A Global High Dimensional Metamodeling Approach With the Ability of Using Non-Uniform Sampling

Abstract

In engineering design, spending excessive amount of time on physical experiments or expensive simulations makes the design costly and lengthy. This issue exacerbates when the design problem has a large number of inputs, or of high dimension. High Dimensional Model Representation (HDMR) is one powerful method in approximating high dimensional, expensive, black-box (HEB) problems. One existing HDMR implementation, Random Sampling HDMR (RS-HDMR), can build a HDMR model from random sample points with a linear combination of basis functions. The most critical issue in RS-HDMR is that calculating the coefficients for the basis functions includes integrals that are approximated by Monte Carlo summations, which are error prone with limited samples and especially with non-uniform sampling. In this paper, a new approach based on Principal Component Analysis (PCA), called PCA-HDMR, is proposed for finding the coefficients that provide the best linear combination of the bases with minimum error and without using any integral. Benchmark problems are modeled using the method and the results are compared with RS-HDMR results. With both uniform and non-uniform sampling, PCA-HDMR built more accurate models than RS-HDMR for a given set of sample points.