The SUMO toolbox: a tool for automatic regression modeling and active learning

Many complex, real world phenomena are difficult to study directly using controlled experiments. Instead, the use of computer simulations has become commonplace as a feasible alternative. Due to the computational cost of these high fidelity simulations, surrogate models are often employed as a drop-in replacement for the original simulator, in order to reduce evaluation times. In this context, neural networks, kernel methods, and other modeling techniques have become indispensable. Surrogate models have proven to be very useful for tasks such as optimization, design space exploration, visualization, prototyping and sensitivity analysis. We present a fully automated machine learning tool for generating accurate surrogate models, using active learning techniques to minimize the number of simulations and to maximize efficiency

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

Fuzzy local linear approximation-based sequential design

When approximating complex high-fidelity black box simulators with surrogate models, the experimental design is often created sequentially. LOLA-Voronoi, a powerful state of the art method for sequential design combines an Exploitation and Exploration algorithm and adapts the sampling distribution to provide extra samples in non-linear regions. The LOLA algorithm estimates gradients to identify interesting regions, but has a bad complexity which results in long computation time when simulators are high-dimensional. In this paper, a new gradient estimation approach for the LOLA algorithm is proposed based on Fuzzy Logic. Experiments show the new method is a lot faster and results in experimental designs of comparable quality

Practical implementation of a sequential sampling algorithm for EMI near-field scanning

Abstract—In this paper, a practical implementation of a recently proposed automatic and sequential sampling algorithm for the near-field scanning of printed circuit boards and/or integrated circuits is presented. The sampling algorithm minimizes the required number of sampling points by making a balanced trade-off between ‘exploration ’ and ‘exploitation’. Moreover, at every moment analytical models for the complete near-field pattern can be computed by means of Kriging. By comparing successive models, an automatic stopping criterion can be implemented. The performance and effectiveness of the proposed sampling algorithm is tested on a number of simple printed circuit boards and compared with that of the traditionally used uniform sampling

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