Is it possible to use an active learning (sequential experimental design) approach to metamodel based on external datasets?

UQ with UQLab Community Q&A and How To
1

Dear:

Most of the current metamodeling in Uqlab is based on MC\LHS, etc. In these experimental designs, all design points are selected in advance before any (computer or real-life) experiments are performed, and no other design points are selected afterwards. Although the metamodel accuracy can meet the requirements, it is prone to over-sampling and/or under-sampling.

I observed that active learning strategy is used in reliability analysis, so can it be applied in metamodeling, especially based on a given number of external data sets？

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Dear Felix,
I am a UQLab user … and thank you for bringing this up! If it is possible to use the active leaning approach this would reduce the time/cost and reduce the uncertainty!
In a recent study we applied an adaptive sampling technique, similar to what is described here
Surrogate-assisted global sensitivity analysis: an overview | SpringerLink

But for my case I already connect UQLab to COMSOL so I have a wrapper function and I managed to get the adaptive sampling within the wrapper function for the sensitivity analysis. Maybe this could give you an idea of a better way of implementing!
Best regards
Tam

1 Like
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Dear Tam:

Thank you very much for your suggestion, and I have studied the linked article carefully, which lists several high-dimensional and complex functions, and the results of the sensitivity analysis are very good.

However, what I want to achieve is to construct a metamodel using an active learning strategy based on an external dataset obtained from probabilistic finite element analysis[Black Box].

Similar to the following code, which performs metamodeling with a specific number of DOEs and validation sets, but this approach cannot adaptively build surrogate models.

FILELOCATION = fullfile(uq_rootPath, 'Examples', 'SimpleDataSets',...
    'supportbeam');
load(fullfile(FILELOCATION,'Supportbeam_DOE40.mat'), 'X', 'Y');
load(fullfile(FILELOCATION,'Supportbeam_VAL30.mat'), 'Xval', 'Yval');

You said that you have connected UQLab to COMSOL in your case, are you building a metamodel based on an external dataset like me?

Thank you very much!
Have a nice day