A bisection-sampling-based support vector regression–high-dimensional model representation metamodeling technique for high-dimensional problems

Author(s):  
Yaping Ju ◽  
Geoff Parks ◽  
Chuhua Zhang

A major challenge of metamodeling in simulation-based engineering design optimization is to handle the “curse of dimensionality,” i.e. the exponential growth of computational cost with increase of problem dimensionality. Encouragingly, it has been reported recently that a high-dimensional model representation assisted by a radial basis function is capable of deriving high-dimensional input–output relationships at dramatically reduced computational cost. In this article, support vector regression is employed as an alternative to be coupled with high-dimensional model representation for the metamodeling of high-dimensional problems. In particular, the bisection sampling method is proposed to be used in the metamodeling process to generate high-quality training samples. Testing and comparison results show that the developed bisection-sampling-based support vector regression–high-dimensional model representation metamodeling technique can achieve high modeling accuracy with a smaller number of training sample evaluations. For the problem examined in this study, the bisection-sampling-based support vector regression–high-dimensional model representation enables high modeling accuracy and linear computational complexity as the problem dimensionality increases. Analysis of this performance advantage shows that the use of bisection method enables the developed metamodeling technique to be more effective in dealing with high-dimensional problems.

2015 ◽  
Vol 32 (3) ◽  
pp. 643-667 ◽  
Author(s):  
Zhiyuan Huang ◽  
Haobo Qiu ◽  
Ming Zhao ◽  
Xiwen Cai ◽  
Liang Gao

Purpose – Popular regression methodologies are inapplicable to obtain accurate metamodels for high dimensional practical problems since the computational time increases exponentially as the number of dimensions rises. The purpose of this paper is to use support vector regression with high dimensional model representation (SVR-HDMR) model to obtain accurate metamodels for high dimensional problems with a few sampling points. Design/methodology/approach – High-dimensional model representation (HDMR) is a general set of quantitative model assessment and analysis tools for improving the efficiency of deducing high dimensional input-output system behavior. Support vector regression (SVR) method can approximate the underlying functions with a small subset of sample points. Dividing Rectangles (DIRECT) algorithm is a deterministic sampling method. Findings – This paper proposes a new form of HDMR by integrating the SVR, termed as SVR-HDMR. And an intelligent sampling strategy, namely, DIRECT method, is adopted to improve the efficiency of SVR-HDMR. Originality/value – Compared to other metamodeling techniques, the accuracy and efficiency of SVR-HDMR were significantly improved. The SVR-HDMR helped engineers understand the essence of underlying problems visually.


2013 ◽  
Vol 353-356 ◽  
pp. 3155-3158
Author(s):  
Wei Tao Zhao ◽  
Cheng Kui Niu ◽  
Lei Jia

A design method of reliability-based structural optimization has a powerful advantage because some random variables can be considered. However, the sensitivity analysis of reliability with respect to random variables is very complicated and its computational cost is very expensive. Thus, in this paper, based on hybrid high dimensional model representation (HDMR) and first order second moment (FOSM) method, a new method for the reliability-based structural optimization is proposed. A numerical example is presented to demonstrate the computational efficiency of the proposed method. It is shown that the proposed method can reduce the number of finite element calculation and has the high efficiency.


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