Performance of an ensemble of ordinary, universal, non-stationary and limit Kriging predictors

Authors:
David J. J. Toal;Andy J. Keane
Affiliations:
Faculty of Engineering & the Environment, University of Southampton, Southampton, UK SO17 1BJ;Faculty of Engineering & the Environment, University of Southampton, Southampton, UK SO17 1BJ
Venue:
Structural and Multidisciplinary Optimization
Year:
2013

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Abstract

The selection of stationary or non-stationary Kriging to create a surrogate model of a black box function requires apriori knowledge of the nature of response of the function as these techniques are better at representing some types of responses than others. While an adaptive technique has been previously proposed to adjust the level of stationarity within the surrogate model such a model can be prohibitively expensive to construct for high dimensional problems. An alternative approach is to employ a surrogate model constructed from an ensemble of stationary and non-stationary Kriging models. The following paper assesses the accuracy and optimization performance of such a modelling strategy using a number of analytical functions and engineering design problems.