基于贝叶斯支持向量机的多响应序贯自适应采样方法
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国防科技大学

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中图分类号:

TB114

基金项目:

国家自然科学基金项目(面上项目,重点项目,重大项目)


A multi-response sequential adaptive sampling method based on Bayesian support vector machine
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National University of Defense Technology

Fund Project:

The National Natural Science Foundation of China (General Program, Key Program, Major Research Plan)

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    摘要:

    为解决多响应建模中样本点选取问题,支撑高效准确地建立多个代理模型,提出了一种基于贝叶斯支持向量机的修正多响应期望改进(Multi-response modified expected improvement for global fit, MR-MEIGF)采样准则。首先,通过贝叶斯支持向量机模型计算候选点的梯度,构建邻域,得到基于邻域梯度投影的局部开发准则。模型得到的样本点预测方差作为全局探索准则,两者结合得到单个响应的混合采样准则。而后通过局部指标,量化每个响应的重要度,进一步得到兼顾多个响应模型精度的MR-MEIGF采样准则,从而实现多个响应的综合优化。依据MR-MEIGF准则在候选池中选择新添加样本点。使用3个2维算例及3个6维算例分别组合成多响应问题,与序贯空间填充方法,一次性空间填充方法以及其他多响应自适应采样方法进行对比,验证了所提采样方法的有效性,并在6维算例上将贝叶斯支持向量机模型与Kriging模型进行性能比较。

    Abstract:

    To solve the sampling problem in multi-response modeling and support the efficient and accurate establishment of multiple agent models, a Bayesian support vector machine-based modified multi-response modified expected improvement for global fit (MR-MEIGF) sampling criterion is proposed. First, the gradient of candidate sample is calculated by the Bayesian support vector machine model, and the neighborhood is constructed to obtain the local exploitation criterion based on the projection of the gradient of the neighborhood. The predicted variance of the sample points obtained by the model is used as the global exploration criterion, and the two are combined to obtain the hybrid sampling criterion for individual responses. And then, through the local index, the importance of each response is quantified, and the MR-MEIGF sampling criterion that takes into account the accuracy of multiple response models is further obtained so as to realize the comprehensive optimization of multiple responses. Based on the MR-MEIGF criterion, the newly added sample points are selected in the candidate pool. Three 2-dimensional and three 6-dimensional cases are combined to form a multi-response problem, and compared with the sequential space-filling method, the traditional one-time space-filling method as well as other multi-response adaptive sampling methods, to validate the effectiveness of the proposed sampling method, and compare the performance of the Bayesian Support Vector Machine model with the Kriging model on the 6-dimensional case.

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  • 收稿日期:2024-05-12
  • 最后修改日期:2024-11-14
  • 录用日期:2024-09-14
  • 在线发布日期: 2024-09-27
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