2011
DOI: 10.1080/0305215x.2010.508524
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The development of a hybridized particle swarm for kriging hyperparameter tuning

Abstract: Optimizations involving high fidelity simulations can become prohibitively expensive when an exhaustive search is employed. To remove this expense a surrogate model is often constructed. One of the most popular techniques for the construction of such a surrogate model is that of kriging. However, the construction of a kriging model requires the optimization of a multi-model likelihood function, the cost of which, can approach that of the high fidelity simulations upon which the model is based. The following pa… Show more

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Cited by 71 publications
(36 citation statements)
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“…In this instance both the CPU and GPU implementations of the Kriging functions are developed using Matlab and its inbuilt GPU toolbox. It should also be noted at this point that all of the surrogate modelling and optimization processes presented within this paper, including the GPU acceleration are implemented within the proprietary Rolls-Royce optimization suite OPTIMATv2 [9,19,20,31,32], itself written in Matlab. Figure 12 presents a comparison of the cost associated with the calculation of the log-likelihood function as both the problem dimensionality and the number of sample points, n, increases when the function is evaluated using a desktop CPU operating in single and multi-threaded modes and two different GPUs.…”
Section: Gpu Accelerated Surrogate Model Constructionmentioning
confidence: 99%
See 1 more Smart Citation
“…In this instance both the CPU and GPU implementations of the Kriging functions are developed using Matlab and its inbuilt GPU toolbox. It should also be noted at this point that all of the surrogate modelling and optimization processes presented within this paper, including the GPU acceleration are implemented within the proprietary Rolls-Royce optimization suite OPTIMATv2 [9,19,20,31,32], itself written in Matlab. Figure 12 presents a comparison of the cost associated with the calculation of the log-likelihood function as both the problem dimensionality and the number of sample points, n, increases when the function is evaluated using a desktop CPU operating in single and multi-threaded modes and two different GPUs.…”
Section: Gpu Accelerated Surrogate Model Constructionmentioning
confidence: 99%
“…In the following paper the hybrid particle swarm algorithm of Toal et al [19,20] which utilizes an adjoint of the likelihood function within a local search is employed.…”
Section: Krigingmentioning
confidence: 99%
“…In both the single and multi-fidelity Kriging models used here the hyperparameters are optimized using a hybridized particle swarm algorithm similar to that of Toal et al [23].…”
Section: Single and Multi-fidelity Krigingmentioning
confidence: 99%
“…The SFC resulting from each successful simulation was then used to create a Kriging model using the toolbox provided with OPTIMATv2 where the Kriging hyperparameters are optimized using a hybridized particle swarm exploiting an adjoint of the likelihood function. More details on this process can be found in [31].…”
Section: Simulation Of Sfc Based On a Detailed Mechanical Modelmentioning
confidence: 99%