Using multiple surrogates for metamodeling

[fche...@gmail.com]

Dear all,

Here it is a reference on use of multiple surrogates:

F. A. C. Viana and R. T. Haftka, "USING MULTIPLE SURROGATES FOR
METAMODELING," in: 7th ASMO-UK/ISSMO International Conference on
Engineering Design Optimization, Bath, UK, July 7-8, 2008.

The use of surrogates for facilitating optimization and statistical
analysis with computationally expensive simulations has become
commonplace. However, most applications employ a single surrogate
based on past experience or personal preference. Recently there has
been interest in using multiple surrogates rather than a single one.
This makes sense because no single surrogate works well for all
problems and the cost of constructing multiple surrogates is often
small compared to the cost of simulations. This paper surveys recent
approaches involving multiple surrogates. This includes (i) fitting
multiple surrogates and picking one based on cross-validation errors
(PRESS in particular), (ii) using cross validation errors to create a
weighted surrogate via minimization of the integrated square error;
and (iii) performing optimization multiple times by using multiple
surrogates. We conclude that with sufficient number of points (i)
PRESS is good for filtering out inaccurate surrogates, and identifying
the best surrogate of the set; (ii) the cost of using multiple
surrogates is low enough to use in real world applications; and (iii)
it pays to use multiple surrogates in optimization.

You can find more about it on:
http://fchegury.110mb.com/publications.html

All the best,
Felipe