Selecting the best quantity and variety of surrogates for an ensemble model

Abstract

Surrogate modeling techniques are widely used to replace the computationally expensive black-box functions in engineering. As a combination of individual surrogate models, an ensemble of surrogates is preferred due to its strong robustness. However, how to select the best quantity and variety of surrogates for an ensemble has always been a challenging task. In this work, five popular surrogate modeling techniques including polynomial response surface (PRS), radial basis functions (RBF), kriging (KRG), Gaussian process (GP) and linear shepard (SHEP) are considered as the basic surrogate models, resulting in twenty-six ensemble models by using a previously presented weights selection method. The best ensemble model is expected to be found by comparative studies on prediction accuracy and robustness. By testing eight mathematical problems and two engineering examples, we found that: (1) in general, using as many accurate surrogates as possible to construct ensemble models will improve the prediction performance and (2) ensemble models can be used as an insurance rather than offering significant improvements. Moreover, the ensemble of three surrogates PRS, RBF and KRG is preferred based on the prediction performance. The results provide engineering practitioners with guidance on the superior choice of the quantity and variety of surrogates for an ensemble.