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研究生: 王苡璿
Wang, Yi-Xuan
論文名稱: 應用定量及定性型高斯過程於多目標最佳化
Gaussian Process for Multi-objective Optimization With Qualitative and Quantitative Factors
指導教授: 陳瑞彬
Chen, Ray-Bing
學位類別: 碩士
Master
系所名稱: 管理學院 - 統計學系
Department of Statistics
論文出版年: 2022
畢業學年度: 110
語文別: 中文
論文頁數: 28
中文關鍵詞: 電腦實驗多目標最佳化高斯過程序列設計
外文關鍵詞: computer experiments, Gaussian process, sequential design, multi-objective optimization
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  • 本論文主要以高斯過程模型(Gaussian Process Model)應用在電腦實驗的研究方向上,主要探討的問題同時包含定量因子(Quantitative Factors)及定性因子(Qualitative Factors),並考慮反應變數不具噪聲(Noiseless)的情境下進行多目標最佳化(Multi-objective Optimization)的研究。
    我們將此研究應用於電子元件散熱鰭片之散熱效果分析,由於散熱鰭片的配置包含定量及定性因子,因此選用定量及定性型之高斯過程(Gaussian Process with Quantitative and Qualitative Factors,簡稱QQGP)為替代輔助模型,並將其延伸至多反應變量模型。實驗基本流程為利用拉丁超立方體抽樣(Latin Hypercube Sampling,簡稱LHS)取得初始實驗點(Initial Design Points),應用QQGP建構反應曲面,並以期望超容積改進量(Expected Hypervolume Improvement,簡稱EHVI)作為填充準則(Infill Criteria)進行序列設計(Sequential Design),兩步驟依序重複迭代,直至滿足停止條件為止,進而達到在控制成本的情況下,從少許實驗樣本找出使得散熱效果較佳之鰭片配置。

    This thesis mainly focuses on surrogate-assisted approach for multi-objective optimization problems with qualitative and quantitative factors. Basically, the approach iterates the following two steps until a stop criterion is met. To begin with, we construct a surrogate surface based on the current explored points, and then a suitable infill criterion is adopted to identify the next explored points. Finally, we identify the solution from all explored points.
    To implement our surrogate-assistant approach, first we choose a Latin hypercube sampling to get initial explored points. Since qualitative and quantitative variables are all considered in the multi-output scenario, the multi-task QQGP (MTQQGP) is adopted for surrogate construction and a maximum expected hypervolume improvement is used to identify the next explored points.
    To demonstrate the performance of the proposed method, numerical experiments are conducted. Here in addition to the MTQQGP, the multi-objective QQGP (MOQQGP) is also considered due to the comparison purpose. The difference among the MOQQGP and MTQQGP is the different correlation structure assumptions. Finally due to the numerical results, MTQQGP has the better performance for our surrogate-assistant approach.
    In our real case study, we focus on the performance of the heat dissipation fins in electronic components. Here there are a 4-level factor and two quantitative factors, and the two responses are the maximum and mean temperature of the grid point. Overall, the proposed surrogate-assistant approach can find good factor setups with the limited explored points.

    摘要 III 目錄 IX 表目錄 XI 圖目錄 XII 第一章 緒論 1 1.1 研究背景與動機 1 1.2 文獻回顧 2 1.3 論文架構 3 第二章 研究架構 4 2.1 拉丁超立方體抽樣(Latin Hypercube Sampling) 5 2.2 高斯過程(Gaussian Process) 7 2.2.1 多任務定量及定性型之高斯過程模型(MTQQGP) 7 2.2.2 多目標定量及定性型之高斯過程模型(MOQQGP) 12 2.3 期望超容積改進量(Expected Hypervolume Improvement) 14 2.3.1 柏拉圖集合 15 2.3.2. 超容積改進函數 15 第三章 數值實驗 16 3.1 測試函數與模擬流程 16 3.1.1測試函數 17 3.1.2模擬流程 19 3.2 評估指標 19 3.3實驗結果 20 3.3.1單峰高相關 20 3.3.2多峰低相關 21 第四章 電子元件散熱鰭片 23 4.1 資料來源及介紹 23 4.2 實驗流程 24 4.3 實驗結果 25 第五章 結論 27 參考文獻 28

    [1] Bonilla, E. V., Chai, K., & Williams, C. (2007). Multi-task Gaussian process prediction. Advances in neural information processing systems, 20.
    [2] Emmerich, M. T., Deutz, A. H., & Klinkenberg, J. W. (2011, June). Hypervolume-based expected improvement: Monotonicity properties and exact computation. In 2011 IEEE Congress of Evolutionary Computation (CEC) (pp. 2147-2154). IEEE.
    [3] Iman, R. L., Davenport, J. M., & Zeigler, D. K. (1980). Latin hypercube sampling (program user's guide).[LHC, in FORTRAN] (No. SAND-79-1473). Sandia Labs., Albuquerque, NM (USA).
    [4] Jin, Y. (2011). Surrogate-assisted evolutionary computation: Recent advances and future challenges. Swarm and Evolutionary Computation, 1(2), 61-70.
    [5] Qian, P. Z. G., Wu, H., & Wu, C. J. (2008). Gaussian process models for computer experiments with qualitative and quantitative factors. Technometrics, 50(3), 383-396.
    [6] Sobester, A., Forrester, A., & Keane, A. (2008). Engineering design via surrogate modelling: a practical guide. John Wiley & Sons.

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