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An adaptive sampling method for global sensitivity analysis based on least-squares support vector regression

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  • Steiner, M.
  • Bourinet, J.-M.
  • Lahmer, T.

Abstract

In the field of engineering, surrogate models are commonly used for approximating the behavior of a physical phenomenon in order to reduce the computational costs. Generally, a surrogate model is created based on a set of training data, where a typical method for the statistical design is the Latin hypercube sampling (LHS). Even though a space-filling distribution of the training data is reached, the sampling process takes no information on the underlying behavior of the physical phenomenon into account and new data cannot be sampled in the same distribution if the approximation quality is not sufficient. Therefore, in this study we present a novel adaptive sampling method based on a specific surrogate model, the least-squares support vector regression. The adaptive sampling method generates training data based on the uncertainty in local prognosis capabilities of the surrogate model - areas of higher uncertainty require more sample data. The approach offers a cost efficient calculation due to the properties of the least-squares support vector regression. The opportunities of the adaptive sampling method are proven in comparison with the LHS on different analytical examples. Furthermore, the adaptive sampling method is applied to the calculation of global sensitivity values according to Sobol, where it shows faster convergence than the LHS method. With the applications in this paper it is shown that the presented adaptive sampling method improves the estimation of global sensitivity values, hence reducing the overall computational costs visibly.

Suggested Citation

  • Steiner, M. & Bourinet, J.-M. & Lahmer, T., 2019. "An adaptive sampling method for global sensitivity analysis based on least-squares support vector regression," Reliability Engineering and System Safety, Elsevier, vol. 183(C), pages 323-340.
    • Handle: RePEc:eee:reensy:v:183:y:2019:i:c:p:323-340
    DOI: 10.1016/j.ress.2018.11.015
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    Cited by:

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    3. Zhang, Limao & Lin, Penghui, 2021. "Multi-objective optimization for limiting tunnel-induced damages considering uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    4. Qu, Pengfei & Zhang, Limao & Zhu, Qizhi & Wu, Maozhi, 2023. "Probabilistic reliability assessment of twin tunnels considering fluid–solid coupling with physics-guided machine learning," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    5. Zhang, Yu & Dong, You & Xu, Jun, 2023. "An accelerated active learning Kriging model with the distance-based subdomain and a new stopping criterion for reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    6. Xiang Peng & Xiaoqing Xu & Jiquan Li & Shaofei Jiang, 2021. "A Sampling-Based Sensitivity Analysis Method Considering the Uncertainties of Input Variables and Their Distribution Parameters," Mathematics, MDPI, vol. 9(10), pages 1-18, May.

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