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

ooDACE toolbox: a flexible object-oriented Kriging implementation

When analyzing data from computationally expensive simulation codes, surrogate modeling methods are firmly established as facilitators for design space exploration, sensitivity analysis, visualization and optimization. Kriging is a popular surrogate modeling technique used for the Design and Analysis of Computer Experiments (DACE). Hence, the past decade Kriging has been the subject of extensive research and many extensions have been proposed, e.g., co-Kriging, stochastic Kriging, blind Kriging, etc. However, few Kriging implementations are publicly available and tailored towards scientists and engineers. Furthermore, no Kriging toolbox exists that unifies several Kriging flavors. This paper addresses this need by presenting an efficient object-oriented Kriging implementation and several Kriging extensions, providing a flexible and easily extendable framework to test and implement new Kriging flavors while reusing as much code as possible

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

Metamodeling Techniques Applied to the Design of Reconfigurable Control Applications

In order to realize autonomous manufacturing systems in environments characterized by high dynamics and high complexity of task, it is necessary to improve the control system modelling and performance. This requires the use of better and reusable abstractions. In this paper, we explore the metamodel techniques as a foundation to the solution of this problem. The increasing popularity of model-driven approaches and a new generation of tools to support metamodel techniques are changing software engineering landscape, boosting the adoption of new methodologies for control application development

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

Computational Intelligence and Its Applications in Uncertainty-Based Design Optimization

The large computational cost, the curse of dimensionality and the multidisciplinary nature are known as the main challenges in dealing with real-world engineering optimization problems. The consideration of inevitable uncertainties in such problems will exacerbate mentioned difficulties as much as possible. Therefore, the computational intelligence methods (also known as surrogate-models or metamodels, which are computationally cheaper approximations of the true expensive function) have been considered as powerful paradigms to overcome or at least to alleviate the mentioned issues over the last three decades. This chapter presents an extensive survey on surrogate-assisted optimization (SAO) methods. The main focus areas are the working styles of surrogate-models and the management of the metamodels during the optimization process. In addition, challenges and future trends of this field of study are introduced. Then, a comparison study will be carried out by employing a novel evolution control strategies (ECS) and recently developed efficient global optimization (EGO) method in the framework of uncertainty-based design optimization (UDO). To conclude, some open research questions in this area are discussed

Metamodel Instance Generation: A systematic literature review

Modelling and thus metamodelling have become increasingly important in Software Engineering through the use of Model Driven Engineering. In this paper we present a systematic literature review of instance generation techniques for metamodels, i.e. the process of automatically generating models from a given metamodel. We start by presenting a set of research questions that our review is intended to answer. We then identify the main topics that are related to metamodel instance generation techniques, and use these to initiate our literature search. This search resulted in the identification of 34 key papers in the area, and each of these is reviewed here and discussed in detail. The outcome is that we are able to identify a knowledge gap in this field, and we offer suggestions as to some potential directions for future research.Comment: 25 page