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An adaptive sampling method for variable-fidelity surrogate models using improved hierarchical kriging
Authors:Jiexiang Hu  Qi Zhou  Xinyu Shao  Tingli Xie
Affiliation:1. The State Key Laboratory of Digital Manufacturing Equipment and Technology, School of Mechanical Science and Engineering, Huazhong University of Science and Technology, Wuhan, PR China;2. George W. Woodruff School of Mechanical Engineering, Georgia Institute of Technology, Atlanta, GA, USA
Abstract:Variable-fidelity (VF) modelling methods have been widely used in complex engineering system design to mitigate the computational burden. Building a VF model generally includes two parts: design of experiments and metamodel construction. In this article, an adaptive sampling method based on improved hierarchical kriging (ASM-IHK) is proposed to refine the improved VF model. First, an improved hierarchical kriging model is developed as the metamodel, in which the low-fidelity model is varied through a polynomial response surface function to capture the characteristics of a high-fidelity model. Secondly, to reduce local approximation errors, an active learning strategy based on a sequential sampling method is introduced to make full use of the already required information on the current sampling points and to guide the sampling process of the high-fidelity model. Finally, two numerical examples and the modelling of the aerodynamic coefficient for an aircraft are provided to demonstrate the approximation capability of the proposed approach, as well as three other metamodelling methods and two sequential sampling methods. The results show that ASM-IHK provides a more accurate metamodel at the same simulation cost, which is very important in metamodel-based engineering design problems.
Keywords:Variable fidelity  metamodel  polynomial response surface  hierarchical kriging  adaptive sampling
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