arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1906.09439stat.MLcs.LG
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基于支持向量回归的多保真度代理模型

A support vector regression-based multi-fidelity surrogate model

Dalian University of Technology(大连理工大学)

Maolin Shi, Shuo Wang, Wei Sun, Liye Lv, Xueguan Song

摘要:

不同逼真度的计算机仿真在工程设计中得到了广泛的应用。高保真度(HF)模型通常比低保真度(LF)模型更准确,但也更耗时。为了充分利用HF和LF模型的优势,旨在整合HF和LF模型信息的多保真度代理模型越来越受到欢迎。本文将HF模型和LF模型相结合,提出了一种基于支持向量回归的多保真度代理模型Co_SVR。在Co_SVR中,核函数用于映射HF和LF模型之间的差异。此外,还利用启发式算法获得了Co_SVR的最优参数。通过数值算例和一个压力容器设计问题,将该方法与两种常用的多保真度代理模型Co_Kriging模型、Co_RBF模型及其单保真度代理模型进行了比较。结果表明,Co_SVR在数值算例中具有较好的预测精度,与Co_Kriging模型、Co_RBF模型和单精度代理模型相比,表现出更好的性能。

英文摘要:

Computational simulations with different fidelity have been widely used in engineering design. A high-fidelity (HF) model is generally more accurate but also more time-consuming than an low-fidelity (LF) model. To take advantages of both HF and LF models, multi-fidelity surrogate models that aim to integrate information from both HF and LF models have gained increasing popularity. In this paper, a multi-fidelity surrogate model based on support vector regression named as Co_SVR is developed by combining HF and LF models. In Co_SVR, a kernel function is used to map the map the difference between the HF and LF models. Besides, a heuristic algorithm is used to obtain the optimal parameters of Co_SVR. The proposed Co_SVR is compared with two popular multi-fidelity surrogate models Co_Kriging model, Co_RBF model, and their single-fidelity surrogates through several numerical cases and a pressure vessel design problem. The results show that Co_SVR provides competitive prediction accuracy for numerical cases, and presents a better performance compared with the Co_Kriging and Co_RBF models and single-fidelity surrogate models.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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