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Remarks on multi-fidelity surrogates

Structural and multidisciplinary optimization, 2017-03, Vol.55 (3), p.1029-1050 [Peer Reviewed Journal]

Springer-Verlag Berlin Heidelberg 2016 ;Copyright Springer Science & Business Media 2017 ;Structural and Multidisciplinary Optimization is a copyright of Springer, (2016). All Rights Reserved. ;ISSN: 1615-147X ;EISSN: 1615-1488 ;DOI: 10.1007/s00158-016-1550-y

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  • Title:
    Remarks on multi-fidelity surrogates
  • Author: Park, Chanyoung ; Haftka, Raphael T. ; Kim, Nam H.
  • Subjects: Accuracy ; Bayesian analysis ; Boreholes ; Computational efficiency ; Computational Mathematics and Numerical Analysis ; Computer Science ; Computer simulation ; Computing time ; Cost control ; Cost engineering ; Design of experiments ; Engineering ; Engineering Design ; Mechanics ; Optimization ; Research Paper ; Theoretical and Applied Mechanics
  • Is Part Of: Structural and multidisciplinary optimization, 2017-03, Vol.55 (3), p.1029-1050
  • Description: Different multi-fidelity surrogate (MFS) frameworks have been used for optimization or uncertainty quantification. This paper investigates differences between various MFS frameworks with the aid of examples including algebraic functions and a borehole example. These MFS include three Bayesian frameworks using 1) a model discrepancy function, 2) low fidelity model calibration and 3) a comprehensive approach combining both. Three counterparts in simple frameworks are also included, which have the same functional form but can be built with ready-made surrogates. The sensitivity of frameworks to the choice of design of experiments (DOE) is investigated by repeating calculations with 100 different DOEs. Computational cost savings and accuracy improvement over a single fidelity surrogate model are investigated as a function of the ratio of the sampling costs between low and high fidelity simulations. For the examples considered, MFS frameworks were found to be more useful for saving computational time rather than improving accuracy. For the Hartmann 6 function example, the maximum cost saving for the same accuracy was 86 %, while the maximum accuracy improvement for the same cost was 51 %. It was also found that DOE can substantially change the relative standing of different frameworks. The cross-validation error appears to be a reasonable candidate for estimating poor MFS frameworks for a specific problem but it does not perform well compared to choosing single fidelity surrogates.
  • Publisher: Berlin/Heidelberg: Springer Berlin Heidelberg
  • Language: English
  • Identifier: ISSN: 1615-147X
    EISSN: 1615-1488
    DOI: 10.1007/s00158-016-1550-y
  • Source: ProQuest Central

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