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Journal Articles International Journal for Uncertainty Quantification Year : 2024

A Bayesian neural network approach to Multi-fidelity surrogate modelling

Abstract

This paper deals with surrogate modelling of a computer code output in a hierarchical multi-fidelity context, i.e., when the output can be evaluated at different levels of accuracy and computational cost. Using observations of the output at low- and high-fidelity levels, we propose a method that combines Gaussian process (GP) regression and Bayesian neural network (BNN), in a method called GPBNN. The low-fidelity output is treated as a single-fidelity code using classical GP regression. The high-fidelity output is approximated by a BNN that incorporates, in addition to the high-fidelity observations, well-chosen realisations of the low-fidelity output emulator. The predictive uncertainty of the final surrogate model is then quantified by a complete characterisation of the uncertainties of the different models and their interaction. GPBNN is compared with most of the multi-fidelity regression methods allowing to quantify the prediction uncertainty.
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Dates and versions

hal-03608580 , version 1 (14-03-2022)
hal-03608580 , version 2 (04-12-2023)

Identifiers

Cite

Baptiste Kerleguer, Claire Cannamela, Josselin Garnier. A Bayesian neural network approach to Multi-fidelity surrogate modelling. International Journal for Uncertainty Quantification, 2024, 14 (1), pp.43-60. ⟨10.1615/Int.J.UncertaintyQuantification.2023044584⟩. ⟨hal-03608580v2⟩
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