Surrogate modeling based on resampled polynomial chaos expansions

Zicheng Liu, Dominique Lesselier, Bruno Sudret and Joe Wiart

Reliability Engineering and System Safety, 2020, vol. 202, issue C

Abstract: In surrogate modeling, polynomial chaos expansion (PCE) is popularly utilized to represent the random model responses, which are computationally expensive and usually obtained by deterministic numerical modeling approaches including finite-element and finite-difference time-domain methods. Recently, efforts have been made on improving the prediction performance of the PCE-based model and building efficiency by only selecting the influential basis polynomials (e.g., via the approach of least angle regression). This paper proposes an approach, named as resampled PCE (rPCE), to further optimize the selection by making use of the knowledge that the true model is fixed despite the statistical uncertainty inherent to sampling in the training. By simulating data variation via resampling (k-fold division utilized here) and collecting the selected polynomials with respect to all resamples, polynomials are ranked mainly according to the selection frequency. The resampling scheme (the value of k here) matters much and various configurations are considered and compared. The proposed resampled PCE is implemented with two popular selection techniques, namely least angle regression and orthogonal matching pursuit, and a combination thereof. The performance of the proposed algorithm is demonstrated on two analytical examples, a benchmark problem in structural mechanics, as well as a realistic case study in computational dosimetry.

Keywords: Surrogate modeling; Sparse polynomial chaos expansion; Resampled polynomial chaos expansion; Data resampling; Sensitivity analysis; Double cross validation (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:202:y:2020:i:c:s0951832020305093

DOI: 10.1016/j.ress.2020.107008

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