2014
DOI: 10.1007/s00158-014-1209-5
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Some considerations regarding the use of multi-fidelity Kriging in the construction of surrogate models

Abstract: Surrogate models or metamodels are commonly used to exploit expensive computational simulations within a design optimization framework. The application of multi-fidelity surrogate modeling approaches has recently been gaining ground due to the potential for further reductions in simulation effort over single fidelity approaches. However, given a black box problem when exactly should a designer select a multi-fidelity approach over a single fidelity approach and vice versa? Using a series of analytical test fun… Show more

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Cited by 104 publications
(34 citation statements)
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References 23 publications
(28 reference statements)
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“…The r 2 correlation coefficient values for the outputs IC3 to IC7 satisfy the r 2 > 0.9 recommendation in Toal (2015). The low r 2 values for IC1 and IC2 are attributed to the low sensitivities of the two responses toward changes in x 1 and x 2 , where the range of observed values are an order of magnitude smaller than the remaining outputs.…”
Section: Two-variable Optimization Of An Engine Intercasingsupporting
confidence: 52%
“…The r 2 correlation coefficient values for the outputs IC3 to IC7 satisfy the r 2 > 0.9 recommendation in Toal (2015). The low r 2 values for IC1 and IC2 are attributed to the low sensitivities of the two responses toward changes in x 1 and x 2 , where the range of observed values are an order of magnitude smaller than the remaining outputs.…”
Section: Two-variable Optimization Of An Engine Intercasingsupporting
confidence: 52%
“…As long as the low fidelity data is well correlated with the high fidelity data [22] the low fidelity data can be used to better define the trend in the response in regions of the design space where there is little or no high fidelity data. Figure 11, recreated from Forrester et al [21], is an excellent example of the advantages of a multi-fidelity approach.…”
Section: Krigingmentioning
confidence: 99%
“…The LF model is artificially constructed so it represents the HF model but with a discrepancy, which is measured by the r 2 lh correlation value and mean absolute relative error (MARE) between the LF and HF function MARE lh . These two statistical measures can be used to perform a preliminary analysis of whether the LF function is similar to the HF one or not [78]. The equation for r 2 lh correlation and MARE lh are…”
Section: Resultsmentioning
confidence: 99%