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Sensitivity analysis of expensive black-box systems using metamodeling

Tom Van Steenkiste, Joachim van der Herten, Ivo Couckuyt, Tom Dhaene
<span title="">2016</span> <i title="IEEE"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/7n2gtrr2tzevzonkaymviwxhsa" style="color: black;">2016 Winter Simulation Conference (WSC)</a> </i> &nbsp;
However, these simulators are often expensive to evaluate and sensitivity analysis typically requires a large amount of evaluations.  ...  In this paper, we propose a novel sensitivity analysis algorithm for variance and derivative based indices using sequential sampling and metamodeling.  ...  Ivo Couckuyt is a post-doctoral research fellow of FWO-Vlaanderen.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1109/wsc.2016.7822123">doi:10.1109/wsc.2016.7822123</a> <a target="_blank" rel="external noopener" href="https://dblp.org/rec/conf/wsc/SteenkisteHCD16.html">dblp:conf/wsc/SteenkisteHCD16</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/4k3lma5xjnbf7js5teygm5lh7u">fatcat:4k3lma5xjnbf7js5teygm5lh7u</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20180725171028/https://biblio.ugent.be/publication/8506678/file/8506685.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/85/05/85057bd6e9b8874927d6e5e1c76117ce7e493fc4.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1109/wsc.2016.7822123"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> ieee.com </button> </a>

Sequential sensitivity analysis of expensive black-box simulators with metamodelling

Tom Van Steenkiste, Joachim van der Herten, Ivo Couckuyt, Tom Dhaene
<span title="">2018</span> <i title="Elsevier BV"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/gtpvsgujvfb5fjb2m4xzlxum6a" style="color: black;">Applied Mathematical Modelling</a> </i> &nbsp;
However, sensitivity analysis is an expensive process in terms of number of evaluations. Hence, metamodelling techniques are used to reduce the computational burden.  ...  In this paper we present, discuss and evaluate a novel algorithm for sequential variance-based and derivative-based sensitivity analysis of expensive blackbox simulators using metamodelling.  ...  Acknowledgments Ivo Couckuyt is a post-doctoral research fellow of FWO-Vlaanderen.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1016/j.apm.2018.05.023">doi:10.1016/j.apm.2018.05.023</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/v3hfzcm6erbu5dl3drzw343zke">fatcat:v3hfzcm6erbu5dl3drzw343zke</a> </span>
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Recent developments in metamodel based robust black-box simulation optimization: An overview

Nader Ale Ebrahim, Amir Parnianifard, A Azfanizam, M Ariffin, M Ismail
<span title="2018-06-09">2018</span> <i title="Figshare"> Figshare </i> &nbsp;
In this state-of the art review paper, a systematic qualitative and quantitative review is implemented among Metamodel Based Robust Simulation Optimization (MBRSO) for black-box and expensive simulation  ...  It is desired to improve the validity of simulation-optimization results by attending the source of variability in the model's output(s).  ...  Ale Ebrahim, "Recent developments in metamodel based robust black-box simulation optimization: An overview," Decision Science Letters, vol. 8, no. 1, pp. 17-44, 2019.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.6084/m9.figshare.6466625">doi:10.6084/m9.figshare.6466625</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/va7fpxohdvgn7o4boceztyqupe">fatcat:va7fpxohdvgn7o4boceztyqupe</a> </span>
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Recent developments in metamodel based robust black-box simulation optimization: An overview

Amir Parnianifard, A.S. Azfanizam, M.K.A. Ariffin, M.I.S. Ismail, Nader Ale Ebrahim
<span title="">2019</span> <i title="Growing Science"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/nxkl7mxyfvawxb6g5fakhiw2eq" style="color: black;">Decision Science Letters</a> </i> &nbsp;
Expensive simulation running and expensive analysis of processes are often considered black-box function.  ...  Sensitivity analysis can serve optimization of the simulated system (Kleijnen, 2010) . The sensitivity analysis is based on a fixed condition for a system just with the variation of one factor.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.5267/j.dsl.2018.5.004">doi:10.5267/j.dsl.2018.5.004</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/j5ihfxwnlfesbcsuyyli622b44">fatcat:j5ihfxwnlfesbcsuyyli622b44</a> </span>
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REVIEW OF METAMODELING TECHNIQUES FOR PRODUCT DESIGN WITH COMPUTATION-INTENSIVE PROCESSES

G. Gary Wang, S. Shan
<span title="2011-08-15">2011</span> <i title="Queen&#39;s University Library"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/fntxk44p3rh6rgmk3h2xgb5ggi" style="color: black;">Proceedings of the Canadian Engineering Education Association (CEEA)</a> </i> &nbsp;
The computation burden is often caused by expensive analysis and simulation processes.  ...  Approximation or metamodeling techniques are often used to model these computation-intensive processes in order to improve efficiency.  ...  Metamodeling for Function Properties Currently metamodeling is only used for approximating the design variables and their performances, which are often used as an output of the "black-box" functions.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.24908/pceea.v0i0.3940">doi:10.24908/pceea.v0i0.3940</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/uteiaoju2bckxntuscqsv3gjra">fatcat:uteiaoju2bckxntuscqsv3gjra</a> </span>
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Very Short Literature Survey From Supervised Learning To Surrogate Modeling [article]

Altay Brusan
<span title="2012-03-21">2012</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
The past century was era of linear systems. Either systems (especially industrial ones) were simple (quasi)linear or linear approximations were accurate enough.  ...  system studies.  ...  For constrained optimization problems, if both constraint and objective functions are computation expensive and metamodeling is applied, it is found that the constrained optimum is very sensitive to the  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1203.4788v1">arXiv:1203.4788v1</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/l2dt5netyjfntovdkeu2xynhza">fatcat:l2dt5netyjfntovdkeu2xynhza</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200827063143/https://arxiv.org/ftp/arxiv/papers/1203/1203.4788.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/63/70/637034cd71c9aa5dcf9db1c60c35f38b3d52cf4d.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1203.4788v1" title="arxiv.org access"> <button class="ui compact blue labeled icon button serp-button"> <i class="file alternate outline icon"></i> arxiv.org </button> </a>

Semi-intrusive Uncertainty Quantification for Multiscale models [article]

Anna Nikishova, Alfons G. Hoekstra
<span title="2018-12-07">2018</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
The methods are semi-intrusive in the sense that inspection of the model is limited up to the level of the single scale systems, and viewing these single scale components as black-boxes.  ...  The goal is to estimate uncertainty in the result of multiscale models at a reduced amount of time as compared to black-box Monte Carlo (MC).  ...  According to the MMSF, instead of considering the whole multiscale model as a black-box, the model can be seen as a collection of coupled single scale black-box systems.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1806.09341v2">arXiv:1806.09341v2</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/twh2wrtnyrelleyxvbpuk2vb7m">fatcat:twh2wrtnyrelleyxvbpuk2vb7m</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200903233028/https://arxiv.org/pdf/1806.09341v2.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/45/6f/456f3be9703a69639813fe20ae0f51afd047c013.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1806.09341v2" title="arxiv.org access"> <button class="ui compact blue labeled icon button serp-button"> <i class="file alternate outline icon"></i> arxiv.org </button> </a>

Page 883 of The Journal of the Operational Research Society Vol. 55, Issue 8 [page]

<span title="">2004</span> <i title="Palgrave Macmillan"> <a target="_blank" rel="noopener" href="https://archive.org/details/pub_journal-of-the-operational-research-society" style="color: black;">The Journal of the Operational Research Society</a> </i> &nbsp;
Efficient global optimization of expensive black-box functions. J Global Optim 13: 455-492 Angiin ED, den Hertog Giirkan G and Kleijnen JPC (2002) Response surface methodology revisited.  ...  Experimental design for sensitivity analysis, optimization, and validation of simulation models. In: Banks J (ed). Handhook of Simulation. Wiley: New York, pp 173-223 Chapter 6.  ... 
<span class="external-identifiers"> </span>
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Designing scalable product families by the radial basis function–high-dimensional model representation metamodelling technique

Zhila Pirmoradi, Kambiz Haji Hajikolaei, G. Gary Wang
<span title="2014-10-30">2014</span> <i title="Informa UK Limited"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/xcocvs5gxnbgdlckr5p4zggn74" style="color: black;">Engineering optimization (Print)</a> </i> &nbsp;
Unconventional sensitivity analysis and information on variation in the individual variants' optimal design are used for platform configuration design.  ...  However, for computationally intensive design functions which are viewed as black boxes, the family design would be challenging.  ...  Funding This work was supported by the Natural Science and Engineering Research Council (NSERC) of Canada.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1080/0305215x.2014.971776">doi:10.1080/0305215x.2014.971776</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/dzvtkq3zdfeizdxp7vexfzbfhu">fatcat:dzvtkq3zdfeizdxp7vexfzbfhu</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20170809233539/http://www.sfu.ca/~gwa5/pdf/2014_02.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/b9/82/b98256e4dca4af7839faeed2fd14ca72753e22f7.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1080/0305215x.2014.971776"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> tandfonline.com </button> </a>

A Simulated Annealing Based Optimization Algorithm [chapter]

Yoel Tenne
<span title="2017-04-26">2017</span> <i title="InTech"> Computational Optimization in Engineering - Paradigms and Applications </i> &nbsp;
In modern engineering finding an optimal design is formulated as an optimization problem which involves evaluating a computationally expensive black-box function.  ...  It also uses ensembles that combine prediction of several metamodels to improve the overall prediction accuracy.  ...  Expensive black-box problems Computationally expensive optimization problems are common across engineering and science.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.5772/66455">doi:10.5772/66455</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/hthdwd5ojrgenmdte6hioixr6a">fatcat:hthdwd5ojrgenmdte6hioixr6a</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20190427102629/https://cdn.intechopen.com/pdfs/53158.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/45/54/4554f8ebff38b8a5b18961be98005b617aa0536a.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.5772/66455"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> Publisher / doi.org </button> </a>

Survey of modeling and optimization strategies to solve high-dimensional design problems with computationally-expensive black-box functions

Songqing Shan, G. Gary Wang
<span title="2009-08-07">2009</span> <i title="Springer Nature"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/23zzy464pvfarebieeuobs627a" style="color: black;">Structural And Multidisciplinary Optimization</a> </i> &nbsp;
The most eminent challenges arise from high-dimensionality of problems, computationally-expensive analysis/simulation, and unknown function properties (i.e., black-box functions).  ...  This survey has been performed in three areas: strategies tackling high-dimensionality of problems, model approximation techniques, and direct optimization strategies for computationally-expensive black-box  ...  Acknowledgments Funding supports from Canada Graduate Scholarships (CGS) and Natural Science and Engineering Research Council (NSERC) of Canada are gratefully acknowledged.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1007/s00158-009-0420-2">doi:10.1007/s00158-009-0420-2</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/xyxrxedzvzdmfpwpbdyovabdze">fatcat:xyxrxedzvzdmfpwpbdyovabdze</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20121222053247/http://www.sfu.ca:80/~gwa5/index_files/surveyHD.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/9a/58/9a58cf1f1ebfda7bd4d17350a8ba41fd0a53454f.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1007/s00158-009-0420-2"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> springer.com </button> </a>

Page 261 of The Journal of the Operational Research Society Vol. 54, Issue 3 [page]

<span title="">2003</span> <i title="Palgrave Macmillan"> <a target="_blank" rel="noopener" href="https://archive.org/details/pub_journal-of-the-operational-research-society" style="color: black;">The Journal of the Operational Research Society</a> </i> &nbsp;
In: Ghosh S and Rao CR (eds) Handbook of Statistics, Vol 13. Elsevier; Amsterdam, pp 261-308. Jones DR, Schonlau M and Welch WJ (1998). Efficient global optimization of expensive black-box functions.  ...  Experimental design for sensitivity analysis, optimization, and validation of simulation models. In: Banks J (ed) Handbook of Simulation. Wiley: New York, pp 173-223.  ... 
<span class="external-identifiers"> </span>
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An Overview of the Design and Analysis of Simulation Experiments for Sensitivity Analysis

Jack P. C. Kleijnen
<span title="">2004</span> <i title="Elsevier BV"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/tol7woxlqjeg5bmzadeg6qrg3e" style="color: black;">Social Science Research Network</a> </i> &nbsp;
Sensitivity analysis may serve validation, optimization, and risk analysis of simulation models. This review surveys 'classic' and 'modern' designs for experiments with simulation models.  ...  The resulting input/output (I/O) data are analyzed through polynomial metamodels, which are a type of linear regression models.  ...  Acknowledgements The following colleagues provided comments on a first draft of this paper: Russell Barton (Pennsylvania State University) and Wim van Beers (Tilburg University).  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2139/ssrn.557741">doi:10.2139/ssrn.557741</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/mgdtswdjpfb3tlfg5nvpp6p77a">fatcat:mgdtswdjpfb3tlfg5nvpp6p77a</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20120712154841/http://www2.econ.iastate.edu/tesfatsi/DesignAnalysisSimExperiments.Kleijnen2004.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/48/51/48519f8de696684ae1888ca09ff963deb37e2509.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2139/ssrn.557741"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> ssrn.com </button> </a>

An overview of the design and analysis of simulation experiments for sensitivity analysis

Jack P.C. Kleijnen
<span title="">2005</span> <i title="Elsevier BV"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/2fqqu5s6wbgk5gcucpt3wqm3gy" style="color: black;">European Journal of Operational Research</a> </i> &nbsp;
Sensitivity analysis may serve validation, optimization, and risk analysis of simulation models. This review surveys 'classic' and 'modern' designs for experiments with simulation models.  ...  The resulting input/output (I/O) data are analyzed through polynomial metamodels, which are a type of linear regression models.  ...  Acknowledgements The following colleagues provided comments on a first draft of this paper: Russell Barton (Pennsylvania State University) and Wim van Beers (Tilburg University).  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1016/j.ejor.2004.02.005">doi:10.1016/j.ejor.2004.02.005</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/gkfskjv5fvhyxntajph24igeum">fatcat:gkfskjv5fvhyxntajph24igeum</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20120712154841/http://www2.econ.iastate.edu/tesfatsi/DesignAnalysisSimExperiments.Kleijnen2004.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/48/51/48519f8de696684ae1888ca09ff963deb37e2509.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1016/j.ejor.2004.02.005"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> elsevier.com </button> </a>

Metamodel-assisted analysis of an integrated model composition: An example using linked surface water – groundwater models

Vasileios Christelis, Andrew G. Hughes
<span title="">2018</span> <i title="Elsevier BV"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/irxlz6wefjcmnddydjot2v3uii" style="color: black;">Environmental Modelling &amp; Software</a> </i> &nbsp;
In order to retain the process fidelity without loss of accuracy, the use of Kriging metamodels is proposed to perform Monte Carlo simulation and sensitivity analysis, in lieu of compositions developed  ...  Analysis using the metamodels accurately identified the important parameters.  ...  The authors publish with the permission of the Executive Director of the British Geological Survey (NERC).  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1016/j.envsoft.2018.05.004">doi:10.1016/j.envsoft.2018.05.004</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/pkbmbly3xfchbassmwtkjijamq">fatcat:pkbmbly3xfchbassmwtkjijamq</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200307003514/http://nora.nerc.ac.uk/id/eprint/520248/1/Christelis_Hughes_May_2018.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/df/02/df024a5597d316d9c43dec7a35b822a501dc96e5.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1016/j.envsoft.2018.05.004"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> elsevier.com </button> </a>
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