Gradient-Free Construction of Active Subspaces for Dimension Reduction in Complex Models with Applications to Neutronics

Abstract

Recent developments in the field of reduced-order modeling---and, in particular, active subspace construction---have made it possible to efficiently approximate complex models by constructing low-order response surfaces based upon a small subspace of the original high-dimensional parameter space. These methods rely upon the fact that the response tends to vary more prominently in a few dominant directions defined by linear combinations of the original inputs, allowing for a rotation of the coordinate axis and a consequent transformation of the parameters. In this paper, we discuss a gradient-free active subspace algorithm that is feasible for high-dimensional parameter spaces where finite-difference techniques are impractical. This analysis extends the gradient-free algorithm introduced in [A. Lewis, R. Smith, and B. Williams, Comput. Math. Appl., 72 (2016), pp. 1603--1615] in two significant ways: (i) we introduce an initialization algorithm to identify lower-dimensional subspaces of influential directions to seed the gradient-free algorithm for high-dimensional problems, and (ii) we analyze dimension selection criteria to verify the algorithms. We illustrate the initialized gradient-free active subspace algorithm for a neutronics example implemented with SCALE6.1 for input dimensions up to 7700.