Efficient high-dimensional metamodeling strategy using recursive decomposition coupled with sequential sampling method

Abstract

Metamodel has been widely used to solve computationally expensive engineering problems, and there have been many studies on how to efficiently and accurately generate metamodels with limited number of samples. However, applications of these methods could be limited in high-dimensional problems since it is still challenging due to curse of dimensionality to generate accurate metamodels in high-dimensional design space. In this paper, recursive decomposition coupled with a sequential sampling method is proposed to identify latent decomposability and efficiently generate high-dimensional metamodels. Whenever a new sample is inserted, variable decomposition is repeatedly performed using interaction estimation from a full-dimension Kriging metamodel. The sampling strategy of the proposed method consists of two units: decomposition unit and accuracy improvement unit. Using the proposed method, latent decomposability of a function can be identified using reasonable number of samples, and a high-dimensional metamodel can be generated very efficiently and accurately using the identified decomposability. Numerical examples using both decomposable and indecomposable problems show that the proposed method shows reasonable decomposition results, and thus improves metamodel accuracy using similar number of samples compared with conventional methods.