IEEE Access · 2018 · 103 citations · 35 references
ComputingComputational EngineeringSystems EngineeringMachine LearningStatistical ModelingUncertainty QuantificationKernel MethodsPolynomial Chaos ExpansionsSupport Vector MachinesSurrogate ModelingSystem IdentificationUncertainty AnalysisMachine Learning SurrogatesPolynomial Chaos SurrogatesSparse Polynomial Chaos ExpansionsSupport Vector RegressionSupport Vector Regression SurrogatesSurrogate Model Uncertainty QuantificationSurrogate Modeling For Uncertainty AnalysisUncertainty Quantification In Surrogates
This paper deals with the application of the support vector machine (SVM) and the least-squares SVM regressions to the uncertainty quantification of complex systems with a high-dimensional parameter space. The above regression techniques are used to build accurate and compact surrogate models of the system responses from a limited set of training samples. The accuracy and the feasibility of the proposed modeling techniques are then investigated by comparing their results with the ones predicted by a sparse polynomial chaos expansion by considering two real-life problems with 8 and 30 random variables, respectively.
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Yuhai Wu, Vladimir Vapnik · Technometrics · 1999 · 27K citations
A tutorial on support vector regression
Alex Smola, Bernhard Schölkopf · Statistics and Computing · 2004 · 13K citations
Bradley Efron, Trevor Hastie, Iain M. Johnstone et al. · The Annals of Statistics · 2004 · 9.5K citations · Full text