Dakota Reference Manual  Version 6.2
Large-Scale Engineering Optimization and Uncertainty Analysis
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adaptive_sampling

(Experimental) Build a GP surrogate and refine it adaptively

Topics

This keyword is related to the topics:

Specification

Alias: nond_adaptive_sampling

Argument(s): none

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional emulator_samples Number of data points used to train the surrogate model or emulator
Optional fitness_metric (Experimental) Specify the fitness_metric used to select the next point
Optional batch_selection (Experimental) How to select new points
Optional batch_size The number of points to add in each batch.
Optional import_points_file

File containing variable values and corresponding responses

Optional export_points_file

Output file for evaluations of a surrogate model

Optional response_levels

Values at which to estimate desired statistics for each response

Optional misc_options (Experimental) This is a capability used to send the adaptive sampling algorithm specific options.
Optional distribution

Selection of cumulative or complementary cumulative functions

Optional probability_levels Specify probability levels at which to estimate the corresponding response value
Optional gen_reliability_levels Specify generalized relability levels at which to estimate the corresponding response value
Optional rng

Selection of a random number generator

Optional samples

Number of samples for sampling-based methods

Optional seed

Seed of the random number generator

Optional model_pointer

Identifier for model block to be used by a method

Description

This is an experimental capability that is not ready for production use at this point.

The goal in performing adaptive sampling is to construct a surrogate model that can be used as an accurate predictor to some expensive simulation, thus it is to one's advantage to build a surrogate that minimizes the error over the entire domain of interest using as little data as possible from the expensive simulation. The adaptive part alludes to the fact that the surrogate will be refined by focusing samples of the expensive simulation on particular areas of interest rather than rely on random selection or standard space-filling techniques.

At a high-level, the adaptive sampling pipeline is a four-step process:

  • Evaluate the expensive simulation (referred to as the true model) at initial sample point
    1. Fit a surrogate model
    2. Create a candidate set and score based on information from surrogate
    3. Select a candidate point to evaluate the true model
    4. Loop until done

In terms of the Dakota implementation, the adaptive sampling method currently uses Latin Hypercube sampling (LHS) to generate the initial points in Step 1 above. For Step 2, we use a Gaussian process model.

The default behavior is to add one point at a time. At each iteration (e.g. each loop of Steps 2-4 above), a Latin Hypercube sample is generated (a new one, different from the initial sample) and the surrogate model is evaluated at this points. These are the candidate points that are then evaluated according to the fitness metric. The number of candidates used in practice should be high enough to fill most of the input domain: we recommend at least hundreds of points for a low-dimensional problem. All of the candidates (samples on the emulator) are given a score and then the highest-scoring candidate is selected to be evaluated on the true model.

The adaptive sampling method also can generate batches of points to add at a time using the batch_selection and batch_size keywords.

See Also

These keywords may also be of interest: