A fuzzy hybrid sequential design strategy for global surrogate modeling of high-dimensional computer experiments

Complex real-world systems can accurately be modeled by simulations. Evaluating high-fidelity simulators can take several days, making them impractical for use in optimization, design space exploration, and analysis. Often, these simulators are approximated by relatively simple math known as a surrogate model. The data points to construct this model are simulator evaluations meaning the choice of these points is crucial: each additional data point can be very expensive in terms of computing time. Sequential design strategies offer a huge advantage over one-shot experimental design because information gathered from previous data points can be used in the process of determining new data points. Previously, LOLA-Voronoi was presented as a hybrid sequential design method which balances exploration and exploitation: the former involves selecting data points in unexplored regions of the design space, while the latter suggests adding data points in interesting regions which were previously discovered. Although this approach is very successful in terms of the required number of data points to build an accurate surrogate model, it is computationally intensive. This paper presents a new approach to the exploitation component of the algorithm based on fuzzy logic. The new approach has the same desirable properties as the old method but is less complex, especially when applied to high-dimensional problems. Experiments on several test problems show the new approach is a lot faster, without losing robustness or requiring additional samples to obtain similar model accuracy

Sensitivity analysis of expensive black-box systems using metamodeling

Simulations are becoming ever more common as a tool for designing complex products. Sensitivity analysis techniques can be applied to these simulations to gain insight, or to reduce the complexity of the problem at hand. However, these simulators are often expensive to evaluate and sensitivity analysis typically requires a large amount of evaluations. Metamodeling has been successfully applied in the past to reduce the amount of required evaluations for design tasks such as optimization and design space exploration. In this paper, we propose a novel sensitivity analysis algorithm for variance and derivative based indices using sequential sampling and metamodeling. Several stopping criteria are proposed and investigated to keep the total number of evaluations minimal. The results show that both variance and derivative based techniques can be accurately computed with a minimal amount of evaluations using fast metamodels and FLOLA-Voronoi or density sequential sampling algorithms.Comment: proceedings of winter simulation conference 201

Surrogate Modelling with Sequential Design for Expensive Simulation Applications

The computational demands of virtual experiments for modern product development processes can get out of control due to fine resolution and detail incorporation in simulation packages. These demands for appropriate approximation strategies and reliable selection of evaluations to keep the amount of required evaluations were limited, without compromising on quality and requirements specified upfront. Surrogate models provide an appealing data‐driven strategy to accomplish these goals for applications including design space exploration, optimization, visualization or sensitivity analysis. Extended with sequential design, satisfactory solutions can be identified quickly, greatly motivating the adoption of this technology into the design process

IEEE 802.11ah Restricted Access Window Surrogate Model for Real-Time Station Grouping

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Optimization-oriented RAW modeling of IEEE 802.11ah heterogeneous networks

© 2019 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.The new medium access method of IEEE 802.11ah, called Restricted Access Window (RAW), divides stations into different groups, and only allows stations in the same group to access the channel simultaneously, in order to reduce collisions and thus achieve better performance (e.g., throughput). However, the existing station grouping strategies only support homogeneous scenarios where all stations use the same modulation and coding scheme (MCS) and packet size. A surrogate model is an efficient mathematical model that represents the behavior of a complex system, trained with a limited set of labeled input-output data samples. In this paper, we present a surrogate model that can accurately predict RAW performance under a given Restricted Access Window (RAW) configuration in heterogeneous networks. Different from the homogeneous scenario, heterogeneous networks are defined by a large number of parameters, leading to an enormous design space, i.e., the order of 1017 possible data points. This is too big to achieve feasible training convergence. In this paper, we present a novel training methodology that leads to a new design space with highly reduced size, i.e., the order of 105 data points. The surrogate model converges when less than 6000 labeled data points are used for training, which is only a tiny portion of the whole design space. The results show that, the relative error between model prediction and simulation results is less than 0.1 for 95% of the data points, in the areas of the design space studied. Its low complexity and high precision make the proposed model a valuable tool to develop real-time RAW optimization algorithms for heterogeneous IEEE 802.11ah networks.Postprint (author's final draft