ROM-based Subset Selection Algorithm for Efficient Surrogate Modeling

Abstract

This summary discusses a new methodology to support the construction of surrogate models for computationally expensive models with many input parameters and output responses. In realistic engineering calculations, such as thermal-hydraulics simulation, the cost of the simulation is typically expensive, especially when detailed models are employed to describe system behavior, thereby justifying the need for surrogate models. The cost of surrogate model construction is typically a function of the number of model parameters and the degree of model nonlinearity. For sufficiently complex models, the cost of constructing the surrogate model could be by itself overwhelmingly expensive, thereby diminishing its value. One key requirement of surrogate model construction is the ability to preselect the best parametric form to describe the model behavior over the expected range of parameter variations. This summary presents a new algorithm to help select the best approximation out of a template of functions using recent advances in reduced order modeling (ROM) techniques. The idea of selecting functions out of a template is typically referred to as subset selection in the statistical and applied mathematics community. Different from existing subset selection algorithms, we rely on ROM to help identify the most influential functions for the surrogate model. Previous work has shown that ROM can help reduce the effective dimensionality of the parameter space, which can help reduce the cost of surrogate model construction. In this summary, we adopt a different philosophy, where the fitting functions are treated as pseudo parameters and ROM is applied on the pseudo parameter space, with the result now being a ranked list of the pseudo parameters along with their contribution to the quality of the surrogate model fit. This approach allows the analyst to discard all terms that have negligible impact on the quantity of interest. A relap5 model is employed to demonstrate the application of the proposed methodology. (authors)