A tree-based Polynomial Chaos expansion for surrogate modeling and sensitivity analysis of complex numerical models

Abstract

This paper introduces Tree-based Polynomial Chaos Expansion (Tree-PCE), a novel surrogate modeling technique designed to efficiently approximate complex numerical models exhibiting nonlinearities and discontinuities. Tree-PCE combines the expressive power of Polynomial Chaos Expansion (PCE) with an adaptive partitioning strategy inspired by regression trees. By recursively dividing the input space into hyperrectangular subdomains and fitting localized PCEs, Tree-PCE constructs a piecewise polynomial surrogate that improves both accuracy and computational efficiency. The method is particularly well-suited for global sensitivity analysis, enabling direct computation of Sobol' indices from local expansion coefficients and introducing a new class of sensitivity indices derived from the tree structure itself. Numerical experiments on synthetic and real-world models, including a 2D morphodynamic case, demonstrate that Tree-PCE offers a favorable balance between accuracy and complexity, especially in the presence of discontinuities. While its performance depends on the compromise between the number of subdomains and the degree of local polynomials, this trade-off can be explored using automated hyperparameter optimization frameworks. This opens promising perspectives for systematically identifying optimal configurations and enhancing the robustness of surrogate modeling in complex systems.