Sensitivity Prewarping for Local Surrogate Modeling
Not on the map. Why?
Abstract (arXiv)
In the continual effort to improve product quality and decrease operations costs, computational modeling is increasingly being deployed to determine feasibility of product designs or configurations. Surrogate modeling of these computer experiments via local models, which induce sparsity by only considering short range interactions, can tackle huge analyses of complicated input-output relationships. However, narrowing focus to local scale means that global trends must be re-learned over and over again. In this article, we propose a framework for incorporating information from a global sensitivity analysis into the surrogate model as an input rotation and rescaling preprocessing step. We discuss the relationship between several sensitivity analysis methods based on kernel regression before describing how they give rise to a transformation of the input variables. Specifically, we perform an input warping such that the "warped simulator" is equally sensitive to all input directions, freeing local models to focus on local dynamics. Numerical experiments on observational data and benchmark test functions, including a high-dimensional computer simulator from the automotive industry, provide empirical validation.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 16 of its 107 references that are in the map. First posted on arXiv 15 Jan 2021.
Builds on
16 of 107 references.
References · 16
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4 more
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Built on by
Citing papers per year: 2023: 1; 2024: 2; 2025: 1.
4 papers.
- 2024Combining additivity and active subspaces for high-dimensional Gaussian process modelingcited by 1
- 2023Surrogate Active Subspaces for Jump-Discontinuous Functionscited by 0
- 2024Regression Trees Know Calculuscited by 0
- 2025Active Subspaces in Infinite Dimensioncited by 0
- 2025Active Subspaces in Infinite Dimension13 Oct 2025
- 2024Regression Trees Know Calculus22 May 2024
- 2024Combining additivity and active subspaces for high-dimensional Gaussian process modeling6 Feb 2024
- 2023Surrogate Active Subspaces for Jump-Discontinuous Functions17 Oct 2023