Global Surrogate Modeling by Neural Network-Based Model Uncertainty

Leifur Leifsson, Jethro Nagawkar, Laurel Barnet, Kenneth Bryden, Slawomir Koziel, Anna Pietrenko-Dabrowska

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This work proposes a novel adaptive global surrogate modeling algorithm which uses two neural networks, one for prediction and the other for the model uncertainty. Specifically, the algorithm proceeds in cycles and adaptively enhances the neural network-based surrogate model by selecting the next sampling points guided by an auxiliary neural network approximation of the spatial error. The proposed algorithm is tested numerically on the one-dimensional Forrester function and the two-dimensional Branin function. The results demonstrate that global surrogate modeling using neural network-based function prediction can be guided efficiently and adaptively using a neural network approximation of the model uncertainty.

Original languageEnglish
Title of host publicationComputational Science - ICCS 2022, 22nd International Conference, Proceedings
EditorsDerek Groen, Clélia de Mulatier, Valeria V. Krzhizhanovskaya, Peter M.A. Sloot, Maciej Paszynski, Jack J. Dongarra
PublisherSpringer Science and Business Media Deutschland GmbH
Pages425-434
Number of pages10
ISBN (Print)9783031087561
DOIs
Publication statusPublished - 2022
Event22nd Annual International Conference on Computational Science, ICCS 2022 - London, United Kingdom
Duration: 21 Jun 202223 Jun 2022

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume13352 LNCS

Conference

Conference22nd Annual International Conference on Computational Science, ICCS 2022
Country/TerritoryUnited Kingdom
CityLondon
Period21/06/2223/06/22

Bibliographical note

Funding Information: Acknowledgements. This material is based upon work supported in part by the Department of Energy under a Laboratory Directed Research and Development grant at Ames Laboratory. Publisher Copyright: © 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.

Other keywords

  • Error based exploration
  • Global surrogate modeling
  • Model uncertainty
  • Neural networks

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