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Global optimization with multivariate adaptive regression splines.

作者信息

Crino Scott, Brown Donald E

机构信息

United States Military Academy at West Point, West Point, NY 10996, USA.

出版信息

IEEE Trans Syst Man Cybern B Cybern. 2007 Apr;37(2):333-40. doi: 10.1109/tsmcb.2006.883430.

DOI:10.1109/tsmcb.2006.883430
PMID:17416161
Abstract

This paper presents a novel procedure for approximating the global optimum in structural design by combining multivariate adaptive regression splines (MARS) with a response surface methodology (RSM). MARS is a flexible regression technique that uses a modified recursive partitioning strategy to simplify high-dimensional problems into smaller yet highly accurate models. Combining MARS and RSM improves the conventional RSM by addressing highly nonlinear high-dimensional problems that can be simplified into lower dimensions, yet maintains a low computational cost and better interpretability when compared to neural networks and generalized additive models. MARS/RSM is also compared to simulated annealing and genetic algorithms in terms of computational efficiency and accuracy. The MARS/RSM procedure is applied to a set of low-dimensional test functions to demonstrate its convergence and limiting properties.

摘要

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