Hybrid HDMR method with an optimized hybridity parameter in multivariate function representation

Abstract

High Dimensional Model Representation (HDMR) based methods are used to generate an approximation for a given multivariate function in terms of less variate functions. This paper focuses on Hybrid HDMR which is composed of Plain HDMR and Logarithmic HDMR. The Plain HDMR method works well for representing multivariate functions having additive nature. If the function under consideration has a multiplicative nature, then the Logarithmic HDMR method produces better approximation. Hybrid HDMR method aims to successfully represent a multivariate function having neither purely additive nor purely multiplicative nature under a hybridity parameter. The performance of the Hybrid HDMR method strongly depends on the value of this hybridity parameter because this parameter manages the contribution level of Plain and Logarithmic HDMR expansions. The main purpose of this work is to optimize the hybridity parameter to get the best approximations. Fluctuationlessness Approximation Theorem is used in this optimization process and in evaluating the multiple integrals appearing in HDMR based methods. A number of numerical implementations are given at the end of the paper to show the performance of our proposed method.