IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v198y2020ics0951832019301693.html
   My bibliography  Save this article

Gaussian process metamodeling of functional-input code for coastal flood hazard assessment

Author

Listed:
  • Betancourt, José
  • Bachoc, François
  • Klein, Thierry
  • Idier, Déborah
  • Pedreros, Rodrigo
  • Rohmer, Jérémy

Abstract

This paper investigates the construction of a metamodel for coastal flooding early warning at the peninsula of Gâvres, France. The code under study is an hydrodynamic model which receives time-varying maritime conditions as inputs. We concentrate on Gaussian pocess metamodels to emulate the behavior of the code. To model the inputs we make a projection of them onto a space of lower dimension. This setting gives rise to a model selection methodology which we use to calibrate four characteristics of our functional-input metamodel: (i) the family of basis functions to project the inputs; (ii) the projection dimension; (iii) the distance to measure similarity between functional input points; and (iv) the set of functional predictors to keep active. The proposed methodology seeks to optimize these parameters for metamodel predictability, at an affordable computational cost. A comparison to a dimensionality reduction approach based on the projection error of the input functions only showed that the latter may lead to unnecessarily large projection dimensions. We also assessed the adaptability of our methodology to changes in the number of training and validation points. The methodology proved its robustness by finding the optimal solution for most of the instances, while being computationally efficient.

Suggested Citation

  • Betancourt, José & Bachoc, François & Klein, Thierry & Idier, Déborah & Pedreros, Rodrigo & Rohmer, Jérémy, 2020. "Gaussian process metamodeling of functional-input code for coastal flood hazard assessment," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
  • Handle: RePEc:eee:reensy:v:198:y:2020:i:c:s0951832019301693
    DOI: 10.1016/j.ress.2020.106870
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832019301693
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ress.2020.106870?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Simon Nanty & Céline Helbert & Amandine Marrel & Nadia Pérot & Clémentine Prieur, 2017. "Uncertainty quantification for functional dependent random variables," Computational Statistics, Springer, vol. 32(2), pages 559-583, June.
    2. Wenceslao González‐Manteiga & Rosa M. Crujeiras & Anestis Antoniadis & Céline Helbert & Clémentine Prieur & Laurence Viry, 2012. "Spatio‐temporal metamodeling for West African monsoon," Environmetrics, John Wiley & Sons, Ltd., vol. 23(1), pages 24-36, February.
    3. Philip T. Reiss & Jeff Goldsmith & Han Lin Shang & R. Todd Ogden, 2017. "Methods for Scalar-on-Function Regression," International Statistical Review, International Statistical Institute, vol. 85(2), pages 228-249, August.
    4. Roustant, Olivier & Ginsbourger, David & Deville, Yves, 2012. "DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 51(i01).
    5. Elsa Cazelles & Vivien Seguy & Jérémie Bigot & Marco Cuturi & Nicolas Papadakis, 2017. "Log-PCA versus Geodesic PCA of histograms in the Wasserstein space," Working Papers 2017-85, Center for Research in Economics and Statistics.
    6. Marrel, Amandine & Iooss, Bertrand & Van Dorpe, François & Volkova, Elena, 2008. "An efficient methodology for modeling complex computer codes with Gaussian processes," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4731-4744, June.
    7. Taillard, E., 1990. "Some efficient heuristic methods for the flow shop sequencing problem," European Journal of Operational Research, Elsevier, vol. 47(1), pages 65-74, July.
    8. Bachoc, François, 2013. "Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification," Computational Statistics & Data Analysis, Elsevier, vol. 66(C), pages 55-69.
    9. Jeremy Oakley, 2002. "Bayesian inference for the uncertainty distribution of computer model outputs," Biometrika, Biometrika Trust, vol. 89(4), pages 769-784, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wang, Yuhao & Gao, Yi & Liu, Yongming & Ghosh, Sayan & Subber, Waad & Pandita, Piyush & Wang, Liping, 2021. "Bayesian-entropy gaussian process for constrained metamodeling," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
    2. Mert Edali, 2022. "Pattern‐oriented analysis of system dynamics models via random forests," System Dynamics Review, System Dynamics Society, vol. 38(2), pages 135-166, April.
    3. Fahad, Md Golam Rabbani & Nazari, Rouzbeh & Motamedi, M.H. & Karimi, Maryam, 2022. "A Decision-Making Framework Integrating Fluid and Solid Systems to Assess Resilience of Coastal Communities Experiencing Extreme Storm Events," Reliability Engineering and System Safety, Elsevier, vol. 221(C).
    4. López-Lopera, Andrés F. & Idier, Déborah & Rohmer, Jérémy & Bachoc, François, 2022. "Multioutput Gaussian processes with functional data: A study on coastal flood hazard assessment," Reliability Engineering and System Safety, Elsevier, vol. 218(PA).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Binois, M. & Ginsbourger, D. & Roustant, O., 2015. "Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations," European Journal of Operational Research, Elsevier, vol. 243(2), pages 386-394.
    2. Heredia, María Belén & Prieur, Clémentine & Eckert, Nicolas, 2021. "Nonparametric estimation of aggregated Sobol’ indices: Application to a depth averaged snow avalanche model," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
    3. Michael Ludkovski & James Risk, 2017. "Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement," Papers 1710.05204, arXiv.org, revised May 2018.
    4. Lee, Dongjin & Kramer, Boris, 2023. "Multifidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos-Kriging," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
    5. Cousin, Areski & Maatouk, Hassan & Rullière, Didier, 2016. "Kriging of financial term-structures," European Journal of Operational Research, Elsevier, vol. 255(2), pages 631-648.
    6. Marrel, A. & Marie, N. & De Lozzo, M., 2015. "Advanced surrogate model and sensitivity analysis methods for sodium fast reactor accident assessment," Reliability Engineering and System Safety, Elsevier, vol. 138(C), pages 232-241.
    7. Auffray, Yves & Barbillon, Pierre & Marin, Jean-Michel, 2014. "Bounding rare event probabilities in computer experiments," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 153-166.
    8. Storlie, Curtis B. & Reich, Brian J. & Helton, Jon C. & Swiler, Laura P. & Sallaberry, Cedric J., 2013. "Analysis of computationally demanding models with continuous and categorical inputs," Reliability Engineering and System Safety, Elsevier, vol. 113(C), pages 30-41.
    9. Picheny, Victor & Ginsbourger, David, 2014. "Noisy kriging-based optimization methods: A unified implementation within the DiceOptim package," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 1035-1053.
    10. Simon Nanty & Céline Helbert & Amandine Marrel & Nadia Pérot & Clémentine Prieur, 2017. "Uncertainty quantification for functional dependent random variables," Computational Statistics, Springer, vol. 32(2), pages 559-583, June.
    11. Bachoc, François & Bevilacqua, Moreno & Velandia, Daira, 2019. "Composite likelihood estimation for a Gaussian process under fixed domain asymptotics," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
    12. Cousin, Areski & Maatouk, Hassan & Rullière, Didier, 2016. "Kriging of financial term-structures," European Journal of Operational Research, Elsevier, vol. 255(2), pages 631-648.
    13. Ehsan Mehdad & Jack P. C. Kleijnen, 2018. "Efficient global optimisation for black-box simulation via sequential intrinsic Kriging," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 69(11), pages 1725-1737, November.
    14. Jakub Bijak & Jason D. Hilton & Eric Silverman & Viet Dung Cao, 2013. "Reforging the Wedding Ring," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(27), pages 729-766.
    15. Sündüz Dağ, 2013. "An Application On Flowshop Scheduling," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 1(1), pages 47-56, December.
    16. Acharki, Naoufal & Bertoncello, Antoine & Garnier, Josselin, 2023. "Robust prediction interval estimation for Gaussian processes by cross-validation method," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
    17. Chen, Chuen-Lung & Vempati, Venkateswara S. & Aljaber, Nasser, 1995. "An application of genetic algorithms for flow shop problems," European Journal of Operational Research, Elsevier, vol. 80(2), pages 389-396, January.
    18. Solimanpur, M. & Vrat, Prem & Shankar, Ravi, 2004. "A heuristic to minimize makespan of cell scheduling problem," International Journal of Production Economics, Elsevier, vol. 88(3), pages 231-241, April.
    19. Barry B. & Quim Castellà & Angel A. & Helena Ramalhinho Lourenco & Manuel Mateo, 2012. "ILS-ESP: An Efficient, Simple, and Parameter-Free Algorithm for Solving the Permutation Flow-Shop Problem," Working Papers 636, Barcelona School of Economics.
    20. Diariétou Sambakhé & Lauriane Rouan & Jean-Noël Bacro & Eric Gozé, 2019. "Conditional optimization of a noisy function using a kriging metamodel," Journal of Global Optimization, Springer, vol. 73(3), pages 615-636, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:198:y:2020:i:c:s0951832019301693. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.