Clustering based Multiple Anchors High-Dimensional Model Representation

Abstract: In this work, a cut high-dimensional model representation (cut-HDMR) expansion based on multiple anchors is constructed via the clustering method. Specifically, a set of random input realizations is drawn from the parameter space and grouped by the centroidal Voronoi tessellation (CVT) method. Then for each cluster, the centroid is set as the reference, thereby the corresponding zeroth-order term can be determined directly. While for non-zero order terms of each cut-HDMR, a set of discrete points is selected for each input component, and the Lagrange interpolation method is applied. For a new input, the cut-HDMR corresponding to the nearest centroid is used to compute its response. Numerical experiments with high-dimensional integral and elliptic stochastic partial differential equation as backgrounds show that the CVT based multiple anchors cut-HDMR can alleviate the negative impact of a single inappropriate anchor point, and has higher accuracy than the average of several expansions.