Learn · Surrogate modelling and uncertainty

Surrogate models that show their uncertainty and withhold what they cannot defend

A surrogate trained on your simulations will answer any question you put to it, including the ones its data cannot support. TensorLynx surrogates carry a band calibrated on designs they never saw, check every request against the region they were trained on, and withhold the number when rules fixed before the run say the evidence is not there. The solver stays the authority.

Abstaining is the default, not an exceptionPass bars fixed before the first measurementRecommendations rest on solver values

A surrogate prediction with its uncertainty band, and the gate that withholds it Schematic. Training simulations pin a Gaussian-process prediction and its 95 per cent band. Beyond the training data the band widens: first the prediction is labelled borderline, then it is withheld and the request is routed to the full solver. training region IN DOMAIN ABSTAIN BORDERLINE run the solver the authority training simulation prediction ± 1.96σ IN DOMAIN · predicted

Schematic A Gaussian-process prediction on illustrative data. Point at the chart or use the slider: inside the data the prediction is served, at the edge it is advisory, beyond it the number is withheld.
The cost of the old way

The costliest answer is a confident one nobody can check

Surrogates stand in for runs you cannot afford: hundreds of design points, a sensitivity sweep, an optimiser’s inner loop. The trouble starts quietly. A model fitted to a limited set of simulations draws a smooth curve through regions it has never seen, and most workflows print a value there with as many digits as anywhere else.

The pattern is familiar: a fit score measured on the training points, a band nobody tested on held-out designs, an optimiser that walks to the edge of the box where the data are thinnest. The miss surfaces late, in a full-model re-run or on the test bench.

The gap is not speed. It is a warrant: a reason, written down before the run, for believing a number, or for refusing to give one.

A confident surrogate, wrong outside its data Schematic. A regression fitted to simulations on the left half carries the same narrow band across the whole range. As the reader scrolls, the curve the solver would give appears and leaves the band on the right, where the model never saw data. simulations same narrow band out here the miss nobody was told about solver
Schematic Scroll to draw what the solver would have said.
85 %
of organisations are testing or deploying AI in simulation workflows
26.2 %
report operational satisfaction with what it delivered
47 %
name trust and validation of results among their top barriers
16 %
of 120 manufacturers trust AI-supported verification and validation

Industry survey NAFEMS × Teratec consultation, June 2026 [1]; IoT Analytics, 2026 [2].

How TensorLynx does it

Six gates between a trained model and a number on your screen

Each gate is a rule the TensorLynx platform applies the same way on every run. Scroll through what happens between the last simulation and the value you read.

01 · Data

Only clean data reaches the model

Every value carries a status: OK, MISSING, NOT_RUN, FAILED or UNVERIFIED. Only OK may train a surrogate. A failed evaluation stays on record as FAILED with its outputs MISSING; it is left out of every fit and nothing is imputed in its place. Missing is never zero.

02 · Compete

Candidate models compete on held-out error

In the design-optimisation loop, ten Gaussian-process variants compete for each output. The winner has the lowest leave-one-out prediction error (PRESS), with every fold refitted, hyperparameters included, so selection rewards prediction rather than memory.

03 · Calibrate

The band is calibrated on designs it did not see

A model’s own spread says where it is unsure relative to itself, not whether it is right. The served band is that spread scaled by a conformal quantile of the errors on held-out designs, per stratum, with the whole pipeline refitted for each group left out.

04 · Judge

The fit is judged against bars set in advance

Three numbers from the leave-one-out table decide: Q² for accuracy, Kendall’s τ for ranking, and two-sided coverage of the ±1.96σ band with its Wilson interval. The verdict is the worst of the three. With fewer than 15 cases coverage reads UNKNOWN, and UNKNOWN is never a pass.

05 · Domain

Every request is checked against the training region

Before answering, the surrogate checks the ranges it learned, the distance to its nearest training design and the width of its posterior. At the edge the answer is BORDERLINE, further out OUT_OF_DOMAIN; when the posterior is too wide to support a number it abstains and names the coordinate that put the request there.

06 · Decide

Withhold, label and hand back to the solver

A failed or unjudged fit hides the predicted value everywhere, with the reason. The solver’s value is always shown, and the recommended design is the best one the solver evaluated and found feasible. Only a gradient that passed gradient verification may enter a gradient-enhanced fit.

Six gates between a trained surrogate and a number on screen Schematic, one scene per step: only values with status OK train the model; ten Gaussian-process variants compete on leave-one-out error; the band is calibrated on held-out designs; the fit is judged on accuracy, ranking and coverage against fixed bars; each request is checked against the training range; the prediction is shown, flagged or withheld, and solver values decide. DataCompeteCalibrateJudgeDomainDecide e01OKe02OKe03FAILEDe04OKe05NOT_RUNe06UNVERIFIEDe07OKe08MISSING only OK passes training set 4 of 8 rows kept on record never imputed, never zero GP · Matérn 5/2GP · Matérn 3/2GP · power-expGP · squared-expPLS-GP · 1 compPLS-GP · 2 compPLS-GP+ · 1 compPLS-GP+ · 2 compMarginal GP · 1Marginal GP · 2 leave-one-out error (PRESS), lower wins selected ○ held-out design ● fitted design served band = q × spread, q from held-out errors Q² leave-one-outPASS Kendall τ rankingPASS coverage of ±1.96σ FAIL 0.95 verdict = worst of three: FAIL bars fixed before the run, never moved IN_DOMAIN BORDERLINE ABSTAINED x₁ beyond range design variable x₁ → dashed box: training range PredictedshownPredicted · fit CAUTIONshown, flaggedHidden · fit FAILwithheldHidden · fit UNKNOWNwithheld, reason given solver values decide recommended = best evaluated feasible design confirmed only if |J − μ| ≤ 1.96σ and ≤ 2 %
Inside the engine

The rules, written down where a reviewer can read them

A verdict cannot be built without a rule, and a rule cannot be built without a reference. These are the ones a surrogate answers to.

The trust gate: four signals a prediction must clear Four lamps in series: data status, fit verdict, domain of applicability and solver confirmation. Each lamp names its rule; focus or hover a lamp for its thresholds. Data statusonly OK trains Fit verdictQ², τ, coverage Domainrange, spacing, σ Confirmationsolver re-run shown · flagged · withheld
Method Hover or focus a lamp for its thresholds.

Q²LOO = 1 − PRESS / PRESSmean,   PRESS = Σ (yi − μ−i)²

coverage = share of i with |yi − μ−i| ≤ 1.96 σ−i, with its Wilson 95 % interval

Fit verdict bars
RulePASSCAUTIONFAIL
Q²LOO≥ 0.90≥ 0.70< 0.70
Kendall τ-b≥ 0.60≥ 0.40< 0.40
Coverageinterval contains 0.95, within 10 ppcontains 0.95, beyond 10 ppinterval excludes 0.95, either side

Method Coverage is two-sided: an over-wide band fails as surely as a narrow one. Fewer than 15 cases reads UNKNOWN, and a PASS is never shown with an undecided metric. The bars were approved before the first measurement and are never moved after one.

band(x) = q · s(x),   q = the ⌈(n + 1)(1 − α)⌉-th smallest of |yi − ŷ−i| / s−i

Each held-out score is the error divided by the model’s own spread, so the band is wide only where the model says it is unsure: split-conformal prediction with normalised scores.

  • Per stratum. Within a campaign, on a new campaign, by fidelity, on or off an optimiser’s path, so an easy stratum cannot hide a hard one.
  • Honest when thin. A stratum with fewer than 1/α − 1 scores cannot support its quantile; it is reported unresolved. When the quantile index exceeds n, the band returned is infinite.
  • Withheld, never zero. Where the shape of σ shows no skill over a constant band on held-out cases, the epistemic σ is withheld with its reason.

Five labels cover every answer: CFD_VERIFIED (this design was solved), IN_DOMAIN, BORDERLINE (advisory), OUT_OF_DOMAIN (reported, not stood behind) and ABSTAINED (no number, and what to run instead). Abstention is a first-class outcome.

  • Range and spacing. Borderline within 5 % of an axis range past its edge, or beyond twice the median spacing between training designs; Mahalanobis distance and a shape residual are checked as well.
  • Posterior. Abstain when σ exceeds 25 % of the predicted value; abstain outside the range when the model has no posterior at all.
  • Extrapolation flag. In the optimisation loop, r(u) = mini ‖u − ui‖ / s(n, d) is compared with td = (ln 20)1/d / Γ(1 + 1/d), the distance a uniform design of the same size would exceed only 5 % of the time. The flag names the coordinate that contributes most.
Value status
StatusMeans
OKa usable value; the only status that may reach a model
NOT_RUNnever asked for
FAILEDasked for and failed, for example by diverging
UNVERIFIEDpresent, but nobody checked it
MISSINGdoes not exist for this run

Verdict order: PASS < CAUTION < UNKNOWN < MISSING < FAIL. UNKNOWN means not measured: never a pass, never a failure. Global sensitivity indices on a surrogate pass the same gate, and a refusal returns no indices at all.

Evidence you can check

The run where the surrogate was told to stay silent

In a recorded surrogate-based optimisation of a NACA 0012 airfoil, drag minimised with lift held at CL ≥ 0.5, the platform fitted Gaussian-process surrogates for drag and lift on 19 leave-one-out cases. By accuracy and ranking they cleared their bars. Their bands did not.

Measured leave-one-out coverage of the airfoil surrogates against the 95 per cent target Measured on a recorded airfoil optimisation run, 19 leave-one-out cases. Drag: coverage 0.211, Wilson 95 per cent interval 0.085 to 0.433. Lift: 0.579, interval 0.363 to 0.769. The pass zone requires the interval to contain 0.95 within 10 points; both intervals end below it, so both fits fail and the predictions were withheld. target 0.95 00.250.50.751 coverage of ±1.96σ: point and Wilson 95 % interval Drag CD FAIL 0.211 [0.085, 0.433] Lift CL FAIL 0.579 [0.363, 0.769]
Measured Leave-one-out coverage, airfoil optimisation run, 19 cases, 4,032-cell process mesh.

Coverage failed, so the fit failed

Drag 0.211 [0.085, 0.433] and lift 0.579 [0.363, 0.769] against a 0.95 target: both bands too narrow. Q² and Kendall τ passed; the worst of three decides. Measured

The prediction was withheld

Run verdict FAIL. The predicted drag at the final pick, and the lift constraint’s prediction, read “Hidden · fit FAIL”; the solver’s value at that design stayed on screen. Measured

Solver values chose the design

Recommended: evaluation 24, solver CD 0.019390 at CL 0.50038, every constraint met. The surrogate’s own pick, evaluation 26, measured CD 0.020652. The rule postdates the run, so this is derived from its record. Measured

Recomputed independently

A separate validation review recomputed every metric from the recorded leave-one-out table; all agreed to the printed digits. Of 26 evaluations, 6 failed and were left out, not imputed. Measured

Why this matters. The accuracy score said yes, the calibration said no, and nobody had to notice by hand. The run used a 4,032-cell process mesh: it demonstrates the workflow’s behaviour, not airfoil physics. Its bars were approved the day before it ran. Measured

  • 268cited threshold rules in the trust library, each tied to a reference Method
  • 5serving labels, one of them “no number” Method
  • 4visibility states, from “Predicted” to hidden when the fit is unjudged Method
What it changes for your programme

Fast where the evidence holds, honest where it does not

You know which fast answers to use, which to treat as advice, and which cost a solver run.

Engineering lead

Every surrogate result arrives with its verdict, its band and the rule that judged it. Sign-off rests on solver values.

Analyst

No hand-built parity plots to defend a model: leave-one-out tables, coverage and the reason for every withheld value are recorded with the run.

Programme manager

Fewer late surprises. Abstentions show up as routing to the solver, so the cost of trust is planned, not discovered.

Where a withheld number matters

Aerospace

Drag under a lift constraint, where the optimiser pushes to the edge of the box and a miscalibrated band would quietly pick the wrong design.

Automotive and ducting

Pressure-loss campaigns over a parametric family, each prediction labelled for its domain before it reaches a trade-off chart.

Energy and process equipment

Thermal resistance against pressure drop for cold plates and exchangers, with untrained operating points flagged before use.

Typical surrogate workflow compared with TensorLynx
QuestionTypical workflowWith TensorLynx
Which model?picked by habit, judged on training pointsten variants compete on leave-one-out error
How sure?the model’s own spread, uncheckedconformal band, coverage tested two-sided
Outside the data?a number like any otherborderline, out-of-domain or abstained, by label
Poor fit?noticed later, if at allprediction hidden, reason stated
Failed runs?dropped silently or filled inFAILED on record, never imputed
Final design?the surrogate’s predicted bestbest solver-evaluated feasible design
FAQ

What engineers ask before they rely on a surrogate

Method grounding: Gaussian-process surrogates in engineering design, expected-improvement search, sample size for computer experiments.

How is a withheld prediction different from a confidence score next to a number?

A score beside a number still invites its use. In the TensorLynx design-optimisation loop, a surrogate whose fit verdict is FAIL, UNKNOWN or MISSING does not show its predicted value at all: the label reads “Hidden · fit FAIL” or names why the fit was not judged. The solver’s value at the chosen design is always shown.

What happens after the surrogate withholds a prediction?

The request goes back to the solver. The recommended design is the best one the solver evaluated and found feasible. If none is feasible, nothing is recommended and the reason says so. A surrogate’s own proposal is labelled confirmed only after a solver run lands within its ±1.96σ band and within 2 %.

How many simulations does a surrogate need before it is judged?

The fit verdict needs at least 15 leave-one-out cases before coverage can be judged; below that, coverage reads UNKNOWN and the prediction is not shown. Global analyses on the surrogate, such as sensitivity indices, need at least ten training points per design variable and a leave-one-out Q² of 0.90, or they are refused with the reason and a fix.

Is the uncertainty band calibrated, or is it the model’s own estimate?

The model’s own spread gives only the shape. The served band scales it by a conformal quantile of the errors on held-out designs, per stratum. Coverage is then checked two-sided: a band too wide fails, as does one too narrow.

Does an out-of-domain request always return no number?

Not always, and the label says which case applies. Near the edge of the training range a prediction is BORDERLINE and advisory. Further out it is OUT_OF_DOMAIN: reported, but not stood behind. When the posterior spread exceeds a quarter of the predicted value, or a model without a posterior is asked outside its range, the surrogate abstains and names the coordinate responsible.

Which surrogate models does TensorLynx use?

Gaussian-process models are the core: Matérn and other kernels, reduced-dimension variants, gradient-enhanced and multi-output models including co-kriging, with ridge and power-law baselines alongside. In the optimisation loop ten Gaussian-process variants compete per output and the lowest leave-one-out error wins.

Does a trusted surrogate replace the solver or physical tests?

No. A surrogate decides where the next simulation is worth running. Recommendations rest on solver values, a design is called verified only after an independent re-run, and simulation supports engineering decisions without replacing the tests and sign-off your programme requires.

One loop, not twelve tools

Where trust-aware surrogates sits in the TensorLynx loop

Every capability hands its result to the next on the same model, the same units and the same record: geometry feeds physics, physics feeds sensitivities and learning, optimisation proposes, verification confirms, and the history keeps every step reproducible.

The TensorLynx loop: Design exploration, Coupled multiphysics, Mesh verification, Adjoint optimisation, Gradient verification, Trust-aware surrogates, Full-field ROM, Multi-fidelity, MDAO, Pareto selection, High-fidelity reassessment, Provenance. TensorLynx one model · one record DefineSimulateImproveLearnOptimiseDecideVerifyRecord Design exploration Coupled multiphysics Mesh verification Adjoint optimisation Gradient verification Trust-aware surrogates Full-field ROM Multi-fidelity MDAO Pareto selection High-fidelity reassessment Provenance
Schematic of the platform workflowSchematic
Work with OLTRION

Bring us the design question. Leave with a verified answer and the record behind it.

TensorLynx is built and run by the engineers who use it on client work. You can start small, with one geometry and one question, and grow into a workflow your own team owns.

Feasibility review

Send a geometry, the objective and the constraints. We tell you which TensorLynx route answers it, what it needs from you, and what you will get back.

We run the study

Our engineers run the loop on your problem: physics, sensitivities, optimisation and full-model verification, handed over with every setting on record.

A workflow built for your product

A TensorLynx workflow, surrogate and verification gates set up around your product family, so the next design cycle starts where the last one ended.

Platform access and handover

Your team on TensorLynx, trained on your own cases, with OLTRION engineers behind it for the questions that need a specialist.