UQWorld

Investigation of PCE error

Hi everyone,
I try to use PCE as a metamodel. I have limit experimental data (20 inputs). I don’t access to more data for validation. How to check error or efficiency of used metamodel?

thanks,

Dear Azam

An experimental design of 20 points is indeed not much, however it may be OK if your problem has only a few input parameters.
When you use polynomial chaos expansion, you obtain a built-in error estimator, the so-called leave-one-out error.

You can get it by displaying a summary of the PCE features using uq_print(myPCE). You can access it also in the PCE object, by typing myPCE.Error. For a detailed definition of the various error estimator, please refer to the PCE user manual.

Good luck
Bruno