, a thorough assessment is performed on a multi-input–output materials surrogate modeling example, where we demonstrate the algorithm’s capabilities both in terms of accuracy and quality of the uncertainty estimation for both in-distribution and out-of-distribution data. • Correlations between NN weights are critical for embedding functional priors. • A novel Bayesian Neural Network (BNN) scheme using anchored ensembling. • Anchored ensembling algorithm with low-rank correlations between NN parameters. • Integrating function-space priors and low-fidelity models to enhance uncertainty quantification. • Improved accuracy and uncertainty quantification in materials for in/out-of-distribution data.