A distance correlation-based Kriging modeling method for high-dimensional problems

2020 ◽  
Vol 206 ◽  
pp. 106356 ◽  
Author(s):  
Chongbo Fu ◽  
Peng Wang ◽  
Liang Zhao ◽  
Xinjing Wang
Mathematics ◽  
2021 ◽  
Vol 9 (16) ◽  
pp. 1985
Author(s):  
Yaohui Li ◽  
Junjun Shi ◽  
Zhifeng Yin ◽  
Jingfang Shen ◽  
Yizhong Wu ◽  
...  

The Kriging surrogate model in complex simulation problems uses as few expensive objectives as possible to establish a global or local approximate interpolation. However, due to the inversion of the covariance correlation matrix and the solving of Kriging-related parameters, the Kriging approximation process for high-dimensional problems is time consuming and even impossible to construct. For this reason, a high-dimensional Kriging modeling method through principal component dimension reduction (HDKM-PCDR) is proposed by considering the correlation parameters and the design variables of a Kriging model. It uses PCDR to transform a high-dimensional correlation parameter vector in Kriging into low-dimensional one, which is used to reconstruct a new correlation function. In this way, time consumption of correlation parameter optimization and correlation function matrix construction in the Kriging modeling process is greatly reduced. Compared with the original Kriging method and the high-dimensional Kriging modeling method based on partial least squares, the proposed method can achieve faster modeling efficiency under the premise of meeting certain accuracy requirements.


2021 ◽  
Vol 49 (4) ◽  
Author(s):  
Lan Gao ◽  
Yingying Fan ◽  
Jinchi Lv ◽  
Qi-Man Shao

2017 ◽  
Vol 45 (2) ◽  
pp. 897-922 ◽  
Author(s):  
Yinfei Kong ◽  
Daoji Li ◽  
Yingying Fan ◽  
Jinchi Lv

Algorithms ◽  
2021 ◽  
Vol 15 (1) ◽  
pp. 3
Author(s):  
Yu Ge ◽  
Junjun Shi ◽  
Yaohui Li ◽  
Jingfang Shen

Kriging-based modeling has been widely used in computationally intensive simulations. However, the Kriging modeling of high-dimensional problems not only takes more time, but also leads to the failure of model construction. To this end, a Kriging modeling method based on multidimensional scaling (KMDS) is presented to avoid the “dimensional disaster”. Under the condition of keeping the distance between the sample points before and after the dimensionality reduction unchanged, the KMDS method, which mainly calculates each element in the inner product matrix due to the mapping relationship between the distance matrix and the inner product matrix, completes the conversion of design data from high dimensional to low dimensional. For three benchmark functions with different dimensions and the aviation field problem of aircraft longitudinal flight control, the proposed method is compared with other dimensionality reduction methods. The KMDS method has better modeling efficiency while meeting certain accuracy requirements.


2019 ◽  
Vol 69 ◽  
pp. 15-31 ◽  
Author(s):  
Liming Chen ◽  
Haobo Qiu ◽  
Liang Gao ◽  
Chen Jiang ◽  
Zan Yang

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