论文标题

使用Deep Gaussian流程具有不同输入域定义的多保真建模

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

论文作者

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

论文摘要

多忠诚方法结合了基于稀缺但准确的数据集(高保真数据集)的不同模型,以及一个大但大约一个(低保真数据集)的模型,以提高预测准确性。高斯工艺(GPS)是表现出这些不同忠诚度之间相关性的流行方法之一。 GPS功能组成的深高斯过程(DGP)也已使用多保真DEEP GAUSSIAN过程模型(MF-DGP)适应了多保真。通过考虑贝叶斯框架内的保真度之间的非线性相关性,该模型与GPS相比提高了表达能力。但是,这些多忠诚方法仅考虑在相同的定义域(例如,相同的变量,相同维度)定义不同保真度模型的输入的情况。但是,由于简化了低保真性的建模,可能会省略某些变量,或者与高保真模型相比,可以使用不同的参数化。在本文中,多余性的深层过程(MF-DGP)扩展到每个忠诚度使用不同参数化的情况。在分析测试案例以及结构和空气动力学的实际物理问题上评估了所提出的多重模型技术的性能。

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.

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