Detection of Optimal Models in Parameter Space with Support Vector Machines

Details

Serval ID
serval:BIB_685D6CC54A97
Type
Inproceedings: an article in a conference proceedings.
Collection
Publications
Institution
Title
Detection of Optimal Models in Parameter Space with Support Vector Machines
Title of the conference
Geostatistics for Environmental Applications VII
Author(s)
Demyanov V., Pozdnoukhov A., Christie M., Kanevski M.
Publisher
Springer Netherlands
ISBN
978-90-481-2321-6
ISSN-L
0924-1973
Publication state
Published
Issued date
2010
Peer-reviewed
Oui
Editor
Lloyd C.D., Atkinson P.M.
Volume
16
Pages
345-358
Language
english
Abstract
The paper proposes an approach aimed at detecting optimal model parameter
combinations to achieve the most representative description of uncertainty
in the model performance. A classification problem is posed to find
the regions of good fitting models according to the values of a cost
function. Support Vector Machine (SVM) classification in the parameter
space is applied to decide if a forward model simulation is to be
computed for a particular generated model. SVM is particularly designed
to tackle classification problems in high-dimensional space in a
non-parametric and non-linear way. SVM decision boundaries determine
the regions that are subject to the largest uncertainty in the cost
function classification, and, therefore, provide guidelines for further
iterative exploration of the model space. The proposed approach is
illustrated by a synthetic example of fluid flow through porous media,
which features highly variable response due to the parameter values'
combination.
Create date
25/11/2013 17:18
Last modification date
20/08/2019 14:23
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