Gaussian process metamodeling of functional-input code for coastal flood hazard assessment

Gaussian process metamodeling of functional-input code for coastal flood hazard assessment. Betancourt, J., Bachoc, F., Klein, T., Idier, D., Pedreros, R., & Rohmer, J. 198:106870.

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This paper investigates the construction of a metamodel for coastal flooding early warning at the peninsula of Gâvres, France. The code under study is an hydrodynamic model which receives time-varying maritime conditions as inputs. We concentrate on Gaussian pocess metamodels to emulate the behavior of the code. To model the inputs we make a projection of them onto a space of lower dimension. This setting gives rise to a model selection methodology which we use to calibrate four characteristics of our functional-input metamodel: (i) the family of basis functions to project the inputs; (ii) the projection dimension; (iii) the distance to measure similarity between functional input points; and (iv) the set of functional predictors to keep active. The proposed methodology seeks to optimize these parameters for metamodel predictability, at an affordable computational cost. A comparison to a dimensionality reduction approach based on the projection error of the input functions only showed that the latter may lead to unnecessarily large projection dimensions. We also assessed the adaptability of our methodology to changes in the number of training and validation points. The methodology proved its robustness by finding the optimal solution for most of the instances, while being computationally efficient.

@article{betancourt_gaussian_2020,
	title = {Gaussian process metamodeling of functional-input code for coastal flood hazard assessment},
	volume = {198},
	issn = {0951-8320},
	url = {http://www.sciencedirect.com/science/article/pii/S0951832019301693},
	doi = {10.1016/j.ress.2020.106870},
	abstract = {This paper investigates the construction of a metamodel for coastal flooding early warning at the peninsula of Gâvres, France. The code under study is an hydrodynamic model which receives time-varying maritime conditions as inputs. We concentrate on Gaussian pocess metamodels to emulate the behavior of the code. To model the inputs we make a projection of them onto a space of lower dimension. This setting gives rise to a model selection methodology which we use to calibrate four characteristics of our functional-input metamodel: (i) the family of basis functions to project the inputs; (ii) the projection dimension; (iii) the distance to measure similarity between functional input points; and (iv) the set of functional predictors to keep active. The proposed methodology seeks to optimize these parameters for metamodel predictability, at an affordable computational cost. A comparison to a dimensionality reduction approach based on the projection error of the input functions only showed that the latter may lead to unnecessarily large projection dimensions. We also assessed the adaptability of our methodology to changes in the number of training and validation points. The methodology proved its robustness by finding the optimal solution for most of the instances, while being computationally efficient.},
	pages = {106870},
	journaltitle = {Reliability Engineering \& System Safety},
	shortjournal = {Reliability Engineering \& System Safety},
	author = {Betancourt, José and Bachoc, François and Klein, Thierry and Idier, Déborah and Pedreros, Rodrigo and Rohmer, Jérémy},
	date = {2020-06-01},
	keywords = {Computer experiments, Dimensionality reduction, Functional inputs, Gaussian process, Metamodeling}
}

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