Fast sensitivity analysis methods for computationally expensive models with multi-dimensional output

© Author(s) 2018. Global sensitivity analysis (GSA) is a powerful approach in identifying which inputs or parameters most affect a model's output. This determines which inputs to include when performing model calibration or uncertainty analysis. GSA allows quantification of the sensitivity index (SI) of a particular input - the percentage of the total variability in the output attributed to the changes in that input - by averaging over the other inputs rather than fixing them at specific values. Traditional methods of computing the SIs using the Sobol and extended Fourier Amplitude Sensitivity Test (eFAST) methods involve running a model thousands of times, but this may not be feasible for computationally expensive Earth system models. GSA methods that use a statistical emulator in place of the expensive model are popular, as they require far fewer model runs. We performed an eight-input GSA, using the Sobol and eFAST methods, on two computationally expensive atmospheric chemical transport models using emulators that were trained with 80 runs of the models. We considered two methods to further reduce the computational cost of GSA: (1) a dimension reduction approach and (2) an emulator-free approach. When the output of a model is multi-dimensional, it is common practice to build a separate emulator for each dimension of the output space. Here, we used principal component analysis (PCA) to reduce the output dimension, built an emulator for each of the transformed outputs, and then computed SIs of the reconstructed output using the Sobol method. We considered the global distribution of the annual column mean lifetime of atmospheric methane, which requires ∼ 2000 emulators without PCA but only 5-40 emulators with PCA. We also applied an emulator-free method using a generalised additive model (GAM) to estimate the SIs using only the training runs. Compared to the emulator-only methods, the emulator-PCA and GAM methods accurately estimated the SIs of the ∼ 2000 methane lifetime outputs but were on average 24 and 37 times faster, respectively.