Augmenting a simulation campaign for hybrid computer model and field data experiments
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arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2023
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| _version_ | 1866910624510902272 |
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| author | Koermer, Scott Loda, Justin Noble, Aaron Gramacy, Robert B. |
| author_facet | Koermer, Scott Loda, Justin Noble, Aaron Gramacy, Robert B. |
| contents | The Kennedy and O'Hagan (KOH) calibration framework uses coupled Gaussian processes (GPs) to meta-model an expensive simulator (first GP), tune its ``knobs" (calibration inputs) to best match observations from a real physical/field experiment and correct for any modeling bias (second GP) when predicting under new field conditions (design inputs). There are well-established methods for placement of design inputs for data-efficient planning of a simulation campaign in isolation, i.e., without field data: space-filling, or via criterion like minimum integrated mean-squared prediction error (IMSPE). Analogues within the coupled GP KOH framework are mostly absent from the literature. Here we derive a closed form IMSPE criterion for sequentially acquiring new simulator data for KOH. We illustrate how acquisitions space-fill in design space, but concentrate in calibration space. Closed form IMSPE precipitates a closed-form gradient for efficient numerical optimization. We demonstrate that our KOH-IMSPE strategy leads to a more efficient simulation campaign on benchmark problems, and conclude with a showcase on an application to equilibrium concentrations of rare earth elements for a liquid-liquid extraction reaction. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2301_10228 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Augmenting a simulation campaign for hybrid computer model and field data experiments Koermer, Scott Loda, Justin Noble, Aaron Gramacy, Robert B. Methodology The Kennedy and O'Hagan (KOH) calibration framework uses coupled Gaussian processes (GPs) to meta-model an expensive simulator (first GP), tune its ``knobs" (calibration inputs) to best match observations from a real physical/field experiment and correct for any modeling bias (second GP) when predicting under new field conditions (design inputs). There are well-established methods for placement of design inputs for data-efficient planning of a simulation campaign in isolation, i.e., without field data: space-filling, or via criterion like minimum integrated mean-squared prediction error (IMSPE). Analogues within the coupled GP KOH framework are mostly absent from the literature. Here we derive a closed form IMSPE criterion for sequentially acquiring new simulator data for KOH. We illustrate how acquisitions space-fill in design space, but concentrate in calibration space. Closed form IMSPE precipitates a closed-form gradient for efficient numerical optimization. We demonstrate that our KOH-IMSPE strategy leads to a more efficient simulation campaign on benchmark problems, and conclude with a showcase on an application to equilibrium concentrations of rare earth elements for a liquid-liquid extraction reaction. |
| title | Augmenting a simulation campaign for hybrid computer model and field data experiments |
| topic | Methodology |
| url | https://arxiv.org/abs/2301.10228 |