Kernel parameter optimization for kriging based on structural risk minimization principle

DOI10.1155/2017/3021950MaRDI QIDQ1992574zbMATH OpenOpenAlexFDO

Authors Hua Su, Chunlin Gong, Liangxian Gu

Publication date 5 November 2018

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2017/3021950

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Learning and adaptive systems in artificial intelligence (68T05) Sensitivity, stability, parametric optimization (90C31)

Review text

Summary: An improved kernel parameter optimization method based on Structural Risk Minimization (SRM) principle is proposed to enhance the generalization ability of traditional Kriging surrogate model. This article first analyses the importance of the generalization ability as an assessment criteria of surrogate model from the perspective of statistics and proves the applicability to Kriging. Kernel parameter optimization method is used to improve the fitting precision of Kriging model. With the smoothness measure of the generalization ability and the anisotropy kernel function, the modified Kriging surrogate model and its analysis process are established. Several benchmarks are tested to verify the effectiveness of the modified method under two different sampling states: uniform distribution and nonuniform distribution. The results show that the proposed Kriging has better generalization ability and adaptability, especially for nonuniform distribution sampling.

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Cites work

• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• scientific article; zbMATH DE number 823069 (Why is no real title available?)
• Kriging metamodeling in simulation: a review
• Survey of the selection of kernels and hyper-parameters in support vector regression

Cited in

(4)

• A hybrid Kriging surrogate model optimization algorithm for high-dimension parameter estimation
• Purposeful cross-validation: a novel cross-validation strategy for improved surrogate optimizability
• Novel kernel density estimator based on ensemble unbiased cross-validation
• Stabilization of parameter estimation for Kriging-based approximation with empirical semivariogram

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Uses Software

• DACE

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