Surrogate model

A surrogate model is an engineering method used when an outcome of interest cannot be easily measured or computed, so an approximate mathematical model of the outcome is used instead. Most engineering design problems require experiments and/or simulations to evaluate design objective and constraint functions as a function of design variables. For example, in order to find the optimal airfoil shape for an aircraft wing, an engineer simulates the airflow around the wing for different shape variables (length, curvature, material, ..). For many real-world problems, however, a single simulation can take many minutes, hours, or even days to complete. As a result, routine tasks such as design optimization, design space exploration, sensitivity analysis and what-if analysis become impossible since they require thousands or even millions of simulation evaluations. One way of alleviating this burden is by constructing approximation models, known as surrogate models, metamodels or emulators, that mimic the behavior of the simulation model as closely as possible while being computationally cheaper to evaluate. Surrogate models are constructed using a data-driven, bottom-up approach. The exact, inner working of the simulation code is not assumed to be known (or even understood), solely the input-output behavior is important. A model is constructed based on modeling the response of the simulator to a limited number of intelligently chosen data points. This approach is also known as behavioral modeling or black-box modeling, though the terminology is not always consistent. When only a single design variable is involved, the process is known as curve fitting. Though using surrogate models in lieu of experiments and simulations in engineering design is more common, surrogate modeling may be used in many other areas of science where there are expensive experiments and/or function evaluations. The scientific challenge of surrogate modeling is the generation of a surrogate that is as accurate as possible, using as few simulation evaluations as possible.