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arXiv 1912.06552cs.LGstat.ML
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具有高斯过程的计算机代码的主动仿真--在遥感中的应用

Active emulation of computer codes with Gaussian processes -- Application to remote sensing

Universitat de València(瓦伦西亚大学);Universidad Rey Juan Carlos(胡安·卡洛斯国王大学)

Daniel Heestermans Svendsen, Luca Martino, Gustau Camps-Valls

摘要:

许多科学和工程领域依赖于使用复杂且计算昂贵的模型来运行模拟,以了解感兴趣系统中的相关过程。然而,所涉及的高成本妨碍了可靠和详尽的模拟。这种守则往往包含一些具有讽刺意味的技巧,使它们不那么容易处理和透明。本文介绍了一种主动学习方法,自适应地构建代理模型,即仿真器,这样昂贵的计算机代码在多输出设置。所提出的技术是顺序和自适应的,是基于一个合适的采集功能的优化。它旨在实现精确的近似,模型的易处理性,以及紧凑和表达的模拟数据集。为了实现这一点,建议的主动多输出高斯过程仿真器(AMOGAPE)结合高斯过程(GP)的预测能力与采集功能的设计,有利于采样在低密度和波动区域的近似函数。比较不同的采集功能,我们说明了有前途的性能的方法与玩具的例子,以及广泛使用的遥感传输代码的仿真器的建设。

英文摘要:

Many fields of science and engineering rely on running simulations with complex and computationally expensive models to understand the involved processes in the system of interest. Nevertheless, the high cost involved hamper reliable and exhaustive simulations. Very often such codes incorporate heuristics that ironically make them less tractable and transparent. This paper introduces an active learning methodology for adaptively constructing surrogate models, i.e. emulators, of such costly computer codes in a multi-output setting. The proposed technique is sequential and adaptive, and is based on the optimization of a suitable acquisition function. It aims to achieve accurate approximations, model tractability, as well as compact and expressive simulated datasets. In order to achieve this, the proposed Active Multi-Output Gaussian Process Emulator (AMOGAPE) combines the predictive capacity of Gaussian Processes (GPs) with the design of an acquisition function that favors sampling in low density and fluctuating regions of the approximation functions. Comparing different acquisition functions, we illustrate the promising performance of the method for the construction of emulators with toy examples, as well as for a widely used remote sensing transfer code.

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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