Automatic selection for general surrogate models
Abstract In design engineering problems, the use of surrogate models (also called metamodels) instead of expensive simulations have become very popular. Surrogate models include individual models (regression, kriging, neural network...) or a combination of individual models often called aggregation...
Ausführliche Beschreibung
Autor*in: |
Ben Salem, Malek [verfasserIn] |
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Format: |
E-Artikel |
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Sprache: |
Englisch |
Erschienen: |
2018 |
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Schlagwörter: |
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Anmerkung: |
© Springer-Verlag GmbH Germany, part of Springer Nature 2018 |
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Übergeordnetes Werk: |
Enthalten in: Structural and multidisciplinary optimization - Berlin : Springer, 1989, 58(2018), 2 vom: 20. Feb., Seite 719-734 |
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Übergeordnetes Werk: |
volume:58 ; year:2018 ; number:2 ; day:20 ; month:02 ; pages:719-734 |
Links: |
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DOI / URN: |
10.1007/s00158-018-1925-3 |
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Katalog-ID: |
SPR001327712 |
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520 | |a Abstract In design engineering problems, the use of surrogate models (also called metamodels) instead of expensive simulations have become very popular. Surrogate models include individual models (regression, kriging, neural network...) or a combination of individual models often called aggregation or ensemble. Since different surrogate types with various tunings are available, users often struggle to choose the most suitable one for a given problem. Thus, there is a great interest in automatic selection algorithms. In this paper, we introduce a universal criterion that can be applied to any type of surrogate models. It is composed of three complementary components measuring the quality of general surrogate models: internal accuracy (on design points), predictive performance (cross-validation) and a roughness penalty. Based on this criterion, we propose two automatic selection algorithms. The first selection scheme finds the optimal ensemble of a set of given surrogate models. The second selection scheme further explores the space of surrogate models by using an evolutionary algorithm where each individual is a surrogate model. Finally, the performances of the algorithms are illustrated on 15 classical test functions and compared to different individual surrogate models. The results show the efficiency of our approach. In particular, we observe that the three components of the proposed criterion act all together to improve accuracy and limit over-fitting. | ||
650 | 4 | |a Surrogate modeling |7 (dpeaa)DE-He213 | |
650 | 4 | |a Multiple surrogate models |7 (dpeaa)DE-He213 | |
650 | 4 | |a Surrogate model selection |7 (dpeaa)DE-He213 | |
650 | 4 | |a Cross-validation errors |7 (dpeaa)DE-He213 | |
700 | 1 | |a Tomaso, Lionel |4 aut | |
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10.1007/s00158-018-1925-3 doi (DE-627)SPR001327712 (SPR)s00158-018-1925-3-e DE-627 ger DE-627 rakwb eng Ben Salem, Malek verfasserin (orcid)0000-0003-0659-2302 aut Automatic selection for general surrogate models 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag GmbH Germany, part of Springer Nature 2018 Abstract In design engineering problems, the use of surrogate models (also called metamodels) instead of expensive simulations have become very popular. Surrogate models include individual models (regression, kriging, neural network...) or a combination of individual models often called aggregation or ensemble. Since different surrogate types with various tunings are available, users often struggle to choose the most suitable one for a given problem. Thus, there is a great interest in automatic selection algorithms. In this paper, we introduce a universal criterion that can be applied to any type of surrogate models. It is composed of three complementary components measuring the quality of general surrogate models: internal accuracy (on design points), predictive performance (cross-validation) and a roughness penalty. Based on this criterion, we propose two automatic selection algorithms. The first selection scheme finds the optimal ensemble of a set of given surrogate models. The second selection scheme further explores the space of surrogate models by using an evolutionary algorithm where each individual is a surrogate model. Finally, the performances of the algorithms are illustrated on 15 classical test functions and compared to different individual surrogate models. The results show the efficiency of our approach. In particular, we observe that the three components of the proposed criterion act all together to improve accuracy and limit over-fitting. Surrogate modeling (dpeaa)DE-He213 Multiple surrogate models (dpeaa)DE-He213 Surrogate model selection (dpeaa)DE-He213 Cross-validation errors (dpeaa)DE-He213 Tomaso, Lionel aut Enthalten in Structural and multidisciplinary optimization Berlin : Springer, 1989 58(2018), 2 vom: 20. Feb., Seite 719-734 (DE-627)271602503 (DE-600)1481279-4 1615-1488 nnns volume:58 year:2018 number:2 day:20 month:02 pages:719-734 https://dx.doi.org/10.1007/s00158-018-1925-3 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 58 2018 2 20 02 719-734 |
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10.1007/s00158-018-1925-3 doi (DE-627)SPR001327712 (SPR)s00158-018-1925-3-e DE-627 ger DE-627 rakwb eng Ben Salem, Malek verfasserin (orcid)0000-0003-0659-2302 aut Automatic selection for general surrogate models 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag GmbH Germany, part of Springer Nature 2018 Abstract In design engineering problems, the use of surrogate models (also called metamodels) instead of expensive simulations have become very popular. Surrogate models include individual models (regression, kriging, neural network...) or a combination of individual models often called aggregation or ensemble. Since different surrogate types with various tunings are available, users often struggle to choose the most suitable one for a given problem. Thus, there is a great interest in automatic selection algorithms. In this paper, we introduce a universal criterion that can be applied to any type of surrogate models. It is composed of three complementary components measuring the quality of general surrogate models: internal accuracy (on design points), predictive performance (cross-validation) and a roughness penalty. Based on this criterion, we propose two automatic selection algorithms. The first selection scheme finds the optimal ensemble of a set of given surrogate models. The second selection scheme further explores the space of surrogate models by using an evolutionary algorithm where each individual is a surrogate model. Finally, the performances of the algorithms are illustrated on 15 classical test functions and compared to different individual surrogate models. The results show the efficiency of our approach. In particular, we observe that the three components of the proposed criterion act all together to improve accuracy and limit over-fitting. Surrogate modeling (dpeaa)DE-He213 Multiple surrogate models (dpeaa)DE-He213 Surrogate model selection (dpeaa)DE-He213 Cross-validation errors (dpeaa)DE-He213 Tomaso, Lionel aut Enthalten in Structural and multidisciplinary optimization Berlin : Springer, 1989 58(2018), 2 vom: 20. Feb., Seite 719-734 (DE-627)271602503 (DE-600)1481279-4 1615-1488 nnns volume:58 year:2018 number:2 day:20 month:02 pages:719-734 https://dx.doi.org/10.1007/s00158-018-1925-3 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 58 2018 2 20 02 719-734 |
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10.1007/s00158-018-1925-3 doi (DE-627)SPR001327712 (SPR)s00158-018-1925-3-e DE-627 ger DE-627 rakwb eng Ben Salem, Malek verfasserin (orcid)0000-0003-0659-2302 aut Automatic selection for general surrogate models 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag GmbH Germany, part of Springer Nature 2018 Abstract In design engineering problems, the use of surrogate models (also called metamodels) instead of expensive simulations have become very popular. Surrogate models include individual models (regression, kriging, neural network...) or a combination of individual models often called aggregation or ensemble. Since different surrogate types with various tunings are available, users often struggle to choose the most suitable one for a given problem. Thus, there is a great interest in automatic selection algorithms. In this paper, we introduce a universal criterion that can be applied to any type of surrogate models. It is composed of three complementary components measuring the quality of general surrogate models: internal accuracy (on design points), predictive performance (cross-validation) and a roughness penalty. Based on this criterion, we propose two automatic selection algorithms. The first selection scheme finds the optimal ensemble of a set of given surrogate models. The second selection scheme further explores the space of surrogate models by using an evolutionary algorithm where each individual is a surrogate model. Finally, the performances of the algorithms are illustrated on 15 classical test functions and compared to different individual surrogate models. The results show the efficiency of our approach. In particular, we observe that the three components of the proposed criterion act all together to improve accuracy and limit over-fitting. Surrogate modeling (dpeaa)DE-He213 Multiple surrogate models (dpeaa)DE-He213 Surrogate model selection (dpeaa)DE-He213 Cross-validation errors (dpeaa)DE-He213 Tomaso, Lionel aut Enthalten in Structural and multidisciplinary optimization Berlin : Springer, 1989 58(2018), 2 vom: 20. Feb., Seite 719-734 (DE-627)271602503 (DE-600)1481279-4 1615-1488 nnns volume:58 year:2018 number:2 day:20 month:02 pages:719-734 https://dx.doi.org/10.1007/s00158-018-1925-3 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 58 2018 2 20 02 719-734 |
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10.1007/s00158-018-1925-3 doi (DE-627)SPR001327712 (SPR)s00158-018-1925-3-e DE-627 ger DE-627 rakwb eng Ben Salem, Malek verfasserin (orcid)0000-0003-0659-2302 aut Automatic selection for general surrogate models 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag GmbH Germany, part of Springer Nature 2018 Abstract In design engineering problems, the use of surrogate models (also called metamodels) instead of expensive simulations have become very popular. Surrogate models include individual models (regression, kriging, neural network...) or a combination of individual models often called aggregation or ensemble. Since different surrogate types with various tunings are available, users often struggle to choose the most suitable one for a given problem. Thus, there is a great interest in automatic selection algorithms. In this paper, we introduce a universal criterion that can be applied to any type of surrogate models. It is composed of three complementary components measuring the quality of general surrogate models: internal accuracy (on design points), predictive performance (cross-validation) and a roughness penalty. Based on this criterion, we propose two automatic selection algorithms. The first selection scheme finds the optimal ensemble of a set of given surrogate models. The second selection scheme further explores the space of surrogate models by using an evolutionary algorithm where each individual is a surrogate model. Finally, the performances of the algorithms are illustrated on 15 classical test functions and compared to different individual surrogate models. The results show the efficiency of our approach. In particular, we observe that the three components of the proposed criterion act all together to improve accuracy and limit over-fitting. Surrogate modeling (dpeaa)DE-He213 Multiple surrogate models (dpeaa)DE-He213 Surrogate model selection (dpeaa)DE-He213 Cross-validation errors (dpeaa)DE-He213 Tomaso, Lionel aut Enthalten in Structural and multidisciplinary optimization Berlin : Springer, 1989 58(2018), 2 vom: 20. Feb., Seite 719-734 (DE-627)271602503 (DE-600)1481279-4 1615-1488 nnns volume:58 year:2018 number:2 day:20 month:02 pages:719-734 https://dx.doi.org/10.1007/s00158-018-1925-3 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 58 2018 2 20 02 719-734 |
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10.1007/s00158-018-1925-3 doi (DE-627)SPR001327712 (SPR)s00158-018-1925-3-e DE-627 ger DE-627 rakwb eng Ben Salem, Malek verfasserin (orcid)0000-0003-0659-2302 aut Automatic selection for general surrogate models 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag GmbH Germany, part of Springer Nature 2018 Abstract In design engineering problems, the use of surrogate models (also called metamodels) instead of expensive simulations have become very popular. Surrogate models include individual models (regression, kriging, neural network...) or a combination of individual models often called aggregation or ensemble. Since different surrogate types with various tunings are available, users often struggle to choose the most suitable one for a given problem. Thus, there is a great interest in automatic selection algorithms. In this paper, we introduce a universal criterion that can be applied to any type of surrogate models. It is composed of three complementary components measuring the quality of general surrogate models: internal accuracy (on design points), predictive performance (cross-validation) and a roughness penalty. Based on this criterion, we propose two automatic selection algorithms. The first selection scheme finds the optimal ensemble of a set of given surrogate models. The second selection scheme further explores the space of surrogate models by using an evolutionary algorithm where each individual is a surrogate model. Finally, the performances of the algorithms are illustrated on 15 classical test functions and compared to different individual surrogate models. The results show the efficiency of our approach. In particular, we observe that the three components of the proposed criterion act all together to improve accuracy and limit over-fitting. Surrogate modeling (dpeaa)DE-He213 Multiple surrogate models (dpeaa)DE-He213 Surrogate model selection (dpeaa)DE-He213 Cross-validation errors (dpeaa)DE-He213 Tomaso, Lionel aut Enthalten in Structural and multidisciplinary optimization Berlin : Springer, 1989 58(2018), 2 vom: 20. Feb., Seite 719-734 (DE-627)271602503 (DE-600)1481279-4 1615-1488 nnns volume:58 year:2018 number:2 day:20 month:02 pages:719-734 https://dx.doi.org/10.1007/s00158-018-1925-3 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 58 2018 2 20 02 719-734 |
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Ben Salem, Malek @@aut@@ Tomaso, Lionel @@aut@@ |
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Ben Salem, Malek misc Surrogate modeling misc Multiple surrogate models misc Surrogate model selection misc Cross-validation errors Automatic selection for general surrogate models |
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automatic selection for general surrogate models |
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Automatic selection for general surrogate models |
abstract |
Abstract In design engineering problems, the use of surrogate models (also called metamodels) instead of expensive simulations have become very popular. Surrogate models include individual models (regression, kriging, neural network...) or a combination of individual models often called aggregation or ensemble. Since different surrogate types with various tunings are available, users often struggle to choose the most suitable one for a given problem. Thus, there is a great interest in automatic selection algorithms. In this paper, we introduce a universal criterion that can be applied to any type of surrogate models. It is composed of three complementary components measuring the quality of general surrogate models: internal accuracy (on design points), predictive performance (cross-validation) and a roughness penalty. Based on this criterion, we propose two automatic selection algorithms. The first selection scheme finds the optimal ensemble of a set of given surrogate models. The second selection scheme further explores the space of surrogate models by using an evolutionary algorithm where each individual is a surrogate model. Finally, the performances of the algorithms are illustrated on 15 classical test functions and compared to different individual surrogate models. The results show the efficiency of our approach. In particular, we observe that the three components of the proposed criterion act all together to improve accuracy and limit over-fitting. © Springer-Verlag GmbH Germany, part of Springer Nature 2018 |
abstractGer |
Abstract In design engineering problems, the use of surrogate models (also called metamodels) instead of expensive simulations have become very popular. Surrogate models include individual models (regression, kriging, neural network...) or a combination of individual models often called aggregation or ensemble. Since different surrogate types with various tunings are available, users often struggle to choose the most suitable one for a given problem. Thus, there is a great interest in automatic selection algorithms. In this paper, we introduce a universal criterion that can be applied to any type of surrogate models. It is composed of three complementary components measuring the quality of general surrogate models: internal accuracy (on design points), predictive performance (cross-validation) and a roughness penalty. Based on this criterion, we propose two automatic selection algorithms. The first selection scheme finds the optimal ensemble of a set of given surrogate models. The second selection scheme further explores the space of surrogate models by using an evolutionary algorithm where each individual is a surrogate model. Finally, the performances of the algorithms are illustrated on 15 classical test functions and compared to different individual surrogate models. The results show the efficiency of our approach. In particular, we observe that the three components of the proposed criterion act all together to improve accuracy and limit over-fitting. © Springer-Verlag GmbH Germany, part of Springer Nature 2018 |
abstract_unstemmed |
Abstract In design engineering problems, the use of surrogate models (also called metamodels) instead of expensive simulations have become very popular. Surrogate models include individual models (regression, kriging, neural network...) or a combination of individual models often called aggregation or ensemble. Since different surrogate types with various tunings are available, users often struggle to choose the most suitable one for a given problem. Thus, there is a great interest in automatic selection algorithms. In this paper, we introduce a universal criterion that can be applied to any type of surrogate models. It is composed of three complementary components measuring the quality of general surrogate models: internal accuracy (on design points), predictive performance (cross-validation) and a roughness penalty. Based on this criterion, we propose two automatic selection algorithms. The first selection scheme finds the optimal ensemble of a set of given surrogate models. The second selection scheme further explores the space of surrogate models by using an evolutionary algorithm where each individual is a surrogate model. Finally, the performances of the algorithms are illustrated on 15 classical test functions and compared to different individual surrogate models. The results show the efficiency of our approach. In particular, we observe that the three components of the proposed criterion act all together to improve accuracy and limit over-fitting. © Springer-Verlag GmbH Germany, part of Springer Nature 2018 |
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title_short |
Automatic selection for general surrogate models |
url |
https://dx.doi.org/10.1007/s00158-018-1925-3 |
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Tomaso, Lionel |
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up_date |
2024-07-03T21:49:15.894Z |
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