论文标题
使用高斯流程回归的Grassmann歧管上的高维模型的数据驱动替代物
Data-driven surrogates for high dimensional models using Gaussian process regression on the Grassmann manifold
论文作者
论文摘要
本文介绍了一种基于格拉曼尼亚流形学习的替代建模方案,用于用于高维随机系统的成本效益预测。该方法通过将其投影到Grassmann歧管上来利用每个溶液的子空间结构特征。该方法利用溶液聚类方法来识别参数空间的区域,该区域在该区域上足够相似,以便可以将它们插在Grassmannian上。在此聚类中,使用正确定义的Grassmannian核的本征结构,将降级的溶液分为格拉斯曼歧管上的不相交簇,并且估计每个群集的Karcher平均值。然后,使用指数映射将每个群集中的点投射到具有相应的Karcher均值的切线空间上。对于每个群集,训练了高斯过程回归模型,该模型将系统的输入参数映射到投影到切线空间上的相应群集的还原点。使用此高斯过程模型,可以在参数空间的任何新点上有效预测全场解决方案。在某些情况下,解决方案簇将跨越参数空间的分离区域。在这种情况下,对于每个溶液簇,我们使用第二个基于密度的空间聚类来对其相应的输入参数点分组。所提出的方法应用于两个数值示例。第一个是一个非线性随机的普通微分方程,具有不确定的初始条件。第二个涉及使用剪切转化区可塑性理论在模型无定形固体中对塑性变形进行建模。
This paper introduces a surrogate modeling scheme based on Grassmannian manifold learning to be used for cost-efficient predictions of high-dimensional stochastic systems. The method exploits subspace-structured features of each solution by projecting it onto a Grassmann manifold. The method utilizes a solution clustering approach in order to identify regions of the parameter space over which solutions are sufficiently similarly such that they can be interpolated on the Grassmannian. In this clustering, the reduced-order solutions are partitioned into disjoint clusters on the Grassmann manifold using the eigen-structure of properly defined Grassmannian kernels and, the Karcher mean of each cluster is estimated. Then, the points in each cluster are projected onto the tangent space with origin at the corresponding Karcher mean using the exponential mapping. For each cluster, a Gaussian process regression model is trained that maps the input parameters of the system to the reduced solution points of the corresponding cluster projected onto the tangent space. Using this Gaussian process model, the full-field solution can be efficiently predicted at any new point in the parameter space. In certain cases, the solution clusters will span disjoint regions of the parameter space. In such cases, for each of the solution clusters we utilize a second, density-based spatial clustering to group their corresponding input parameter points in the Euclidean space. The proposed method is applied to two numerical examples. The first is a nonlinear stochastic ordinary differential equation with uncertain initial conditions. The second involves modeling of plastic deformation in a model amorphous solid using the Shear Transformation Zone theory of plasticity.