An efficient gradient-enhanced kriging modeling method assisted by fast kriging for high-dimension problems
Youwei He,
Kuan Tan,
Chunming Fu
et al.
Abstract:Purpose
The modeling cost of the gradient-enhanced kriging (GEK) method is prohibitive for high-dimensional problems. This study aims to develop an efficient modeling strategy for the GEK method.
Design/methodology/approach
A two-step tuning strategy is proposed for the construction of the GEK model. First, an auxiliary kriging is built efficiently. Then, the hyperparameter of the kriging model is served as a good initial guess to that of the GEK model, and a local optimal search is further used to explore t… Show more
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