Projection-based multifidelity linear regression for data-scarce applications
- URL: http://arxiv.org/abs/2508.08517v1
- Date: Mon, 11 Aug 2025 22:55:04 GMT
- Title: Projection-based multifidelity linear regression for data-scarce applications
- Authors: Vignesh Sella, Julie Pham, Karen Willcox, Anirban Chaudhuri,
- Abstract summary: This work develops multifidelity methods for multiple-input multiple-output linear regression targeting data-limited applications with high-dimensional outputs.<n>The proposed multifidelity linear regression methods are demonstrated on approximating the surface pressure field of a hypersonic vehicle in flight.
- Score: 0.1874930567916036
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Surrogate modeling for systems with high-dimensional quantities of interest remains challenging, particularly when training data are costly to acquire. This work develops multifidelity methods for multiple-input multiple-output linear regression targeting data-limited applications with high-dimensional outputs. Multifidelity methods integrate many inexpensive low-fidelity model evaluations with limited, costly high-fidelity evaluations. We introduce two projection-based multifidelity linear regression approaches that leverage principal component basis vectors for dimensionality reduction and combine multifidelity data through: (i) a direct data augmentation using low-fidelity data, and (ii) a data augmentation incorporating explicit linear corrections between low-fidelity and high-fidelity data. The data augmentation approaches combine high-fidelity and low-fidelity data into a unified training set and train the linear regression model through weighted least squares with fidelity-specific weights. Various weighting schemes and their impact on regression accuracy are explored. The proposed multifidelity linear regression methods are demonstrated on approximating the surface pressure field of a hypersonic vehicle in flight. In a low-data regime of no more than ten high-fidelity samples, multifidelity linear regression achieves approximately 3% - 12% improvement in median accuracy compared to single-fidelity methods with comparable computational cost.
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