Gaussian process metamodeling of functional-input code for coastal flood hazard assessment

Betancourt, José, Bachoc, François, Thierry Klein, Idier, Déborah, Rodrigo Pedreros and Rohmer, Jérémy

Reliability Engineering and System Safety, 2020, vol. 198, issue C

Abstract: This paper investigates the construction of a metamodel for coastal flooding early warning at the peninsula of Gâvres, France. The code under study is an hydrodynamic model which receives time-varying maritime conditions as inputs. We concentrate on Gaussian pocess metamodels to emulate the behavior of the code. To model the inputs we make a projection of them onto a space of lower dimension. This setting gives rise to a model selection methodology which we use to calibrate four characteristics of our functional-input metamodel: (i) the family of basis functions to project the inputs; (ii) the projection dimension; (iii) the distance to measure similarity between functional input points; and (iv) the set of functional predictors to keep active. The proposed methodology seeks to optimize these parameters for metamodel predictability, at an affordable computational cost. A comparison to a dimensionality reduction approach based on the projection error of the input functions only showed that the latter may lead to unnecessarily large projection dimensions. We also assessed the adaptability of our methodology to changes in the number of training and validation points. The methodology proved its robustness by finding the optimal solution for most of the instances, while being computationally efficient.

Keywords: Dimensionality reduction; Gaussian process; Metamodeling; Functional inputs; Computer experiments (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:198:y:2020:i:c:s0951832019301693

DOI: 10.1016/j.ress.2020.106870

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