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arXiv 2006.15924cs.LGstat.ML
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使用深度高斯过程的具有不同输入域定义的多保真度建模

Multi-fidelity modeling with different input domain definitions using Deep Gaussian Processes

ONERA(法国国家航空航天研究中心);Université Paris Saclay(巴黎萨克雷大学);Université de Lille(里尔大学);CNRS(法国国家科学研究中心);Inria(法国国家信息与自动化研究所);Polytech’Lille(里尔综合理工学院)

Ali Hebbal, Loic Brevault, Mathieu Balesdent, El-Ghazali Talbi, Nouredine Melab

摘要:

多保真度方法将建立在稀缺但准确的数据集(高保真数据集)和大但近似的数据集(低保真度数据集)上的不同模型结合起来,以提高预测精度。高斯过程(GP)是一种流行的方法来展示这些不同的保真度水平之间的相关性。作为GP的功能组成的深度高斯过程(DGP)也已经使用多保真度深度高斯过程模型(MF-DGP)适应于多保真度。该模型增加了表达能力相比,全球定位系统,考虑贝叶斯框架内的非线性相关性之间的相关性。然而,这些多保真度方法仅考虑不同保真度模型的输入在相同定义域上定义的情况(例如,相同的变量,相同的维度)。然而,由于低保真模型的简化,与高保真模型相比,可以省略一些变量或者可以使用不同的参数化。在本文中,深度高斯过程的多保真度(MF-DGP)的情况下,其中不同的参数化是用于每个保真度的扩展。所提出的多保真度建模技术的性能进行评估分析测试用例和结构和空气动力学的真实物理问题。

英文摘要:

Multi-fidelity approaches combine different models built on a scarce but accurate data-set (high-fidelity data-set), and a large but approximate one (low-fidelity data-set) in order to improve the prediction accuracy. Gaussian Processes (GPs) are one of the popular approaches to exhibit the correlations between these different fidelity levels. Deep Gaussian Processes (DGPs) that are functional compositions of GPs have also been adapted to multi-fidelity using the Multi-Fidelity Deep Gaussian process model (MF-DGP). This model increases the expressive power compared to GPs by considering non-linear correlations between fidelities within a Bayesian framework. However, these multi-fidelity methods consider only the case where the inputs of the different fidelity models are defined over the same domain of definition (e.g., same variables, same dimensions). However, due to simplification in the modeling of the low-fidelity, some variables may be omitted or a different parametrization may be used compared to the high-fidelity model. In this paper, Deep Gaussian Processes for multi-fidelity (MF-DGP) are extended to the case where a different parametrization is used for each fidelity. The performance of the proposed multifidelity modeling technique is assessed on analytical test cases and on structural and aerodynamic real physical problems.

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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