HW4 Parthasarathy

ANAND PARTHASARATHY UFID: 6692-7926
Approximation and optimization in engineering - Homework 4

(a). Fit a radial basis neural network to the data from the noisy y=x of HW 1 using three centers
using Matlab newrb with SPREAD=0.5.
Values of X and Y with noise from HW1 is given below:
X = [0 0.2 0.4 0.6 0.8 1]
Y = [0.1190 0.1600 0.4330 0.6170 0.7810 0.9280]
Matlab code used to fit a Radial Basis function for the above values is given in the Annexure1. The value
of Y from the RBNN is given below for a spread of 0.5 with 3 centers and with a mean squared error goal
of 0.01:
YRBNN = [0.11006 0.20843 0.37955 0.61017 0.82256 0.90723]
A plot showing both the function Y with noise and the values of Y from the Radial Basis neural network
function is shown below:
0.8
0.6
0.4
0.2
-0.2
-0.4
-0.6
-0.8 Function Y with noise

Function fitted with RBNN with Spread= 0.5
-1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
X -->
NOTE THAT THE PLOT SHOULD SHOW ONLY THE DATA POINTS RATHER THAN CONNECT
THEM BY A LINE, SINCE THE LINE DOES NOT HAVE ANY MEANING.
(b) Calculate the error statistics of the fit using the equations developed in Chapters 3 and 4 of the
notes (including R2, the standard error, and the maximum prediction variance)
Y YRBNN (YRBNN ‐ Y)^2 (Y‐Yavg)^2

0.119 0.11006 7.99E‐05 0.1500
0.16 0.20843 2.35E‐03 0.1199
0.433 0.37955 2.86E‐03 0.0054
0.617 0.61017 4.66E‐05 0.0122
0.781 0.82256 1.73E‐03 0.0754
0.928 0.90723 4.31E‐04 0.1778
SSe = 0.007488 SSy = 0.5408
RMS error,
, 1
nβ – No of centers in the radial basis functions = 3
0.007488
,
6 3
, .
Since, we have 6 data points, choosing 3 centers from the six data points will lead to a 20 possible
combination of centers. Since, we already have values of Yhat from newrb function, we generated the
values of Y using the following weights formula:
Y = w 1 Ф1 + w 2 Ф2 + w 3 Ф3
where Ф1, Ф2, Ф3 – are the shape functions
and w1, w2, w3 – are the weights of the shape functions corresponding to the three centers.
The matlab code is given in the Appendix 2. When the shape functions were evaluated and the
corresponding weights, we obtained the three centers [0 0.8 1] which closely matched the values
generated by the matlab function newrb. So the three centers chosen for the calculation of the error
measures are [0 0.8 1].
The weights for the shape functions using the above mentioned centers is calculated using the formula,
The shape function used is of the form,
Where, | | , X being the data points and C being the centers and σ is the spread which is 0.5.
Therefore, for each center we have six values of the shape function since there are six data points.
The shape functions matrix for the six points corresponding to centers X = 0, 0.8 and 1 are given below:
Ф = 1.0000 0.9231 0.7261 0.4868 0.2780 0.1353
0.2780 0.4868 0.7261 0.9231 1.0000 0.9231
0.1353 0.2780 0.4868 0.7261 0.9231 1.0000
The Prediction variance is calculated using the formula:
Pred variance = σhat2 XmT (ФT Ф)-1 Xm
Prediction variances at the six points are:
Pred Var = σhat2 [0.6922 0.3421 0.3740 0.4428 0.3509 0.7979]
Therefore, maximum prediction variance occurs at the point X = 1 with the value
Maximum Pred Var = 0.04992 * 0.7979 = 0.00198
(c) Compare the error statistics with the actual errors at the data points and in a dense grid of 101
points in (0,1)
After having generated the RBNN surrogate with three centers, the data range of (0,1) is divided into a
dense grid of 101 points with an interval of 0.01. The values of the function at all these 101 points are
calculated using the surrogate toolbox. The actual error at all these 101 points is the difference between
the value of the true function at these points and the values predicted by the surrogate. The table in the
annexure gives the values and the corresponding actual errors at the 101 points and the six data points:
The average of the actual error = 0.008116
Sum of the squares of the actual error, SSe actual = 0.13573
rms of the actual error at 101 points,
0.13573
101
0.0366
The error statistics from section (b) are:
0.03553
, 0.0499
0.0814
(d) Kriging:
Fit with Kriging using a constant trend (ordinary Kriging) and compare accuracy at 101 points with
RBNN(remember that the exact function is y=x)
A Kriging surrogate is fitted using the surrogate toolbox (Matlab code attached in the Appendix 4) and
compared with the Radial Basis Neural Network function (RBNN) as shown in the graph below.
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1 Function fitted with KRG

Function fitted with RBNN
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
X -->
Kriging actual rms error = 1.27176E‐09 (almost zero)
RBNN actual rms error = 0.01

THIS IS RMS AT THE DATA POINTS, WHILE WHAT NEEDS TO BE COMPARED IS RMS ERROR AT
THE 101 POINTS.
(e) Fit with support vector regression using a polynomial of degree 1 as kernel and an epsilon-
insensitive loss function with epsilon of 0.1 (corresponding to the standard deviation of the noise)
and compare the accuracy at 101 points with the other two surrogates.
We have to fit a support vector regression with a linear polynomial. The epsilon value given in the
problem is 0.1. Also, the loss function is epsilon insensitive. The following parameters where used for the
support vector regression in the surrogate toolbox. The code used to generate the SVR is given in the
Annexure 5
optionsSVR = srgtsOptionsSet(... % SVR model

'P', P, ...
'T', T, ...
'Surrogates',@srgtsSVR, ...
'Loss', 'einsensitive', ...
'Insensitivity', 0.1, ...
'Kernel', Kernel, ...
'C', C, ...
'Display','diagnose');
The value of C is given by the equation:
C = max( [ abs(mean(T) + 3*std(T)) , abs(mean(T) - 3*std(T)) ] )

where T is the Y values matrix with noise.
The plot between the Support Vector Regression function, RBNN and the Kriging models are shown
below:
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
Function with SVR
0.1 Function fitted with Kriging
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
X -->
Kriging actual rms error = 1.27176E‐09
RBNN actual rms error = 0.01
SVR actual rms error = 0.05831
As seen in the graph, the SVR does not map the true function exactly and hence has the highest rms
error.
(f) Check if you can get better fit with newrb using a different SPREAD:
With a spread of 1 as against a spread of 0.5, the following results are obtained for Radial Basis function
for the grid of 101 points:
Spread = 1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1 Grid of 101 points

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
X -->
As seen in the above plot, for a spread of 1 the surrogate improves appreciably and almost maps the true
function Y = X
Appendix 1:
Matlab code to generate the RBNN using newrb function:
P = [0 0.2 0.4 0.6 0.8 1];

T = [0.119 0.16 0.433 0.617 0.781 0.928];
[net tr] = newrb(P,T,0.01,0.5,3,25);
YRBNN = sim(net, P);
h = plot(P, T,...
P, YRBNN);grid
set(h, 'LineWidth', 3);
set(h(1), 'LineStyle', '--', 'Color', [0 0 0]);
set(h(2), 'LineStyle', '-', 'Color', [1 0 0]);
% set(h(3), 'LineStyle', '--', 'Color', [0 0 1]);
axis tight;
legend('Function Y with noise',...
'Function fitted with RBNN with Spread= 0.5',...
'Location', 'SE');
xlabel('X -->');
a = axis;
axis([a(1) a(2) -1 1]);
Appendix 2: Matlab code to generate shape functions and compute prediction variance
X = [0;0.2;0.4;0.6;0.8;1];
Y = [ 0.119;0.16;0.433;0.617;0.781;0.928];
S = 0.5; % Spread
% Different possible centers combinations
c(1,:) = [ 0 0.2 0.4];
c(2,:) = [0 0.2 0.6];
c(3,:) = [0 0.2 0.8];
c(4,:) = [0 0.2 1];
c(5,:) = [0 0.4 0.6];
c(6,:) = [0 0.4 0.8];
c(7,:) = [0 0.4 1];
c(8,:) = [0 0.6 0.8];
c(9,:) = [0 0.6 1];
c(10,:) = [0 0.8 1];
c(11,:) = [0.2 0.4 0.6];
c(12,:) = [0.2 0.4 0.8];
c(13,:) = [0.2 0.4 1];
c(14,:) = [0.2 0.6 0.8];
c(15,:) = [0.2 0.6 1];
c(16,:) = [0.2 0.8 1];
c(17,:) = [0.4 0.6 0.8];
c(18,:) = [0.4 0.8 1];
c(19,:) = [0.6 0.8 1];
c(20,:) = [0.4 0.6 1];
for j = 1:20
for i =1:6
phi1(i) = exp(-(sum(X(i,:) - c(j,1)))^2/(2 * S^2));
end
phi = [phi1;phi2;phi3]';
% Compute the weights of the shape functions for each of the above
% mentioned 20 centers
w(:,j) = ((inv(phi'*phi))*phi')*Y;
end;
for j = 1:20
for i =1:6
y(i,j) = w(1,j) * phi1(i) + w(2,j) * phi2(i) + w(3,j) * phi3(i);
end
end
P1 = [ 0 0.2 0.4 0.6 0.8 1];

T1 = [ 0.119 0.16 0.433 0.617 0.781 0.928];
net = newrb(P1,T1,0.01,0.5,3,25);
Y_newrb = sim(net,P1);
% Calculate the value of Y for the 10th center [0 0.8 1]
for i =1:6
phi101(i) = exp(-(sum(X(i,:) - c(10,1)))^2/(2 * S^2));
phi102(i) = exp(-(sum(X(i,:) - c(10,2)))^2/(2 * S^2));
phi103(i) = exp(-(sum(X(i,:) - c(10,3)))^2/(2 * S^2));
Y10(i,1) = w(1,j) * phi1(i) + w(2,j) * phi2(i) + w(3,j) * phi3(i);
end
phi10 = [phi101;phi102;phi103]';
l = length(X);
for k=1:l
xm1(k) = exp(-(sum(X(k) - 0))^2/(2 * S^2));
xm2(k) = exp(-(sum(X(k) - 0.8))^2/(2 * S^2));
xm3(k) = exp(-(sum(X(k) - 1))^2/(2 * S^2));
end;
% Compute the prediction variance
for i = 1:6
pv(i) = [xm1(i) xm2(i) xm3(i)] * (inv(phi10'*phi10)) * [xm1(i) xm2(i)
xm3(i)]';
end
Appendix 3:
Actual errors at the data points:
True
Surrogate values function
X at data points values Actual error
0 0.11006 0 0.11006
0.2 0.20843 0.2 0.00843
0.4 0.37955 0.4 ‐0.02045
0.6 0.61017 0.6 0.01017
0.8 0.82256 0.8 0.02256
1 0.90723 1 ‐0.09277
Actual errors at the dense grid of 101 points:
Surrogate True
values at 101 function Actual
X points values Error
0 0.11006 0 0.11006
0.01 0.11356 0.01 0.10356
0.02 0.11719 0.02 0.09719
0.03 0.12095 0.03 0.09095
0.04 0.12484 0.04 0.08484
0.05 0.12888 0.05 0.07888
0.06 0.13305 0.06 0.07305
0.07 0.13737 0.07 0.06737

0.08 0.14184 0.08 0.06184
0.09 0.14647 0.09 0.05647
0.1 0.15125 0.1 0.05125
0.11 0.15619 0.11 0.04619
0.12 0.1613 0.12 0.0413
0.13 0.16657 0.13 0.03657
0.14 0.17201 0.14 0.03201
0.15 0.17763 0.15 0.02763
0.16 0.18343 0.16 0.02343
0.17 0.1894 0.17 0.0194
0.18 0.19556 0.18 0.01556
0.19 0.2019 0.19 0.0119
0.2 0.20843 0.2 0.00843
0.21 0.21515 0.21 0.00515
0.22 0.22206 0.22 0.00206
0.23 0.22916 0.23 ‐0.00084
0.24 0.23646 0.24 ‐0.00354
0.25 0.24395 0.25 ‐0.00605
0.26 0.25164 0.26 ‐0.00836
0.27 0.25953 0.27 ‐0.01047
0.28 0.26761 0.28 ‐0.01239
0.29 0.27589 0.29 ‐0.01411
0.3 0.28436 0.3 ‐0.01564
0.31 0.29304 0.31 ‐0.01696
0.32 0.3019 0.32 ‐0.0181
0.33 0.31096 0.33 ‐0.01904
0.34 0.32021 0.34 ‐0.01979
0.35 0.32965 0.35 ‐0.02035
0.36 0.33927 0.36 ‐0.02073
0.37 0.34908 0.37 ‐0.02092
0.38 0.35906 0.38 ‐0.02094
0.39 0.36922 0.39 ‐0.02078
0.4 0.37955 0.4 ‐0.02045
0.41 0.39004 0.41 ‐0.01996
0.42 0.40069 0.42 ‐0.01931
0.43 0.41149 0.43 ‐0.01851
0.44 0.42244 0.44 ‐0.01756
0.45 0.43352 0.45 ‐0.01648
0.46 0.44474 0.46 ‐0.01526
0.47 0.45608 0.47 ‐0.01392
0.48 0.46754 0.48 ‐0.01246

0.49 0.4791 0.49 ‐0.0109
0.5 0.49075 0.5 ‐0.00925
0.51 0.5025 0.51 ‐0.0075
0.52 0.51431 0.52 ‐0.00569
0.53 0.52619 0.53 ‐0.00381
0.54 0.53813 0.54 ‐0.00187
0.55 0.55011 0.55 0.00011
0.56 0.56211 0.56 0.00211
0.57 0.57413 0.57 0.00413
0.58 0.58616 0.58 0.00616
0.59 0.59818 0.59 0.00818
0.6 0.61017 0.6 0.01017
0.61 0.62213 0.61 0.01213
0.62 0.63403 0.62 0.01403
0.63 0.64587 0.63 0.01587
0.64 0.65763 0.64 0.01763
0.65 0.6693 0.65 0.0193
0.66 0.68085 0.66 0.02085
0.67 0.69228 0.67 0.02228
0.68 0.70357 0.68 0.02357
0.69 0.71471 0.69 0.02471
0.7 0.72567 0.7 0.02567
0.71 0.73645 0.71 0.02645
0.72 0.74702 0.72 0.02702
0.73 0.75738 0.73 0.02738
0.74 0.76751 0.74 0.02751
0.75 0.77738 0.75 0.02738
0.76 0.787 0.76 0.027
0.77 0.79634 0.77 0.02634
0.78 0.80539 0.78 0.02539
0.79 0.81413 0.79 0.02413
0.8 0.82256 0.8 0.02256
0.81 0.83065 0.81 0.02065
0.82 0.8384 0.82 0.0184
0.83 0.84579 0.83 0.01579
0.84 0.85281 0.84 0.01281
0.85 0.85945 0.85 0.00945
0.86 0.8657 0.86 0.0057
0.87 0.87155 0.87 0.00155
0.88 0.87698 0.88 ‐0.00302
0.89 0.88199 0.89 ‐0.00801

0.9 0.88656 0.9 ‐0.01344
0.91 0.8907 0.91 ‐0.0193
0.92 0.8944 0.92 ‐0.0256
0.93 0.89764 0.93 ‐0.03236
0.94 0.90042 0.94 ‐0.03958
0.95 0.90273 0.95 ‐0.04727
0.96 0.90458 0.96 ‐0.05542
0.97 0.90596 0.97 ‐0.06404
0.98 0.90686 0.98 ‐0.07314
0.99 0.90729 0.99 ‐0.08271
1 0.90723 1 ‐0.09277
Appendix 4: Matlab code for Kriging:
X = [0:.01:1]';
Y = [0:.01:1]';
P = [0:.01:1];
T = [0:.01:1];
NbVariables = 1;
NbPointsTraining = length(X);
Theta0 = (NbPointsTraining^(-1/NbVariables))*ones(1,NbVariables);
LowerBound = 1e-3*ones(1,NbVariables);
UpperBound = 3*Theta0;
optionsKRG = srgtsOptionsSet(...
'P', X, ...
'T', Y, ...
'Surrogates', @srgtsKRG,...
'RegressionModel', @regpoly0, ...
'CorrelationModel', @corrgauss, ...
'Theta0', Theta0, ...
'LowerBound', LowerBound, ...
'UpperBound', UpperBound, ...
'Display','final');
[surrogateKRG, stateKRG] = srgtsSurrogate(optionsKRG);

coeffKRG = surrogateKRG.PRSBeta;
[CVEMatrixKRG, PRESSRMSKRG, PRESSKRG] =
srgtsComputeCrossValidation(optionsKRG,surrogateKRG);
PRESSRMSKRG
PRESSKRG
[YhatKRG outputsKRG] = srgtsSimulate(X,surrogateKRG,optionsKRG);
PredictionMetrics = srgtsPredictionMetrics(X,Y,YhatKRG);
CorrelationCoefficient = PredictionMetrics.CorrelationCoefficient
RMSError = PredictionMetrics.RMSError
MaximumAbsoluteError = PredictionMetrics.MaximumAbsoluteError
[net tr] = newrb(P,T,0.01,0.5,3,25);

YRBNN = sim(net, P);
h = plot(X, YhatKRG, ...

P,YRBNN);grid
% set(h(3), 'LineStyle', '--', 'Color', [1 0 0]);
axis tight;
legend('Function fitted with KRG',...
'Function fitted with RBNN',...
'Location', 'SE');
xlabel('X -->');
a = axis;
axis([a(1) a(2) 0 1]);
Appendix 5: Matlab code for SVR:
P = [0:.01:1]';
T = [0:.01:1]';
Kernel = 'Linear';
KernelOptions = 1;
C = max( [ abs(mean(T) + 3*std(T)) , abs(mean(T) - 3*std(T)) ] );
% Insensitivity = std(T)/sqrt( NbPoints );
optionsSVR = srgtsOptionsSet(... % SVR model

'P', P, ...
'T', T, ...
'Surrogates',@srgtsSVR, ...
'Loss', 'einsensitive', ...
'Insensitivity', 0.1, ...
'KernelOptions',KernelOptions,...
'Kernel', Kernel, ...
'C', C, ...
'Display','diagnose');
disp('Fitting SVR model...');

[surrogateSVR stateSVR] = srgtsSurrogate(optionsSVR);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%
% computation of cross-validation errors
disp(sprintf('\nPerforming cross-validation calculations...'));
% [CVEMatrix, PRESSRMS, PRESS] =
srgtsComputeCrossValidation(optionsSVR,surrogateSVR);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%
[YhatSVR outputsSVR] = srgtsSimulate(P,surrogateSVR,optionsSVR);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% KRIGING
NbVariables = 1;
NbPointsTraining = length(P);
Theta0 = (NbPointsTraining^(-1/NbVariables))*ones(1,NbVariables);
LowerBound = 1e-3*ones(1,NbVariables);
UpperBound = 3*Theta0;
optionsKRG = srgtsOptionsSet(...
'P', P, ...
'T', T, ...
'Surrogates', @srgtsKRG,...
'RegressionModel', @regpoly0, ...
'CorrelationModel', @corrgauss, ...
'Theta0', Theta0, ...
'LowerBound', LowerBound, ...
'UpperBound', UpperBound, ...
'Display','final');
[surrogateKRG, stateKRG] = srgtsSurrogate(optionsKRG);

% coeffKRG = surrogateKRG.PRSBeta;
%[CVEMatrixKRG, PRESSRMSKRG, PRESSKRG] =
srgtsComputeCrossValidation(optionsKRG,surrogateKRG);
%PRESSRMSKRG
%PRESSKRG
[YhatKRG outputsKRG] = srgtsSimulate(P,surrogateKRG,optionsKRG);
PredictionMetrics = srgtsPredictionMetrics(P,T,YhatKRG);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%RBNN
optionsRBNN = srgtsOptionsSet(...
'P', P, ...
'T', T, ...
'Surrogates', @srgtsRBNN,...
'Spread',0.5,...
'Goal',0.01,...
'MN',3,...
'DF',25,...
'Display','final');
[surrogateRBNN, stateRBNN] = srgtsSurrogate(optionsRBNN);

stateRBNN
% coeffRBNN = surrogateRBNN.PRSBeta;
[CVEMatrixRBNN, PRESSRMSRBNN, PRESSRBNN] =
srgtsComputeCrossValidation(optionsRBNN,surrogateRBNN);
PRESSRMSRBNN
PRESSRBNN
[YhatRBNN outputsRBNN] = srgtsSimulate(P,surrogateRBNN,optionsRBNN);

% [YhatRBNN outputsRBNN] = srgtsSimulate(Xtest,surrogateRBNN,optionsRBNN);
PredictionMetrics = srgtsPredictionMetrics(P,T,YhatRBNN);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
h = plot(P, YhatSVR,...
P, YhatKRG,...
P, YhatRBNN);grid
set(h(3), 'LineStyle', '-.', 'Color', [1 0 0]);
axis tight;
legend('Function with SVR',...
'Function fitted with Kriging',...
'Function fitted with RBNN',...
'Location', 'SE');
xlabel('X -->');
a = axis;
axis([a(1) a(2) 0 1]);

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ANAND PARTHASARATHY UFID: 6692-7926

Approximation and optimization in engineering - Homework 4

Values of X and Y with noise from HW1 is given below:

X = [0 0.2 0.4 0.6 0.8 1]

Y = [0.1190 0.1600 0.4330 0.6170 0.7810 0.9280]

YRBNN = [0.11006 0.20843 0.37955 0.61017 0.82256 0.90723]

-0.8 Function Y with noise

Y YRBNN (YRBNN ‐ Y)^2 (Y‐Yavg)^2

nβ – No of centers in the radial basis functions = 3

where Ф1, Ф2, Ф3 – are the shape functions

The shape function used is of the form,

Ф = 1.0000 0.9231 0.7261 0.4868 0.2780 0.1353

0.2780 0.4868 0.7261 0.9231 1.0000 0.9231

0.1353 0.2780 0.4868 0.7261 0.9231 1.0000

The Prediction variance is calculated using the formula:

Pred variance = σhat2 XmT (ФT Ф)-1 Xm

Prediction variances at the six points are:

Pred Var = σhat2 [0.6922 0.3421 0.3740 0.4428 0.3509 0.7979]

Maximum Pred Var = 0.04992 * 0.7979 = 0.00198

The average of the actual error = 0.008116

Sum of the squares of the actual error, SSe actual = 0.13573

The error statistics from section (b) are:

0.1 Function fitted with KRG

Kriging actual rms error = 1.27176E‐09 (almost zero)

RBNN actual rms error = 0.01

optionsSVR = srgtsOptionsSet(... % SVR model

The value of C is given by the equation:

C = max( [ abs(mean(T) + 3*std(T)) , abs(mean(T) - 3*std(T)) ] )

Kriging actual rms error = 1.27176E‐09

RBNN actual rms error = 0.01

SVR actual rms error = 0.05831

0.1 Grid of 101 points

Matlab code to generate the RBNN using newrb function:

P = [0 0.2 0.4 0.6 0.8 1];

P1 = [ 0 0.2 0.4 0.6 0.8 1];

% Calculate the value of Y for the 10th center [0 0.8 1]

Actual errors at the data points:

Actual errors at the dense grid of 101 points:

0.07 0.13737 0.07 0.06737

0.48 0.46754 0.48 ‐0.01246

0.89 0.88199 0.89 ‐0.00801

Appendix 4: Matlab code for Kriging:

[surrogateKRG, stateKRG] = srgtsSurrogate(optionsKRG);

[YhatKRG outputsKRG] = srgtsSimulate(X,surrogateKRG,optionsKRG);

[net tr] = newrb(P,T,0.01,0.5,3,25);

h = plot(X, YhatKRG, ...

Appendix 5: Matlab code for SVR:

optionsSVR = srgtsOptionsSet(... % SVR model

disp('Fitting SVR model...');

[surrogateKRG, stateKRG] = srgtsSurrogate(optionsKRG);

[YhatKRG outputsKRG] = srgtsSimulate(P,surrogateKRG,optionsKRG);

[surrogateRBNN, stateRBNN] = srgtsSurrogate(optionsRBNN);

[YhatRBNN outputsRBNN] = srgtsSimulate(P,surrogateRBNN,optionsRBNN);

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C = max( [ abs(mean(T) + 3std(T)) , abs(mean(T) - 3std(T)) ] )