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Data-driven surrogates for high dimensional models using Gaussian process regression on the Grassmann manifold

Journal Article · · Computer Methods in Applied Mechanics and Engineering
 [1];  [2]
  1. Johns Hopkins Univ., Baltimore, MD (United States); Johns Hopkins Univ., Baltimore, MD (United States)
  2. Johns Hopkins Univ., Baltimore, MD (United States)

This paper introduces a surrogate modeling scheme based on Grassmannian manifold learning to be used for cost-efficient predictions of high-dimensional stochastic systems. The method exploits subspace-structured features of each solution by projecting it onto a Grassmann manifold. This point-wise linear dimensionality reduction harnesses the structural information to assess the similarity between solutions at different points in the input parameter space. The method utilizes a solution clustering approach in order to identify regions of the parameter space over which solutions are sufficiently similarly such that they can be interpolated on the Grassmannian. In this clustering, the reduced-order solutions are partitioned into disjoint clusters on the Grassmann manifold using the eigen-structure of properly defined Grassmannian kernels and, the Karcher mean of each cluster is estimated. Then, the points in each cluster are projected onto the tangent space with origin at the corresponding Karcher mean using the exponential mapping. For each cluster, a Gaussian process regression model is trained that maps the input parameters of the system to the reduced solution points of the corresponding cluster projected onto the tangent space. Using this Gaussian process model, the full-field solution can be efficiently predicted at any new point in the parameter space. In certain cases, the solution clusters will span disjoint regions of the parameter space. In such cases, for each of the solution clusters we utilize a second, density-based spatial clustering to group their corresponding input parameter points in the Euclidean space. The proposed method is applied to two numerical examples. Here, the first is a nonlinear stochastic ordinary differential equation with uncertain initial conditions where the surrogate is used to predict the time history solution. The second involves modeling of plastic deformation in a model amorphous solid using the Shear Transformation Zone theory of plasticity, where the proposed surrogate is used to predict the full strain field of a material specimen under large shear strains.

Research Organization:
Johns Hopkins Univ., Baltimore, MD (United States)
Sponsoring Organization:
USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR)
Grant/Contract Number:
SC0020428
OSTI ID:
1853643
Alternate ID(s):
OSTI ID: 1638520
OSTI ID: 2563173
Journal Information:
Computer Methods in Applied Mechanics and Engineering, Journal Name: Computer Methods in Applied Mechanics and Engineering Journal Issue: C Vol. 370; ISSN 0045-7825
Publisher:
ElsevierCopyright Statement
Country of Publication:
United States
Language:
English

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Cited By (2)

Grassmannian diffusion maps based dimension reduction and classification for high-dimensional data preprint January 2020
Simpler Grassmannian optimization preprint January 2020