Investigation of PCE error

UQ with UQLab Community Q&A and How To
1

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,

2

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