Automated Constitutive Model Discovery by Pairing Sparse Regression Algorithms with Model Selection Criteria

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Urrea-Quintero, Jorge-Humberto, Anton, David, De Lorenzis, Laura, Wessels, Henning
Natura: Preprint
Pubblicazione: 2025
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866918220725747712
author Urrea-Quintero, Jorge-Humberto
Anton, David
De Lorenzis, Laura
Wessels, Henning
author_facet Urrea-Quintero, Jorge-Humberto
Anton, David
De Lorenzis, Laura
Wessels, Henning
contents The automated discovery of constitutive models from data has recently emerged as a promising alternative to the traditional model calibration paradigm. In this work, we present a fully automated framework for constitutive model discovery that systematically pairs three sparse regression algorithms Least Absolute Shrinkage and Selection Operator (LASSO), Least Angle Regression (LARS), and Orthogonal Matching Pursuit (OMP)) with three model selection criteria: $K$-fold cross-validation (CV), Akaike Information Criterion (AIC), and Bayesian Information Criterion (BIC). This pairing yields nine distinct algorithms for model discovery and enables a systematic exploration of the trade-off between sparsity, predictive performance, and computational cost. While LARS serves as an efficient path-based solver for the $\ell_1$-constrained problem, OMP is introduced as a tractable heuristic for $\ell_0$-regularized selection. The framework is applied to both isotropic and anisotropic hyperelasticity, utilizing both synthetic and experimental datasets. Results reveal that all nine algorithm-criterion combinations perform consistently well in discovering isotropic and anisotropic materials, yielding highly accurate constitutive models. These findings broaden the range of viable discovery algorithms beyond $\ell_1$-based approaches such as LASSO.
format Preprint
id arxiv_https___arxiv_org_abs_2509_16040
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Automated Constitutive Model Discovery by Pairing Sparse Regression Algorithms with Model Selection Criteria
Urrea-Quintero, Jorge-Humberto
Anton, David
De Lorenzis, Laura
Wessels, Henning
Machine Learning
Materials Science
Computational Engineering, Finance, and Science
The automated discovery of constitutive models from data has recently emerged as a promising alternative to the traditional model calibration paradigm. In this work, we present a fully automated framework for constitutive model discovery that systematically pairs three sparse regression algorithms Least Absolute Shrinkage and Selection Operator (LASSO), Least Angle Regression (LARS), and Orthogonal Matching Pursuit (OMP)) with three model selection criteria: $K$-fold cross-validation (CV), Akaike Information Criterion (AIC), and Bayesian Information Criterion (BIC). This pairing yields nine distinct algorithms for model discovery and enables a systematic exploration of the trade-off between sparsity, predictive performance, and computational cost. While LARS serves as an efficient path-based solver for the $\ell_1$-constrained problem, OMP is introduced as a tractable heuristic for $\ell_0$-regularized selection. The framework is applied to both isotropic and anisotropic hyperelasticity, utilizing both synthetic and experimental datasets. Results reveal that all nine algorithm-criterion combinations perform consistently well in discovering isotropic and anisotropic materials, yielding highly accurate constitutive models. These findings broaden the range of viable discovery algorithms beyond $\ell_1$-based approaches such as LASSO.
title Automated Constitutive Model Discovery by Pairing Sparse Regression Algorithms with Model Selection Criteria
topic Machine Learning
Materials Science
Computational Engineering, Finance, and Science
url https://arxiv.org/abs/2509.16040