Validation Technique using variance and confidence interval of metamodel

근사모델의 분산과 신뢰구간을 이용한 모델의 정확도 평가법

  • 한인식 (한양대학교 대학원 기계공학과) ;
  • 이용빈 (한양대학교 대학원 기계공학과) ;
  • 최동훈 (최적설계신기술연구센터, 한양대학교 기계공학부)
  • Published : 2008.11.05

Abstract

The validation technique is classified with two methods whether to demand of additional experimental points. The method which requires additional experimental points such as RSME is actually impossible in engineering field. Therefore, the method which only use experimented points such as the cross validation technique is only available. But the cross validation not only requires considerable computational costs for generating metamodel each iterations, but also cannot measure quantitatively the fidelity of metamodel. In this research we propose a new validation technique for representative metamodels using an variance of metamodel and confidence interval information. The proposed validation technique computes confidence intervals using a variance information from the metamodel. This technique will have influence on choosing the accurate metamodel, constructing ensemble of each metamodels and advancing effectively sequential sampling technique.

Keywords