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

Surrogate-based maximization of belief function for robust design optimization

This paper proposes an approach based on surrogate models to reduce the computational cost of evidence-based robust design optimization. Evidence Theory provides two quantitative measures, Belief and Plausibility, that defines the lower and upper probability that a given proposition is true under uncertainty. The maximization of the Belief is of great interest to the designers because it provides the design solution such that a given proposition on the system budgets is always true, given the current evidence on the set of uncertain design parameters. The paper introduces a novel min-max multi-objective optimization algorithm to maximize the Belief in multiple conicting propositions. Then an approach based on surrogate models is presented to substantially reduce the computational cost associated with the optimization of the design solutions that maximize the Belief in the given proposition. A simple test case of spacecraft system design is presented will illustrate how to apply the proposed approach

State-of-the-art in aerodynamic shape optimisation methods

Aerodynamic optimisation has become an indispensable component for any aerodynamic design over the past 60 years, with applications to aircraft, cars, trains, bridges, wind turbines, internal pipe flows, and cavities, among others, and is thus relevant in many facets of technology. With advancements in computational power, automated design optimisation procedures have become more competent, however, there is an ambiguity and bias throughout the literature with regards to relative performance of optimisation architectures and employed algorithms. This paper provides a well-balanced critical review of the dominant optimisation approaches that have been integrated with aerodynamic theory for the purpose of shape optimisation. A total of 229 papers, published in more than 120 journals and conference proceedings, have been classified into 6 different optimisation algorithm approaches. The material cited includes some of the most well-established authors and publications in the field of aerodynamic optimisation. This paper aims to eliminate bias toward certain algorithms by analysing the limitations, drawbacks, and the benefits of the most utilised optimisation approaches. This review provides comprehensive but straightforward insight for non-specialists and reference detailing the current state for specialist practitioners

Dimension-reduction and discrimination of neuronal multi-channel signals

Dimensionsreduktion und Trennung neuronaler Multikanal-Signale

Multi-Objective Optimization of Mixed-Variable, Stochastic Systems Using Single-Objective Formulations

Many problems exist where one desires to optimize systems with multiple, often competing, objectives. Further, these problems may not have a closed form representation, and may also have stochastic responses. Recently, a method expanded mixed variable generalized pattern search/ranking and selection (MVPS-RS) and Mesh Adaptive Direct Search (MADS) developed for single-objective, stochastic problems to the multi-objective case by using aspiration and reservation levels. However, the success of this method in approximating the true Pareto solution set can be dependent upon several factors. These factors include the experimental design and ranges of the aspiration and reservation levels, and the approximation quality of the nadir point. Additionally, a termination criterion for this method does not yet exist. In this thesis, these aspects are explored. Furthermore, there may be alternatives or additions to this method that can save both computational time and function evaluations. These include the use of surrogates as approximating functions and the expansion of proven singleobjective formulations. In this thesis, two new approaches are developed that make use of all of these previous existing methods in combination

Meta-heuristic algorithms in car engine design: a literature survey

Meta-heuristic algorithms are often inspired by natural phenomena, including the evolution of species in Darwinian natural selection theory, ant behaviors in biology, flock behaviors of some birds, and annealing in metallurgy. Due to their great potential in solving difficult optimization problems, meta-heuristic algorithms have found their way into automobile engine design. There are different optimization problems arising in different areas of car engine management including calibration, control system, fault diagnosis, and modeling. In this paper we review the state-of-the-art applications of different meta-heuristic algorithms in engine management systems. The review covers a wide range of research, including the application of meta-heuristic algorithms in engine calibration, optimizing engine control systems, engine fault diagnosis, and optimizing different parts of engines and modeling. The meta-heuristic algorithms reviewed in this paper include evolutionary algorithms, evolution strategy, evolutionary programming, genetic programming, differential evolution, estimation of distribution algorithm, ant colony optimization, particle swarm optimization, memetic algorithms, and artificial immune system

Non-Linear Metamodeling Extensions to the Robust Parameter Design of Computer Simulations

Robust parameter design (RPD) is used to identify a systems control settings that offer a compromise between obtaining desired mean responses and minimizing the variability about those responses. Two popular combined-array strategies the response surface model (RSM) approach and the emulator approach are limited when applied to simulations. In the former case, the mean and variance models can be inadequate due to a high level of non-linearity within many simulations. In the latter case, precise mean and variance approximations are developed at the expense of extensive Monte Carlo sampling. This research combines the RSM approach\u27s efficiency with the emulator approach\u27s accuracy. Non-linear metamodeling extensions, namely through Kriging and radial basis function neural networks, are made to the RSM approach. The mean and variance of second-order Taylor series approximations of these metamodels are generated via the Multivariate Delta Method and subsequent optimization problems employing these approximations are solved. Results show that improved prediction models can be attained through the proposed approach at a reduced computational cost. Additionally, a multi-response RPD problem solving technique based on desirability functions is presented to produce a solution that is mutually robust across all responses. Lastly, quality measures are developed to provide a holistic assessment of several competing RPD strategies

Multiobjective global surrogate modeling, dealing with the 5-percent problem

When dealing with computationally expensive simulation codes or process measurement data, surrogate modeling methods are firmly established as facilitators for design space exploration, sensitivity analysis, visualization, prototyping and optimization. Typically the model parameter (=hyperparameter) optimization problem as part of global surrogate modeling is formulated in a single objective way. Models are generated according to a single objective (accuracy). However, this requires an engineer to determine a single accuracy target and measure upfront, which is hard to do if the behavior of the response is unknown. Likewise, the different outputs of a multi-output system are typically modeled separately by independent models. Again, a multiobjective approach would benefit the domain expert by giving information about output correlation and enabling automatic model type selection for each output dynamically. With this paper the authors attempt to increase awareness of the subtleties involved and discuss a number of solutions and applications. In particular, we present a multiobjective framework for global surrogate model generation to help tackle both problems and that is applicable in both the static and sequential design (adaptive sampling) case