Ensemble of kriging with multiple kernel functions for engineering design optimization

Pramudita Satria Palar, Koji Shimoyama

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

Abstract

We introduce the ensemble of Kriging with multiple kernel functions guided by cross-validation error for creating a robust and accurate surrogate model to handle engineering design problems. By using the ensemble of Kriging models, the resulting ensemble model preserves the uncertainty structure of Kriging, thus, can be further exploited for Bayesian optimization. The objective of this paper is to develop a Kriging methodology that eliminates the needs for manual kernel selection which might not be optimal for a specific application. Kriging models with three kernel functions, that is, Gaussian, Matérn-3/2, and Matérn-5/2 are combined through a global and a local ensemble technique where their approximation quality are investigated on a set of aerodynamic problems. Results show that the ensemble approaches are more robust in terms of accuracy and able to perform similarly to the best performing individual kernel function or avoiding misspecification of kernel.

Original languageEnglish
Title of host publicationBioinspired Optimization Methods and Their Applications - 8th International Conference, BIOMA 2018, Proceedings
EditorsNouredine Melab, Peter Korosec, El-Ghazali Talbi
PublisherSpringer Verlag
Pages211-222
Number of pages12
ISBN (Print)9783319916408
DOIs
Publication statusPublished - 2018 Jan 1
Event8th International Conference on Bioinspired Optimization Methods and Their Applications, BIOMA 2018 - Paris, France
Duration: 2018 May 162018 May 18

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume10835 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Other

Other8th International Conference on Bioinspired Optimization Methods and Their Applications, BIOMA 2018
CountryFrance
CityParis
Period18/5/1618/5/18

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computer Science(all)

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  • Cite this

    Palar, P. S., & Shimoyama, K. (2018). Ensemble of kriging with multiple kernel functions for engineering design optimization. In N. Melab, P. Korosec, & E-G. Talbi (Eds.), Bioinspired Optimization Methods and Their Applications - 8th International Conference, BIOMA 2018, Proceedings (pp. 211-222). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 10835 LNCS). Springer Verlag. https://doi.org/10.1007/978-3-319-91641-5_18