An Efficient Hierarchical Kriging Modeling Method for High-dimension
Multi-fidelity Problems
- URL: http://arxiv.org/abs/2301.00216v1
- Date: Sat, 31 Dec 2022 15:17:07 GMT
- Title: An Efficient Hierarchical Kriging Modeling Method for High-dimension
Multi-fidelity Problems
- Authors: Youwei He, Jinliang Luo
- Abstract summary: Multi-fidelity Kriging model is a promising technique in surrogate-based design.
The cost for building a multi-fidelity Kriging model increases significantly with the increase of the problem dimension.
An efficient Hierarchical Kriging modeling method is proposed to attack this issue.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Multi-fidelity Kriging model is a promising technique in surrogate-based
design as it can balance the model accuracy and cost of sample preparation by
fusing low- and high-fidelity data. However, the cost for building a
multi-fidelity Kriging model increases significantly with the increase of the
problem dimension. To attack this issue, an efficient Hierarchical Kriging
modeling method is proposed. In building the low-fidelity model, the maximal
information coefficient is utilized to calculate the relative value of the
hyperparameter. With this, the maximum likelihood estimation problem for
determining the hyperparameters is transformed as a one-dimension optimization
problem, which can be solved in an efficient manner and thus improve the
modeling efficiency significantly. A local search is involved further to
exploit the search space of hyperparameters to improve the model accuracy. The
high-fidelity model is built in a similar manner with the hyperparameter of the
low-fidelity model served as the relative value of the hyperparameter for
high-fidelity model. The performance of the proposed method is compared with
the conventional tuning strategy, by testing them over ten analytic problems
and an engineering problem of modeling the isentropic efficiency of a
compressor rotor. The empirical results demonstrate that the modeling time of
the proposed method is reduced significantly without sacrificing the model
accuracy. For the modeling of the isentropic efficiency of the compressor
rotor, the cost saving associated with the proposed method is about 90%
compared with the conventional strategy. Meanwhile, the proposed method
achieves higher accuracy.
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