Integration of normative decision-making and batch sampling for global metamodeling

Anton Van Beek, Siyu Tao, Matthew Plumlee, Daniel W. Apley, Wei Chen*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

The cost of adaptive sampling for global metamodeling depends on the total number of costly function evaluations and to which degree these evaluations are performed in parallel. Conventionally, samples are taken through a greedy sampling strategy that is optimal for either a single sample or a handful of samples. The limitation of such an approach is that they compromise optimality when more samples are taken. In this paper, we propose a thrifty adaptive batch sampling (TABS) approach that maximizes a multistage reward function to find an optimal sampling policy containing the total number of sampling stages, the number of samples per stage, and the spatial location of each sample. Consequently, the first batch identified by TABS is optimal with respect to all potential future samples, the available resources, and is consistent with a modeler's preference and risk attitude. Moreover, we propose two heuristic-based strategies that reduce numerical complexity with a minimal reduction in optimality. Through numerical examples, we show that TABS outperforms or is comparable with greedy sampling strategies. In short, TABS provides modelers with a flexible adaptive sampling tool for global metamodeling that effectively reduces sampling costs while maintaining prediction accuracy.

Original languageEnglish (US)
Article number031114
JournalJournal of Mechanical Design, Transactions of the ASME
Volume142
Issue number3
DOIs
StatePublished - Jan 1 2020

Keywords

  • Adaptive sampling
  • Approximation based optimal design
  • Decision theory
  • Dynamic programming
  • Metamodeling

ASJC Scopus subject areas

  • Mechanics of Materials
  • Mechanical Engineering
  • Computer Science Applications
  • Computer Graphics and Computer-Aided Design

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