Evolutionary model type selection for global surrogate modeling

Due to the scale and computational complexity of currently used simulation codes, global surrogate (metamodels) models have become indispensable tools for exploring and understanding the design space. Due to their compact formulation they are cheap to evaluate and thus readily facilitate visualization, design space exploration, rapid prototyping, and sensitivity analysis. They can also be used as accurate building blocks in design packages or larger simulation environments. Consequently, there is great interest in techniques that facilitate the construction of such approximation models while minimizing the computational cost and maximizing model accuracy. Many surrogate model types exist ( Support Vector Machines, Kriging, Neural Networks, etc.) but no type is optimal in all circumstances. Nor is there any hard theory available that can help make this choice. In this paper we present an automatic approach to the model type selection problem. We describe an adaptive global surrogate modeling environment with adaptive sampling, driven by speciated evolution. Different model types are evolved cooperatively using a Genetic Algorithm ( heterogeneous evolution) and compete to approximate the iteratively selected data. In this way the optimal model type and complexity for a given data set or simulation code can be dynamically determined. Its utility and performance is demonstrated on a number of problems where it outperforms traditional sequential execution of each model type

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

Automatic surrogate model type selection during the optimization of expensive black-box problems

The use of Surrogate Based Optimization (SBO) has become commonplace for optimizing expensive black-box simulation codes. A popular SBO method is the Efficient Global Optimization (EGO) approach. However, the performance of SBO methods critically depends on the quality of the guiding surrogate. In EGO the surrogate type is usually fixed to Kriging even though this may not be optimal for all problems. In this paper the authors propose to extend the well-known EGO method with an automatic surrogate model type selection framework that is able to dynamically select the best model type (including hybrid ensembles) depending on the data available so far. Hence, the expected improvement criterion will always be based on the best approximation available at each step of the optimization process. The approach is demonstrated on a structural optimization problem, i.e., reducing the stress on a truss-like structure. Results show that the proposed algorithm consequently finds better optimums than traditional kriging-based infill optimization

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

A surrogate modeling and adaptive sampling toolbox for computer based design

An exceedingly large number of scientific and engineering fields are confronted with the need for computer simulations to study complex, real world phenomena or solve challenging design problems. However, due to the computational cost of these high fidelity simulations, the use of neural networks, kernel methods, and other surrogate modeling techniques have become indispensable. Surrogate models are compact and cheap to evaluate, and have proven very useful for tasks such as optimization, design space exploration, prototyping, and sensitivity analysis. Consequently, in many fields there is great interest in tools and techniques that facilitate the construction of such regression models, while minimizing the computational cost and maximizing model accuracy. This paper presents a mature, flexible, and adaptive machine learning toolkit for regression modeling and active learning to tackle these issues. The toolkit brings together algorithms for data fitting, model selection, sample selection (active learning), hyperparameter optimization, and distributed computing in order to empower a domain expert to efficiently generate an accurate model for the problem or data at hand

Variable-fidelity electromagnetic simulations and co-kriging for accurate modeling of antennas

Accurate and fast models are indispensable in contemporary antenna design. In this paper, we describe the low-cost antenna modeling methodology involving variable-fidelity electromagnetic (EM) simulations and co-Kriging. Our approach exploits sparsely sampled accurate (high-fidelity) EM data as well as densely sampled coarse-discretization (low-fidelity) EM simulations that are accommodated into one model using the co-Kriging technique. By using coarse-discretization simulations, the computational cost of creating the antenna model is greatly reduced compared to conventional approaches, where high-fidelity simulations are directly used to set up the model. At the same time, the modeling accuracy is not compromised. The proposed technique is demonstrated using three examples of antenna structures. Comparisons with conventional modeling based on high-fidelity data approximation, as well as applications for antenna design, are also discussed