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GTApprox: surrogate modeling for industrial design (1609.01088v1)

Published 5 Sep 2016 in cs.MS, cs.CE, and stat.ML

Abstract: We describe GTApprox - a new tool for medium-scale surrogate modeling in industrial design. Compared to existing software, GTApprox brings several innovations: a few novel approximation algorithms, several advanced methods of automated model selection, novel options in the form of hints. We demonstrate the efficiency of GTApprox on a large collection of test problems. In addition, we describe several applications of GTApprox to real engineering problems.

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Summary

Overview of GTApprox: Surrogate Modeling for Industrial Design

The paper presents GTApprox, an advanced tool for medium-scale surrogate modeling specifically designed for industrial design applications. GTApprox distinguishes itself by integrating innovative approximation algorithms and sophisticated methods for automated model selection, alongside novel user options such as hints for enhancing model efficiency.

Innovations in Approximation Algorithms

GTApprox features a diverse set of approximation algorithms tailored to handle a wide range of approximation scenarios:

  • Response Surface Models (RSM): GTApprox extends conventional RSMs to support linear and quadratic dependencies, incorporating techniques like ridge and elastic net regression.
  • Splines With Tension (SPLT) and Gaussian Processes (GP): These techniques address one-dimensional and nonlinear problems, respectively. GP is complemented by a sparse version to handle large datasets.
  • High Dimensional Approximation (HDA): This technique adapts neural network principles with novel initialization and regularization methods to overcome overfitting and enhance flexibility.
  • Tensor Approximations (TA, iTA): GTApprox uses tensored approaches to manage anisotropic datasets resulting from factorized or incomplete designs, which is common in engineering experiments.
  • Mixture of Approximations (MoA): To tackle spatially inhomogeneous response functions, MoA dynamically partitions the space, constructing localized models.

By providing these sophisticated models, GTApprox addresses key challenges in surrogate modeling, such as data anisotropy, model smoothness, local accuracy, and multidimensional output handling.

Automated Technique Selection

GTApprox's capability to autonomously select appropriate modeling techniques is a core feature, realized through two main strategies:

  • Decision Tree: This rudimentary selection process involves predetermined rules based on dataset size, dimensionality, and user-specified features like model smoothness and exact fit requirements.
  • Smart Selection: A more dynamic process, this method employs Surrogate-Based Optimization to fine-tune technique parameters, enhancing precision through cross-validation. It supports user-defined hints to guide model selection, making it adaptable to various engineering domains.

Empirical Evaluation

The paper conducted extensive benchmarking against prominent predictive modeling packages, such as scikit-learn, XGBoost, and GPy, using a suite of 31 problems with varying dimensions and sample sizes. GTApprox demonstrated superior accuracy in regression tasks, affirming the capability of its algorithms to deliver precise approximations even in the default setup. However, this accuracy is achieved at the expense of increased training times, which remain manageable for medium-scale problems.

Practical Implications and Applications

The paper discusses several practical applications of GTApprox in engineering contexts, such as:

  • Composite Panel Reserve Factors: GTApprox's MoA technique was pivotal in creating surrogate models for reserve factors in stiffened panels, demonstrating enhanced accuracy and efficiency compared to traditional methods.
  • Helicopter Load Estimations: With the support for automated model selection, GTApprox effectively modeled structural loads for various helicopter components across thousands of scenarios.
  • Aerodynamic Problem Modeling: For aerodynamic simulations, the iTA technique successfully provided smooth, accurate approximations for complex configurations and irregular DoEs.

Conclusion

GTApprox represents a significant advancement in surrogate modeling for industrial design, introducing powerful algorithms and user-oriented features to streamline the modeling process for engineers. Its ability to accurately and autonomously select and construct surrogate models positions it as a valuable tool for expanding the applicability of surrogate modeling to more complex engineering challenges. Future developments could focus on further reducing training time while maintaining high accuracy, thus broadening its usability across various industrial sectors.

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