Exploiting active subspaces of hyperparameters for efficient high-dimensional Kriging modeling

Mechanical Systems and Signal Processing(2022)

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摘要
•Low-dimensional active subspaces of the Kriging hyperparameters have been exploited.•Practical implementation for active hyperparameter estimation is presented.•The proposed Kriging modeling process is fast with trivial loss of model accuracy.
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关键词
Kriging,Active subspace method,High-dimensional surrogate modeling
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