Optimal control of a black-box system based on surrogate models by spatial adaptive partitioning method

2020 ◽  
Vol 100 ◽  
pp. 63-73
Author(s):  
Ping Qiao ◽  
Yizhong Wu ◽  
Jianwan Ding
2019 ◽  
Vol 141 (6) ◽  
Author(s):  
M. Giselle Fernández-Godino ◽  
S. Balachandar ◽  
Raphael T. Haftka

When simulations are expensive and multiple realizations are necessary, as is the case in uncertainty propagation, statistical inference, and optimization, surrogate models can achieve accurate predictions at low computational cost. In this paper, we explore options for improving the accuracy of a surrogate if the modeled phenomenon presents symmetries. These symmetries allow us to obtain free information and, therefore, the possibility of more accurate predictions. We present an analytical example along with a physical example that has parametric symmetries. Although imposing parametric symmetries in surrogate models seems to be a trivial matter, there is not a single way to do it and, furthermore, the achieved accuracy might vary. We present four different ways of using symmetry in surrogate models. Three of them are straightforward, but the fourth is original and based on an optimization of the subset of points used. The performance of the options was compared with 100 random designs of experiments (DoEs) where symmetries were not imposed. We found that each of the options to include symmetries performed the best in one or more of the studied cases and, in all cases, the errors obtained imposing symmetries were substantially smaller than the worst cases among the 100. We explore the options for using symmetries in two surrogates that present different challenges and opportunities: Kriging and linear regression. Kriging is often used as a black box; therefore, we consider approaches to include the symmetries without changes in the main code. On the other hand, since linear regression is often built by the user; owing to its simplicity, we consider also approaches that modify the linear regression basis functions to impose the symmetries.


2020 ◽  
Vol 24 (23) ◽  
pp. 17771-17785
Author(s):  
Antonio Candelieri ◽  
Riccardo Perego ◽  
Ilaria Giordani ◽  
Andrea Ponti ◽  
Francesco Archetti

AbstractModelling human function learning has been the subject of intense research in cognitive sciences. The topic is relevant in black-box optimization where information about the objective and/or constraints is not available and must be learned through function evaluations. In this paper, we focus on the relation between the behaviour of humans searching for the maximum and the probabilistic model used in Bayesian optimization. As surrogate models of the unknown function, both Gaussian processes and random forest have been considered: the Bayesian learning paradigm is central in the development of active learning approaches balancing exploration/exploitation in uncertain conditions towards effective generalization in large decision spaces. In this paper, we analyse experimentally how Bayesian optimization compares to humans searching for the maximum of an unknown 2D function. A set of controlled experiments with 60 subjects, using both surrogate models, confirm that Bayesian optimization provides a general model to represent individual patterns of active learning in humans.


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