Optimal Design : Surrogate Models

Kuei-Yuan Chan

National Taiwan University

A good model should represent

reality in the simplest meaningful
manner.

A surrogate model is a simpler analysis

model extracted from the more
sophisticated ones using a variety of
data-handling techniques.

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Wind Tunnel with Fluid Dynamics Modeling
credit to

Curve fitting with various models

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0 3 6 9 12

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Linear and Quadratic Fits and Least Squares
x1 y1
x2 y2
Expensive
.. ..
. .
xm ym
• Let ŷ be the approximation function.

• The least square best linear fit is the function such that
m
⇥2
⇤
min ŷi yi
a0 ,a1
i=1
subject to ŷi = aT1 xi + a0
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Neural Network Modeling

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Basic Neuron

• Basic neuron without bias

• Basic neuron with bias

General Neural Network Model

weights
n
⇥
⇤
ŷ(x) = wi xi + b
i=1
activation function

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Kriging Modeling

Kriging Model

is in the form
ŷ(x) = f (x) + z(x)
n
where i
k |xk xjk |2
R(xi , xj ) = e k=1
f (x) = = (IT R 1 I) 1 T
I R 1
y

with
1
⇥
= argmin |R| ⇥ m 2

1
⇥ 2 = (y I)R 1 (y I)
m
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Matlab Functions

• NEWFF

• TRAIN

• kriging demo.zip

• kriging-ych.zip

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