2015
DOI: 10.1002/sam.11281
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Discovering an active subspace in a single‐diode solar cell model

Abstract: Predictions from science and engineering models depend on the values of the model's input parameters. As the number of parameters increases, algorithmic parameter studies like optimization or uncertainty quantification require many more model evaluations. One way to combat this curse of dimensionality is to seek an alternative parameterization with fewer variables that produces comparable predictions. The active subspace is a low-dimensional linear subspace defined by important directions in the model's input … Show more

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Cited by 34 publications
(29 citation statements)
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References 16 publications
(31 reference statements)
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“…In contrast to the total sensitivity index τ i from (8) and the derivative-based measures ν i from (9), the β i 's are signed, so they indicate if f will increase or decrease given a positive change in x i . We can compute reference values for β i by noting the relationship between the m-dimensional Legendre series truncated to degree 1 (i.e., only a constant and m linear terms) and the least-squares linear approximation (12); the Legendre series is often referred to as the generalized polynomial chaos associated with the uniform density [21,29]. In particular, the degree-1 Legendre approximation is the best linear approximation in the L 2 norm.…”
Section: Linear Model Coefficientsmentioning
confidence: 99%
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“…In contrast to the total sensitivity index τ i from (8) and the derivative-based measures ν i from (9), the β i 's are signed, so they indicate if f will increase or decrease given a positive change in x i . We can compute reference values for β i by noting the relationship between the m-dimensional Legendre series truncated to degree 1 (i.e., only a constant and m linear terms) and the least-squares linear approximation (12); the Legendre series is often referred to as the generalized polynomial chaos associated with the uniform density [21,29]. In particular, the degree-1 Legendre approximation is the best linear approximation in the L 2 norm.…”
Section: Linear Model Coefficientsmentioning
confidence: 99%
“…Its coefficients admit a simple integral representation by virtue of the Legendre polynomials' orthogonality. Thus, we can estimate the coefficients with high order Gauss quadrature [30] and scale them by a quadrature-based estimate of the variance to get the coefficients of a linear monomial approximation as in (12).…”
Section: Linear Model Coefficientsmentioning
confidence: 99%
“…A component with a relatively large magnitude indicates that the corresponding parameter is important in defining the important subspace. Often in practice, the eigenvector components with large magnitudes correspond to parameters with relatively large standard sensitivity metrics, for example, Sobol' indices [5,7]. Moreover, if the functional relationship in the summary plot is monotonic-that is, f appears to be an increasing or decreasing function of w T x as assessed by the summary plot-then the sign of each eigenvector component reveals the direction in which f changes in response to changes in the corresponding parameter, on average.…”
Section: Sensitivity Metrics From Active Subspacesmentioning
confidence: 99%
“…wherex denotes the gradient with respect tox, andg is the gradient ofg with respect to its argument, A Tx . Plugging Equation 19 into Equation 8,…”
Section: Connecting Dimensional Analysis To Active Subspacesmentioning
confidence: 99%