arXiv subjects

Rodolphe Le Riche

Publications and source records attributed to Rodolphe Le Riche.

22 records · Page 2Linked to original sources

arXiv2017

An analytic comparison of regularization methods for Gaussian Processes

Gaussian Processes (GPs) are a popular approach to predict the output of a parameterized experiment. They have many applications in the field of Computer Experiments, in particular to perform sensitivity analysis, adaptive design of experiments and global optimization. Nearly all of the applications of GPs require the inversion of a covariance matrix that, in practice, is often ill-conditioned. Regularization methodologies are then employed with consequences on the GPs that need to be better understood.The two principal methods to deal with ill-conditioned covariance matrices are i) pseudoinverse and ii) adding a positive constant to the diagonal (the so-called nugget regularization).The first part of this paper provides an algebraic comparison of PI and nugget regularizations. Redundant points, responsible for covariance matrix singularity, are defined. It is proven that pseudoinverse regularization, contrarily to nugget regularization, averages the output values and makes the variance zero at redundant points. However, pseudoinverse and nugget regularizations become equivalent as the nugget value vanishes. A measure for data-model discrepancy is proposed which serves for choosing a regularization technique.In the second part of the paper, a distribution-wise GP is introduced that interpolates Gaussian distributions instead of data points. Distribution-wise GP can be seen as an improved regularization method for GPs.

math.OC↗

arXiv2016

Small ensembles of kriging models for optimization

The Efficient Global Optimization (EGO) algorithm uses a conditional Gaus-sian Process (GP) to approximate an objective function known at a finite number of observation points and sequentially adds new points which maximize the Expected Improvement criterion according to the GP. The important factor that controls the efficiency of EGO is the GP covariance function (or kernel) which should be chosen according to the objective function. Traditionally, a pa-rameterized family of covariance functions is considered whose parameters are learned through statistical procedures such as maximum likelihood or cross-validation. However, it may be questioned whether statistical procedures for learning covariance functions are the most efficient for optimization as they target a global agreement between the GP and the observations which is not the ultimate goal of optimization. Furthermore, statistical learning procedures are computationally expensive. The main alternative to the statistical learning of the GP is self-adaptation, where the algorithm tunes the kernel parameters based on their contribution to objective function improvement. After questioning the possibility of self-adaptation for kriging based optimizers, this paper proposes a novel approach for tuning the length-scale of the GP in EGO: At each iteration, a small ensemble of kriging models structured by their length-scales is created. All of the models contribute to an iterate in an EGO-like fashion. Then, the set of models is densified around the model whose length-scale yielded the best iterate and further points are produced. Numerical experiments are provided which motivate the use of many length-scales. The tested implementation does not perform better than the classical EGO algorithm in a sequential context but show the potential of the approach for parallel implementations.

math.OC↗

arXiv2013

Bayesian Identification of Elastic Constants in Multi-Directional Laminate from Moiré Interferometry Displacement Fields

The ply elastic constants needed for classical lamination theory analysis of multi-directional laminates may differ from those obtained from unidirectional laminates because of three dimensional effects. In addition, the unidirectional laminates may not be available for testing. In such cases, full-field displacement measurements offer the potential of identifying several material properties simultaneously. For that, it is desirable to create complex displacement fields that are strongly influenced by all the elastic constants. In this work, we explore the potential of using a laminated plate with an open-hole under traction loading to achieve that and identify all four ply elastic constants (E 1, E 2, 12, G 12) at once. However, the accuracy of the identified properties may not be as good as properties measured from individual tests due to the complexity of the experiment, the relative insensitivity of the measured quantities to some of the properties and the various possible sources of uncertainty. It is thus important to quantify the uncertainty (or confidence) with which these properties are identified. Here, Bayesian identification is used for this purpose, because it can readily model all the uncertainties in the analysis and measurements, and because it provides the full coupled probability distribution of the identified material properties. In addition, it offers the potential to combine properties identified based on substantially different experiments. The full-field measurement is obtained by moiré interferometry. For computational efficiency the Bayesian approach was applied to a proper orthogonal decomposition (POD) of the displacement fields. The analysis showed that the four orthotropic elastic constants are determined with quite different confidence levels as well as with significant correlation. Comparison with manufacturing specifications showed substantial difference in one constant, and this conclusion agreed with earlier measurement of that constant by a traditional four-point bending test. It is possible that the POD approach did not take full advantage of the copious data provided by the full field measurements, and for that reason that data is provided for others to use (as on line material attached to the article).

cond-mat.mtrl-sci↗

arXiv2011

Identification of Heterogeneous Elastic Properties in Stenosed Arteries: a Numerical Plane Strain Study

Assessing the vulnerability of atherosclerotic plaques requires an accurate knowledge of the mechanical properties of the plaque constituents. It is possible to measure displacements in vivo inside a plaque using magnetic resonance imaging. An important issue is to solve the inverse problem that consists in estimating the elastic properties inside the plaque from measured displacements. This study focuses on the identifiability of elastic parameters e.g. on the compromise between identification time and identification accuracy. An idealised plane strain. Finite Element (FE) model is used. The effects of the FE mesh, of the a priori assumptions about the constituents, of the measurement resolution and of the data noise are numerically investigated.

physics.med-ph↗