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Estimating training data boundaries in surrogate-based modeling

机译:在基于代理的建模中估计训练数据边界

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摘要

Using surrogate models outside training data boundaries can be risky and subject to significant errors. This paper presents a computationally efficient approach to estimate the boundaries of training data inputs in surrogate modeling using the Mahalanobis distance (MD). This distance can then be used as a threshold for deciding whether or not a particular prediction site is within the boundaries of the training data inputs, and has the potential of a likelihood/probabilistic interpretation. The approach is evaluated using two and four dimensional analytical restricted input spaces and a complex biomechanical six dimensional problem. The proposed approach: i) gives good approximations for the boundaries of the restricted input spaces, ii) exhibits reasonable error rates when classifying prediction sites as inside or outside known restricted input spaces and iii) reflects expected error trends for increasing values of the MDs similar to those obtained using a computationally expensive convex hull approach.
机译:在训练数据边界之外使用代理模型可能会带来风险,并且会出现重大错误。本文提出了一种计算有效的方法来估计使用马氏距离(MD)进行的替代建模中训练数据输入的边界。然后,该距离可用作确定特定预测站点是否在训练数据输入的边界内的阈值,并具有可能性/概率解释的潜力。该方法是使用二维和二维分析受限输入空间以及复杂的生物力学六维问题进行评估的。提议的方法:i)对受限输入空间的边界给出良好的近似值,ii)在将预测站点分类为已知受限输入空间的内部或外部时显示合理的错误率,并且iii)反映出随着MD值的增加而出现的预期误差趋势那些使用计算上昂贵的凸包方法获得的结果。

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