Global emulation through normative decision making and thrifty adaptive batch sampling

Anton van Beek, Siyu Tao, Wei Chen*

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

We consider the problem of adaptive sampling for global emulation (metamodeling) with a finite budget. Conventionally this problem is tackled through a greedy sampling strategy, which is optimal for taking either a single sample or a handful of samples at a single sampling stage but neglects the influence of future samples. This raises the question: “Can we optimize the number of sampling stages as well as the number of samples at each stage?” The proposed thrifty adaptive batch sampling (TABS) approach addresses this challenge by adopting a normative decision-making perspective to determine the total number of required samples and maximize a multistage reward function with respect to the total number of stages and the batch size at each stage. To amend TABS’ numerical complexity we propose two heuristic-based strategies that significantly reduce computational time with minimal reduction of reward optimality. Through numerical examples, TABS is shown to outperform or at least be comparable to conventional greedy sampling techniques. In this fashion, TABS provides modelers a flexible adaptive sampling tool for global emulation, effectively reducing computational cost while maintaining prediction accuracy.

Original languageEnglish (US)
Title of host publication45th Design Automation Conference
PublisherAmerican Society of Mechanical Engineers (ASME)
ISBN (Electronic)9780791859193
DOIs
StatePublished - Jan 1 2019
EventASME 2019 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, IDETC-CIE 2019 - Anaheim, United States
Duration: Aug 18 2019Aug 21 2019

Publication series

NameProceedings of the ASME Design Engineering Technical Conference
Volume2B-2019

Conference

ConferenceASME 2019 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, IDETC-CIE 2019
CountryUnited States
CityAnaheim
Period8/18/198/21/19

ASJC Scopus subject areas

  • Mechanical Engineering
  • Computer Graphics and Computer-Aided Design
  • Computer Science Applications
  • Modeling and Simulation

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