16,657 research outputs found

    Evolutionary model type selection for global surrogate modeling

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    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

    Shortest Path versus Multi-Hub Routing in Networks with Uncertain Demand

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    We study a class of robust network design problems motivated by the need to scale core networks to meet increasingly dynamic capacity demands. Past work has focused on designing the network to support all hose matrices (all matrices not exceeding marginal bounds at the nodes). This model may be too conservative if additional information on traffic patterns is available. Another extreme is the fixed demand model, where one designs the network to support peak point-to-point demands. We introduce a capped hose model to explore a broader range of traffic matrices which includes the above two as special cases. It is known that optimal designs for the hose model are always determined by single-hub routing, and for the fixed- demand model are based on shortest-path routing. We shed light on the wider space of capped hose matrices in order to see which traffic models are more shortest path-like as opposed to hub-like. To address the space in between, we use hierarchical multi-hub routing templates, a generalization of hub and tree routing. In particular, we show that by adding peak capacities into the hose model, the single-hub tree-routing template is no longer cost-effective. This initiates the study of a class of robust network design (RND) problems restricted to these templates. Our empirical analysis is based on a heuristic for this new hierarchical RND problem. We also propose that it is possible to define a routing indicator that accounts for the strengths of the marginals and peak demands and use this information to choose the appropriate routing template. We benchmark our approach against other well-known routing templates, using representative carrier networks and a variety of different capped hose traffic demands, parameterized by the relative importance of their marginals as opposed to their point-to-point peak demands

    Cycle-based Cluster Variational Method for Direct and Inverse Inference

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    We elaborate on the idea that loop corrections to belief propagation could be dealt with in a systematic way on pairwise Markov random fields, by using the elements of a cycle basis to define region in a generalized belief propagation setting. The region graph is specified in such a way as to avoid dual loops as much as possible, by discarding redundant Lagrange multipliers, in order to facilitate the convergence, while avoiding instabilities associated to minimal factor graph construction. We end up with a two-level algorithm, where a belief propagation algorithm is run alternatively at the level of each cycle and at the inter-region level. The inverse problem of finding the couplings of a Markov random field from empirical covariances can be addressed region wise. It turns out that this can be done efficiently in particular in the Ising context, where fixed point equations can be derived along with a one-parameter log likelihood function to minimize. Numerical experiments confirm the effectiveness of these considerations both for the direct and inverse MRF inference.Comment: 47 pages, 16 figure
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