A bisection-sampling-based support vector regression–high-dimensional model representation metamodeling technique for high-dimensional problems

Abstract

A major challenge of metamodeling in simulation-based engineering design optimization is to handle the “curse of dimensionality,” i.e. the exponential growth of computational cost with increase of problem dimensionality. Encouragingly, it has been reported recently that a high-dimensional model representation assisted by a radial basis function is capable of deriving high-dimensional input–output relationships at dramatically reduced computational cost. In this article, support vector regression is employed as an alternative to be coupled with high-dimensional model representation for the metamodeling of high-dimensional problems. In particular, the bisection sampling method is proposed to be used in the metamodeling process to generate high-quality training samples. Testing and comparison results show that the developed bisection-sampling-based support vector regression–high-dimensional model representation metamodeling technique can achieve high modeling accuracy with a smaller number of training sample evaluations. For the problem examined in this study, the bisection-sampling-based support vector regression–high-dimensional model representation enables high modeling accuracy and linear computational complexity as the problem dimensionality increases. Analysis of this performance advantage shows that the use of bisection method enables the developed metamodeling technique to be more effective in dealing with high-dimensional problems.