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Detection of Optimal Models in Parameter Space with Support Vector Machines

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Part of the book series: Quantitative Geology and Geostatistics ((QGAG,volume 16))

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.

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Acknowledgements

Funding of this work was provided by UK Engineering and Physical Sciences Research Council (GR/T24838/01) and by the industrial sponsors of the Heriot-Watt Uncertainty Project.

The authors acknowledge Swiss National Science Foundation funding “GeoKernels: kernel-based methods for geo and environmental sciences” project N200021 − 113944.

The authors would like to thank J. Carter of Imperial College for providing the model and the data for the IC Fault case study.

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Correspondence to Vasily Demyanov .

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Demyanov, V., Pozdnoukhov, A., Christie, M., Kanevski, M. (2010). Detection of Optimal Models in Parameter Space with Support Vector Machines. In: Atkinson, P., Lloyd, C. (eds) geoENV VII – Geostatistics for Environmental Applications. Quantitative Geology and Geostatistics, vol 16. Springer, Dordrecht. https://doi.org/10.1007/978-90-481-2322-3_30

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