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Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy

Event Category:
Statistics and Data Science Seminar Series
Chih-Li Sung
Michigan State University

In an era where scientific experiments can be very costly, multifidelity emulators provide a useful tool for cost-efficient predictive scientific computing. For scientific applications, the experimenter is often limited by a tight computational budget, and thus wishes to (i) maximize predictive power of the multifidelity emulator via a careful design of experiments, and (ii) ensure this model achieves a desired error tolerance with some notion of confidence. Existing design methods, however, do not jointly tackle objectives (i) and (ii). We propose a novel stacking design approach that addresses both goals. A multilevel reproducing kernel Hilbert space (RKHS) interpolator is first introduced to build the emulator, under which our stacking design provides a sequential approach for designing multifidelity runs such that a desired prediction error is met under regularity assumptions. We then prove a novel cost complexity theorem that, under this multilevel interpolator, establishes a bound on the computation cost (for training data simulation) needed to achieve a prediction bound. This result provides novel insights on conditions under which the proposed multifidelity approach improves upon a conventional RKHS interpolator which relies on a single fidelity level. Finally, we demonstrate the effectiveness of stacking designs in a suite of simulation experiments and an application to finite element analysis.

Wednesday, April 17, 2024 - 1:30pm
LGRT 1681