Making the Most Out of Surrogate Models: Tricks of the Trade
Felipe Antonio Chegury Viana, Christian Gogu, Raphael T. Haftka · 2010
Design analysis and optimization based on high-fidelity computer experiments is commonly expensive. Surrogate modeling is often the tool of choice for reducing the computational burden. However, even after years of intensive research, surrogate modeling still involves a struggle to achieve maximum accuracy within limited resources. This work summarizes advanced and yet simple statistical tools that help. We focus on four techniques with increasing popularity in the design automation community: (i) screening and variable reduction in both the input and the output spaces, (ii) simultaneous use of multiple surrogates, (iii) sequential sampling and optimization, and (iv) conservative estimators.