Kayla Coleman, An Initialization Algorithm for Gradient-Free Active Subspace Construction
SAS 4201For models with high-dimensional input spaces, constructing accurate response surfaces can be prohibitively expensive. Additionally, the high-dimensionality of the parameter spaces can impact the computational cost of a parameter investigation. Using an active subspace construction, we can efficiently approximate complex models by constructing low-order response surfaces based on a smaller subspace of the high-dimensional parameter…