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Ensemble of surrogates

Ensemble of surrogates The custom in surrogate-based modeling of complex engineering problems is to fit one or more surrogate models and select the one surrogate model that performs best. In this paper, we extend the utility of an ensemble of surrogates to (1) identify regions of possible high errors at locations where predictions of surrogates widely differ, and (2) provide a more robust approximation approach. We explore the possibility of using the best surrogate or a weighted average surrogate model instead of individual surrogate models. The weights associated with each surrogate model are determined based on the errors in surrogates. We demonstrate the advantages of an ensemble of surrogates using analytical problems and one engineering problem. We show that for a single problem the choice of test surrogate can depend on the design of experiments. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Structural and Multidisciplinary Optimization Springer Journals

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References (23)

Publisher
Springer Journals
Copyright
Copyright © 2006 by Springer-Verlag
Subject
Engineering; Theoretical and Applied Mechanics; Computational Mathematics and Numerical Analysis; Engineering Design
ISSN
1615-147X
eISSN
1615-1488
DOI
10.1007/s00158-006-0051-9
Publisher site
See Article on Publisher Site

Abstract

The custom in surrogate-based modeling of complex engineering problems is to fit one or more surrogate models and select the one surrogate model that performs best. In this paper, we extend the utility of an ensemble of surrogates to (1) identify regions of possible high errors at locations where predictions of surrogates widely differ, and (2) provide a more robust approximation approach. We explore the possibility of using the best surrogate or a weighted average surrogate model instead of individual surrogate models. The weights associated with each surrogate model are determined based on the errors in surrogates. We demonstrate the advantages of an ensemble of surrogates using analytical problems and one engineering problem. We show that for a single problem the choice of test surrogate can depend on the design of experiments.

Journal

Structural and Multidisciplinary OptimizationSpringer Journals

Published: Sep 28, 2006

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