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Surrogate modeling based on resampled polynomial chaos expansions

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 fi nite-element and finite-di fference time-domain methods. Recently, e orts 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 con figurations 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.
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https://hal-centralesupelec.archives-ouvertes.fr/hal-01889651
Contributor : Dominique Lesselier <>
Submitted on : Sunday, October 7, 2018 - 3:04:24 PM
Last modification on : Friday, July 31, 2020 - 10:44:12 AM

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Zicheng Liu, Dominique Lesselier, Bruno Sudret, Joe Wiart. Surrogate modeling based on resampled polynomial chaos expansions. Reliability Engineering and System Safety, Elsevier, 2020, 202, pp.107008. ⟨10.1016/j.ress.2020.107008⟩. ⟨hal-01889651⟩

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