Skip to main content
Erschienen in: Structural and Multidisciplinary Optimization 6/2014

01.06.2014 | RESEARCH PAPER

Metamodel-assisted optimization based on multiple kernel regression for mixed variables

verfasst von: Manuel Herrera, Aurore Guglielmetti, Manyu Xiao, Rajan Filomeno Coelho

Erschienen in: Structural and Multidisciplinary Optimization | Ausgabe 6/2014

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

While studies in metamodel-assisted optimization predominantly involve continuous variables, this paper explores the additional presence of categorical data, representing for instance the choice of a material or the type of connection. The common approach consisting in mapping them onto integers might lead to inconsistencies or poor approximation results. Therefore, an investigation of the best coding is necessary; however, to build accurate and flexible metamodels, a special attention should also be devoted to the treatment of the distinct nature of the variables involved. Consequently, a multiple kernel regression methodology is proposed, since it allows for selecting separate kernel functions with respect to the variable type. The validation of the advocated approach is carried out on six analytical benchmark test cases and on the structural responses of a rigid frame. In all cases, better performances are obtained by multiple kernel regression with respect to its single kernel counterpart, thereby demonstrating the potential offered by this approach, especially in combination with dummy coding. Finally, multi-objective surrogate-based optimization is performed on the rigid frame example, firstly to illustrate the benefit of dealing with mixed variables for structural design, then to show the reduction in terms of finite element simulations obtained thanks to the metamodels.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Fußnoten
1
This paper is based on a contribution presented at the 10th World Congress on Structural and Multidisciplinary Optimization (WCSMO-10), Orlando, Florida, USA, May 19-24, 2013.
 
2
For a synthesis of single-objective optimization studies for mixed variables in engineering design, the reader is referred to Filomeno Coelho (2013).
 
Literatur
Zurück zum Zitat Abramson M, Audet C, Dennis DEJ (2004) Filter pattern search algorithms for mixed variable constrained optimization problems. SIAM J Optim 11:573–594 Abramson M, Audet C, Dennis DEJ (2004) Filter pattern search algorithms for mixed variable constrained optimization problems. SIAM J Optim 11:573–594
Zurück zum Zitat Agresti A (1996) An introduction to categorical data analysis. Wiley, New YorkMATH Agresti A (1996) An introduction to categorical data analysis. Wiley, New YorkMATH
Zurück zum Zitat Christmann A, Hable R (2012) Consistency of support vector machines using additive kernels for additive models. Comput Stat Data Anal 56(4):854–873CrossRefMATHMathSciNet Christmann A, Hable R (2012) Consistency of support vector machines using additive kernels for additive models. Comput Stat Data Anal 56(4):854–873CrossRefMATHMathSciNet
Zurück zum Zitat Coello Coello CA, Van Veldhuizen DA, Lamont GB (2002) Evolutionary algorithms for solving multi-objective problems. Kluwer Academic/Plenum Publishers, New YorkCrossRefMATH Coello Coello CA, Van Veldhuizen DA, Lamont GB (2002) Evolutionary algorithms for solving multi-objective problems. Kluwer Academic/Plenum Publishers, New YorkCrossRefMATH
Zurück zum Zitat Cohen J, Cohen P, West SG, Aiken LS (2003) Applied multiple regression/correlation analysis for the behavioural sciences. Routledge, New York Cohen J, Cohen P, West SG, Aiken LS (2003) Applied multiple regression/correlation analysis for the behavioural sciences. Routledge, New York
Zurück zum Zitat Davis MJ (2010) Contrast coding in multiple regression analysis: strengths, weaknesses, and utility of popular coding structures. Data Sci 8:61–73 Davis MJ (2010) Contrast coding in multiple regression analysis: strengths, weaknesses, and utility of popular coding structures. Data Sci 8:61–73
Zurück zum Zitat Deb K, Pratap A, Agarwal S, Meyarivan T (2002) A fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Trans Evol Comput 6(2):182–197CrossRef Deb K, Pratap A, Agarwal S, Meyarivan T (2002) A fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Trans Evol Comput 6(2):182–197CrossRef
Zurück zum Zitat Ferreira AJM (2009) MATLAB codes for finite element analysis. Solid mechanics and its applications. Springer, New York Ferreira AJM (2009) MATLAB codes for finite element analysis. Solid mechanics and its applications. Springer, New York
Zurück zum Zitat Filomeno Coelho R (2012) Extending moving least squares to mixed variables for metamodel-assisted optimization. In: 6th European congress on computational methods in applied sciences and engineering (ECCOMAS 2012). Vienna Filomeno Coelho R (2012) Extending moving least squares to mixed variables for metamodel-assisted optimization. In: 6th European congress on computational methods in applied sciences and engineering (ECCOMAS 2012). Vienna
Zurück zum Zitat Filomeno Coelho R (2013) Metamodels for mixed variables based on moving least squares–application to the structural analysis of a rigid frame. Optim Eng. doi:10.1007/s11081-013-9216-8 Filomeno Coelho R (2013) Metamodels for mixed variables based on moving least squares–application to the structural analysis of a rigid frame. Optim Eng. doi:10.​1007/​s11081-013-9216-8
Zurück zum Zitat Forrester AIJ, Keane AJ (2009) Recent advances in surrogate-based optimization. Prog Aerosp Sci 45(1–3):50–79CrossRef Forrester AIJ, Keane AJ (2009) Recent advances in surrogate-based optimization. Prog Aerosp Sci 45(1–3):50–79CrossRef
Zurück zum Zitat Goldberg Y, Elhadad M (2008) splitSVM: Fast, space-efficient, non-heuristic, polynomial kernel computation for NLP applications. In: 46st annual meeting of the association of computational linguistics (ACL) Goldberg Y, Elhadad M (2008) splitSVM: Fast, space-efficient, non-heuristic, polynomial kernel computation for NLP applications. In: 46st annual meeting of the association of computational linguistics (ACL)
Zurück zum Zitat Gönen M, Alpaydin E (2011) Multiple kernel learning algorithms. Mach Learn Res 12:2211–2268MATHMathSciNet Gönen M, Alpaydin E (2011) Multiple kernel learning algorithms. Mach Learn Res 12:2211–2268MATHMathSciNet
Zurück zum Zitat Hardy M (1993) Regression with dummy variables. Sage, Newbury Park Hardy M (1993) Regression with dummy variables. Sage, Newbury Park
Zurück zum Zitat Hemker T (2008) Derivative free surrogate optimization for mixed-integer nonlinear black box problems in engineering. PhD thesis, Technisen Universität Darmstad, Germany Hemker T (2008) Derivative free surrogate optimization for mixed-integer nonlinear black box problems in engineering. PhD thesis, Technisen Universität Darmstad, Germany
Zurück zum Zitat Herrera M, Filomeno Coelho R (2013) Metamodels for mixed variables by multiple kernel regression. In: 10th world congress on structural and multidisciplinary optimization (WCSMO 10). Orlando Herrera M, Filomeno Coelho R (2013) Metamodels for mixed variables by multiple kernel regression. In: 10th world congress on structural and multidisciplinary optimization (WCSMO 10). Orlando
Zurück zum Zitat Hofmann T, Schölkopf B, Smola A (2008) Kernel methods in machine learning. Ann Stat 36(3):1171–1220CrossRefMATH Hofmann T, Schölkopf B, Smola A (2008) Kernel methods in machine learning. Ann Stat 36(3):1171–1220CrossRefMATH
Zurück zum Zitat Huang CM, Lee YJ, Lin DK, Huang SY (2007) Model selection for support vector machines via uniform design. Comput Stat Data Anal 52(1):335–346CrossRefMATHMathSciNet Huang CM, Lee YJ, Lin DK, Huang SY (2007) Model selection for support vector machines via uniform design. Comput Stat Data Anal 52(1):335–346CrossRefMATHMathSciNet
Zurück zum Zitat Kondor RI, Lafferty JD (2002) Diffusion kernels on graphs and other discrete input spaces. In: Proceedings of the nineteenth international conference on machine learning, ICML ’02. Morgan Kaufmann Publishers Inc., San Francisco, pp 315–322 Kondor RI, Lafferty JD (2002) Diffusion kernels on graphs and other discrete input spaces. In: Proceedings of the nineteenth international conference on machine learning, ICML ’02. Morgan Kaufmann Publishers Inc., San Francisco, pp 315–322
Zurück zum Zitat Lanckriet G, Cristianini N, Barlett P, El-Ghaoui L, Jordan MI (2004) Learning the kernel matrix with semi-definite programming. Mach Learn Res 5:27–72MATH Lanckriet G, Cristianini N, Barlett P, El-Ghaoui L, Jordan MI (2004) Learning the kernel matrix with semi-definite programming. Mach Learn Res 5:27–72MATH
Zurück zum Zitat Lee N, Kim JM (2010) Conversion of categorical variables into numerical variables via bayesian network classifiers for binary classifications. Comput Stat Data Anal 54(5):1247–1265CrossRefMATH Lee N, Kim JM (2010) Conversion of categorical variables into numerical variables via bayesian network classifiers for binary classifications. Comput Stat Data Anal 54(5):1247–1265CrossRefMATH
Zurück zum Zitat Liew R, Chen H, Shanmugam N, Chen W (2000) Improved non-linear plastic hinge analysis of space frame structures. Eng Struct 22(10):1324–1338CrossRef Liew R, Chen H, Shanmugam N, Chen W (2000) Improved non-linear plastic hinge analysis of space frame structures. Eng Struct 22(10):1324–1338CrossRef
Zurück zum Zitat Luts J, Molenberghs G, Verbeke G, Huffel SV, Suykens JA (2012) A mixed effects least squares support vector machine model for classification of longitudinal data. Comput Stat Data Anal 56(3):611–628CrossRefMATH Luts J, Molenberghs G, Verbeke G, Huffel SV, Suykens JA (2012) A mixed effects least squares support vector machine model for classification of longitudinal data. Comput Stat Data Anal 56(3):611–628CrossRefMATH
Zurück zum Zitat McCane B, Albert MH (2008) Distance functions for categorical and mixed variables. Pattern Recogn Lett 29(7):986–993CrossRef McCane B, Albert MH (2008) Distance functions for categorical and mixed variables. Pattern Recogn Lett 29(7):986–993CrossRef
Zurück zum Zitat Mortier F, Robin S, Lassalvy S, Baril C, Bar-Hen A (2006) Prediction of Euclidean distances with discrete and continuous outcomes. Multivar Anal 97(8):1799–1814CrossRefMATHMathSciNet Mortier F, Robin S, Lassalvy S, Baril C, Bar-Hen A (2006) Prediction of Euclidean distances with discrete and continuous outcomes. Multivar Anal 97(8):1799–1814CrossRefMATHMathSciNet
Zurück zum Zitat Papadrakakis M, Lagaros N, Plevris V (2005) Design optimization of steel structures considering uncertainties. Eng Struct 27:1408–1418CrossRef Papadrakakis M, Lagaros N, Plevris V (2005) Design optimization of steel structures considering uncertainties. Eng Struct 27:1408–1418CrossRef
Zurück zum Zitat Purcell R (2011) Machine learning with multiple kernel learning algorithms. Master’s thesis, University of Bristol, UK Purcell R (2011) Machine learning with multiple kernel learning algorithms. Master’s thesis, University of Bristol, UK
Zurück zum Zitat Qiu S, Lane T (2005) Multiple kernel learning for support vector regression. Tech. rep. Computer Science Department, University of New Mexico, Albuquerque Qiu S, Lane T (2005) Multiple kernel learning for support vector regression. Tech. rep. Computer Science Department, University of New Mexico, Albuquerque
Zurück zum Zitat Queipo NV, Haftka RT, Shyy W, Goel T, Vaidyanathan R, Tucker PK (2005) Surrogate-based analysis and optimization. Prog Aerosp Sci 41:1–28CrossRef Queipo NV, Haftka RT, Shyy W, Goel T, Vaidyanathan R, Tucker PK (2005) Surrogate-based analysis and optimization. Prog Aerosp Sci 41:1–28CrossRef
Zurück zum Zitat Schölkopf B (2000) The kernel trick for distances. Tech. rep., Microsoft Research Schölkopf B (2000) The kernel trick for distances. Tech. rep., Microsoft Research
Zurück zum Zitat Schölkopf B, Smola AJ (2001) Learning with kernels, support vector machines, regularization, optimization, and beyond. MIT Press, Cambridge Schölkopf B, Smola AJ (2001) Learning with kernels, support vector machines, regularization, optimization, and beyond. MIT Press, Cambridge
Zurück zum Zitat Shawe-Taylor J, Cristianini N (2006) Kernel methods for pattern analysis. Cambridge University Press, Cambridge Shawe-Taylor J, Cristianini N (2006) Kernel methods for pattern analysis. Cambridge University Press, Cambridge
Zurück zum Zitat Sonnenburg S, Rätsch G, Schäfer C (2006) A general and efficient multiple kernel learning algorithm. In: Weiss Y, Schölkopf B, Platt J (eds) Advances in neural information processing systems 2006. MIT Press, Cambridge, pp 1273–1280 Sonnenburg S, Rätsch G, Schäfer C (2006) A general and efficient multiple kernel learning algorithm. In: Weiss Y, Schölkopf B, Platt J (eds) Advances in neural information processing systems 2006. MIT Press, Cambridge, pp 1273–1280
Zurück zum Zitat Tsang IW, Kwok JT, Bay CW (2003) Distance metric learning with kernels. In: International conference on artificial neural networks 2003, pp 126–129 Tsang IW, Kwok JT, Bay CW (2003) Distance metric learning with kernels. In: International conference on artificial neural networks 2003, pp 126–129
Zurück zum Zitat Wendorf CA (2004) Primer on multiple regression coding: common forms and the additional case of repeated contrasts. Underst Stat 3:47–57CrossRef Wendorf CA (2004) Primer on multiple regression coding: common forms and the additional case of repeated contrasts. Underst Stat 3:47–57CrossRef
Metadaten
Titel
Metamodel-assisted optimization based on multiple kernel regression for mixed variables
verfasst von
Manuel Herrera
Aurore Guglielmetti
Manyu Xiao
Rajan Filomeno Coelho
Publikationsdatum
01.06.2014
Verlag
Springer Berlin Heidelberg
Erschienen in
Structural and Multidisciplinary Optimization / Ausgabe 6/2014
Print ISSN: 1615-147X
Elektronische ISSN: 1615-1488
DOI
https://doi.org/10.1007/s00158-013-1029-z

Weitere Artikel der Ausgabe 6/2014

Structural and Multidisciplinary Optimization 6/2014 Zur Ausgabe

    Marktübersichten

    Die im Laufe eines Jahres in der „adhäsion“ veröffentlichten Marktübersichten helfen Anwendern verschiedenster Branchen, sich einen gezielten Überblick über Lieferantenangebote zu verschaffen.