On the accuracy of kriging model in active subspaces

Pramudita Satria Palar, Koji Shimoyama

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

2 Citations (Scopus)

Abstract

Investigation on the accuracy of Kriging models in active subspaces was carried out. Our goal is to investigate how much a gain in the accuracy of Kriging model can be obtained by rotating and/or reducing the coordinate set through the active subspaces method procedure. The Kriging model in the transformed coordinate can then be used for various purposes such as uncertainty quantification and optimization. In this paper, we estimate the active subspaces structure with true and estimated gradient information directly from the Kriging model. Two test problems (i.e., borehole and inviscid FFAST airfoil problem) were employed as benchmark problems for our investigation. The results show that one can construct a more accurate Kriging model when a suitable new coordinate is discovered. We observe that using the estimated gradient is a far from optimal approach to find the proper coordinate rotation compared to that of, obviously, true gradient information. When compared to gradient-enhanced Kriging, the potential lowest accuracy that can be achieved by Kriging in the rotated space is almost comparable to that of the gradientenhanced one. This means that there is a potential for the Kriging model to achieve an accuracy that almost matches to that of the gradient-enhanced Kriging without utilizing gradient information.

Original languageEnglish
Title of host publicationAIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials
PublisherAmerican Institute of Aeronautics and Astronautics Inc, AIAA
Edition210049
ISBN (Print)9781624105326
DOIs
Publication statusPublished - 2018
EventAIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference, 2018 - Kissimmee, United States
Duration: 2018 Jan 82018 Jan 12

Publication series

NameAIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference, 2018
Number210049

Other

OtherAIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference, 2018
CountryUnited States
CityKissimmee
Period18/1/818/1/12

ASJC Scopus subject areas

  • Civil and Structural Engineering
  • Building and Construction
  • Mechanics of Materials
  • Architecture

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  • Cite this

    Palar, P. S., & Shimoyama, K. (2018). On the accuracy of kriging model in active subspaces. In AIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials (210049 ed.). (AIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference, 2018; No. 210049). American Institute of Aeronautics and Astronautics Inc, AIAA. https://doi.org/10.2514/6.2018-0913