The University of Southampton
University of Southampton Institutional Repository

Considerations of Accuracy and Uncertainty with Kriging Surrogate Models in Single-Objective Electromagnetic Design Optimization

Considerations of Accuracy and Uncertainty with Kriging Surrogate Models in Single-Objective Electromagnetic Design Optimization
Considerations of Accuracy and Uncertainty with Kriging Surrogate Models in Single-Objective Electromagnetic Design Optimization
The high computational cost of evaluating objective functions in electromagnetic optimal design problems necessitates the use of cost-effective techniques. This paper discusses the use of one popular technique, surrogate modelling, with emphasis placed on the importance of considering both the accuracy of, and uncertainty in, the surrogate model. After briefly reviewing how such considerations have been made in the single-objective optimization of electromagnetic devices, their use with kriging surrogate models is investigated. Traditionally, space-filling experimental designs are used to construct the initial kriging model, with the aim to maximize the accuracy of the initial surrogate model, from which the optimization search will start. Utility functions, which balance the predictions made by this model with its uncertainty, are often used to select the next point to be evaluated. In this paper, the performances of several different utility functions are examined using experimental designs which yield initial kriging models of varying degrees of accuracy. It is found that no advantage is necessarily achieved through searching for optima using utility functions on initial kriging models of higher accuracy, and that a reduction in the total number of objective function evaluations may be achieved by starting the iterative optimization search earlier with utility functions on kriging models of lower accuracy. The implications for electromagnetic optimal design are discussed.
1751-8830
37-47
Hawe, G.
8ea51060-d74b-411c-a24f-18015fa9ce8d
Sykulski, J.K.
d6885caf-aaed-4d12-9ef3-46c4c3bbd7fb
Hawe, G.
8ea51060-d74b-411c-a24f-18015fa9ce8d
Sykulski, J.K.
d6885caf-aaed-4d12-9ef3-46c4c3bbd7fb

Hawe, G. and Sykulski, J.K. (2007) Considerations of Accuracy and Uncertainty with Kriging Surrogate Models in Single-Objective Electromagnetic Design Optimization. IET Science, Measurement & Technology, 1 (1), 37-47.

Record type: Article

Abstract

The high computational cost of evaluating objective functions in electromagnetic optimal design problems necessitates the use of cost-effective techniques. This paper discusses the use of one popular technique, surrogate modelling, with emphasis placed on the importance of considering both the accuracy of, and uncertainty in, the surrogate model. After briefly reviewing how such considerations have been made in the single-objective optimization of electromagnetic devices, their use with kriging surrogate models is investigated. Traditionally, space-filling experimental designs are used to construct the initial kriging model, with the aim to maximize the accuracy of the initial surrogate model, from which the optimization search will start. Utility functions, which balance the predictions made by this model with its uncertainty, are often used to select the next point to be evaluated. In this paper, the performances of several different utility functions are examined using experimental designs which yield initial kriging models of varying degrees of accuracy. It is found that no advantage is necessarily achieved through searching for optima using utility functions on initial kriging models of higher accuracy, and that a reduction in the total number of objective function evaluations may be achieved by starting the iterative optimization search earlier with utility functions on kriging models of lower accuracy. The implications for electromagnetic optimal design are discussed.

Text
IET-ProcSMT-vol1no1page37.pdf - Other
Download (504kB)

More information

Published date: January 2007
Organisations: EEE

Identifiers

Local EPrints ID: 263752
URI: http://eprints.soton.ac.uk/id/eprint/263752
ISSN: 1751-8830
PURE UUID: 695f2b86-c69b-46b4-a939-4572bda013b9
ORCID for J.K. Sykulski: ORCID iD orcid.org/0000-0001-6392-126X

Catalogue record

Date deposited: 27 Mar 2007
Last modified: 07 Oct 2020 02:30

Export record

Contributors

Author: G. Hawe
Author: J.K. Sykulski ORCID iD

University divisions

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×