Analysis of support vector regression for approximation of complex engineering analyses

A variety of metamodeling techniques have been developed in the past decade to reduce the computational expense of computer-based analysis and simulation codes. Metamodeling is the process of building a "model of a model" to provide a fast surrogate for a computationally expensive computer code. Common metamodeling techniques include response surface methodology, kriging, radial basis functions, and multivariate adaptive regression splines. In this paper we investigate support vector regression (SVR) as an alternative technique for approximating complex engineering analyses. The computationally efficient theory behind SVR is reviewed, and SVR approximations are compared against the aforementioned four metamodeling techniques using a test bed of 26 engineering analysis functions. SVR achieves more accurate and more robust function approximations than the four metamodeling techniques, and shows great potential for metamodeling applications, adding to the growing body of promising empirical performance of SVR.