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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Polynomial surrogate model
Alias: none
Argument(s): none
Child Keywords:
Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description | |
---|---|---|---|---|
Required (Choose One) | Polynomial Order (Group 1) | basis_order | Polynomial order | |
linear | Use a linear polynomial or trend function | |||
quadratic | Use a quadratic polynomial or trend function | |||
cubic | Use a cubic polynomial | |||
Optional | export_model | Exports surrogate model in user-specified format(s) | ||
Optional | import_model | Import surrogate model from archive file |
Linear, quadratic, and cubic polynomial surrogate models are available in Dakota. The utility of the simple polynomial models stems from two sources:
Local surrogate-based optimization methods (surrogate_based_local) are often successful when using polynomial models, particularly quadratic models. However, a polynomial surface fit may not be the best choice for modeling data trends globally over the entire parameter space, unless it is known a priori that the true data trends are close to linear, quadratic, or cubic. See[65] for more information on polynomial models.
Known Issue: When using discrete variables, there have been sometimes significant differences in surrogate behavior observed across computing platforms in some cases. The cause has not yet been fully diagnosed and is currently under investigation. In addition, guidance on appropriate construction and use of surrogates with discrete variables is under development. In the meantime, users should therefore be aware that there is a risk of inaccurate results when using surrogates with discrete variables.
The form of the linear polynomial model is
the form of the quadratic polynomial model is:
and the form of the cubic polynomial model is:
In all of the polynomial models, is the response of the polynomial model; the
terms are the components of the
-dimensional design parameter values; the
,
,
,
terms are the polynomial coefficients, and
is the number of design parameters. The number of coefficients,
, depends on the order of polynomial model and the number of design parameters. For the linear polynomial:
for the quadratic polynomial:
and for the cubic polynomial:
There must be at least data samples in order to form a fully determined linear system and solve for the polynomial coefficients. In Dakota, a least-squares approach involving a singular value decomposition numerical method is applied to solve the linear system.