徐胜利

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教授

博士生导师

硕士生导师

性别:男

毕业院校:大连理工大学

学位:博士

所在单位:能源与动力学院

学科:动力机械及工程. 流体机械及工程

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An Adaptive Bayesian Sequential Sampling Approach for Global Metamodeling

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论文类型:期刊论文

发表时间:2016-01-01

发表刊物:JOURNAL OF MECHANICAL DESIGN

收录刊物:SCIE、EI、Scopus

卷号:138

期号:1

ISSN号:1050-0472

摘要:Computer simulations have been increasingly used to study physical problems in various fields. To relieve computational budgets, the cheap-to-run metamodels, constructed from finite experiment points in the design space using the design of computer experiments (DOE), are employed to replace the costly simulation models. A key issue related to DOE is designing sequential computer experiments to achieve an accurate metamodel with as few points as possible. This article investigates the performance of current Bayesian sampling approaches and proposes an adaptive maximum entropy (AME) approach. In the proposed approach, the leave-one-out (LOO) cross-validation error estimates the error information in an easy way, the local space-filling exploration strategy avoids the clustering problem, and the search pattern from global to local improves the sampling efficiency. A comparison study of six examples with different types of initial points demonstrated that the AME approach is very promising for global metamodeling.