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Jigar Parekh

Publications and source records attributed to Jigar Parekh.

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Goal-Driven Adaptive Sampling Strategies for Machine Learning Models Predicting Fields

Machine learning models are widely regarded as a way forward to tackle multi-query challenges that arise once expensive black-box simulations such as computational fluid dynamics are investigated. However, ensuring the desired level of accuracy for a certain task at minimal computational cost, e.g. as few black-box samples as possible, remains a challenges. Active learning strategies are used for scalar quantities to overcome this challenges and different so-called infill criteria exists and are commonly employed in several scenarios. Even though needed in various field an extension of active learning strategies towards field predictions is still lacking or limited to very specific scenarios and/or model types. In this paper we propose an active learning strategy for machine learning models that are capable if predicting field which is agnostic to the model architecture itself. For doing so, we combine a well-established Gaussian process model for a scalar reference value and simultaneously aim at reducing the epistemic model error and the difference between scalar and field predictions. Different specific forms of the above-mentioned approach are introduced and compared to each other as well as only scalar-valued based infill. Results are presented for the NASA common research model for an uncertainty propagation task showcasing high level of accuracy at significantly smaller cost compared to an approach without active learning.

cs.LG

Partitioned Surrogates and Thompson Sampling for Multidisciplinary Bayesian Optimization

The long runtime associated with simulating multidisciplinary systems challenges the use of Bayesian optimization for multidisciplinary design optimization (MDO). This is particularly the case if the coupled system is modeled in a partitioned manner and feedback loops, known as strong coupling, are present. This work introduces a method for Bayesian optimization in MDO called "Multidisciplinary Design Optimization using Thompson Sampling", abbreviated as MDO-TS. Instead of replacing the whole system with a surrogate, we substitute each discipline with such a Gaussian process. Since an entire multidisciplinary analysis is no longer required for enrichment, evaluations can potentially be saved. However, the objective and associated uncertainty are no longer analytically estimated. Since most adaptive sampling strategies assume the availability of these estimates, they cannot be applied without modification. Thompson sampling does not require this explicit availability. Instead, Thompson sampling balances exploration and exploitation by selecting actions based on optimizing random samples from the objective. We combine Thompson sampling with an approximate sampling strategy that uses random Fourier features. This approach produces continuous functions that can be evaluated iteratively. We study the application of this infill criterion to both an analytical problem and the shape optimization of a simple fluid-structure interaction example.

cs.CE