• 제목/요약/키워드: Sensitivity Approach of Sequential Sampling

검색결과 3건 처리시간 0.019초

민감도법을 이용한 크리깅모델의 순차적 실험계획 (Sensitivity Approach of Sequential Sampling for Kriging Model)

  • 이태희;정재준;황인교;이창섭
    • 대한기계학회논문집A
    • /
    • 제28권11호
    • /
    • pp.1760-1767
    • /
    • 2004
  • Sequential sampling approaches of a metamodel that sampling points are updated sequentially become a significant consideration in metamodeling technique. Sequential sampling design is more effective than classical space filling design of all-at-once sampling because sequential sampling design is to add new sampling points by means of distance between sampling points or precdiction error obtained from metamodel. However, though the extremum points can strongly reflect the behaviors of responses, the existing sequential sampling designs are inefficient to approximate extremum points of original model. In this research, new sequential sampling approach using the sensitivity of Kriging model is proposed, so that new approach reflects the behaviors of response sequentially. Various sequential sampling designs are reviewed and the performances of the proposed approach are compared with those of existing sequential sampling approaches by using mean squared error. The accuracy of the proposed approach is investigated against optimization results of test problems so that superiority of the sensitivity approach is verified.

적응거리 조건을 이용한 순차적 실험계획의 민감도법 (Sensitivity Approach of Sequential Sampling Using Adaptive Distance Criterion)

  • 정재준;이태희
    • 대한기계학회논문집A
    • /
    • 제29권9호
    • /
    • pp.1217-1224
    • /
    • 2005
  • To improve the accuracy of a metamodel, additional sample points can be selected by using a specified criterion, which is often called sequential sampling approach. Sequential sampling approach requires small computational cost compared to one-stage optimal sampling. It is also capable of monitoring the process of metamodeling by means of identifying an important design region for approximation and further refining the fidelity in the region. However, the existing critertia such as mean squared error, entropy and maximin distance essentially depend on the distance between previous selected sample points. Therefore, although sufficient sample points are selected, these sequential sampling strategies cannot guarantee the accuracy of metamodel in the nearby optimum points. This is because criteria of the existing sequential sampling approaches are inefficient to approximate extremum and inflection points of original model. In this research, new sequential sampling approach using the sensitivity of metamodel is proposed to reflect the response. Various functions that can represent a variety of features of engineering problems are used to validate the sensitivity approach. In addition to both root mean squared error and maximum error, the error of metamodel at optimum points is tested to access the superiority of the proposed approach. That is, optimum solutions to minimization of metamodel obtained from the proposed approach are compared with those of true functions. For comparison, both mean squared error approach and maximin distance approach are also examined.

Sampling-Based Sensitivity Approach to Electromagnetic Designs Utilizing Surrogate Models Combined with a Local Window

  • Choi, Nak-Sun;Kim, Dong-Wook;Choi, K.K.;Kim, Dong-Hun
    • Journal of Magnetics
    • /
    • 제18권1호
    • /
    • pp.74-79
    • /
    • 2013
  • This paper proposes a sampling-based optimization method for electromagnetic design problems, where design sensitivities are obtained from the elaborate surrogate models based on the universal Kriging method and a local window concept. After inserting additional sequential samples to satisfy the certain convergence criterion, the elaborate surrogate model for each true performance function is generated within a relatively small area, called a hyper-cubic local window, with the center of a nominal design. From Jacobian matrices of the local models, the accurate design sensitivity values at the design point of interest are extracted, and so they make it possible to use deterministic search algorithms for fast search of an optimum in design space. The proposed method is applied to a mathematical problem and a loudspeaker design with constraint functions and is compared with the sensitivity-based optimization adopting the finite difference method.