SURROGATES Toolbox

WHAT IS THE SURROGATES TOOLBOX?

SURROGATES Toolbox is a general-purpose MATLAB library of multidimensional function approximation and optimization methods. The current version includes the following capabilities:
  • Design of experiments: central composite design, full factorial design, Latin hypercube design, D-optimal and maxmin designs.
  • Surrogates: kriging, polynomial response surface, radial basis neural network, and support vector regression.
  • Analysis of error and cross validation: leave-one-out and k-fold cross-validation, and classical error analysis (coefficient of determination, standard error; root mean square error; and others).
  • Surrogate-based optimization: efficient global optimization (EGO) algorithm.
  • Other capabilities: global sensitivity analysis and conservative surrogates via safety margin.

DOWNLOAD

The SURROGATE Toolbox is free software; you can redistribute it and/or modify it. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Click on the link to download the SURROGATES Toolbox 2.1.

Click on the link to download the SURROGATES Toolbox 3.0 (BETA).

INSTALLATION

Unzip the file, open a MATLAB terminal and go to the directory where the toolbox is, for example: C:\Users\Public\projects\SurrogatesToolbox2p1 (there is no preference for where you will unzip it).
Next, type:

>> cd setup\
>> srgtsInstall

At this point, the setup routine will help you to install the current version of the SURROGATES Toolbox. For further information, see the user's manual.

RETURNING THE FAVOR

Please, cite the user's guide in any publication derived from the use of the toolbox.

FAC Viana, SURROGATES Toolbox User’s Guide, Version 2.1, http://sites.google.com/site/felipeacviana/surrogatestoolbox, 2010.

A suitable BibTeX entry would look like this:

@MANUAL{manual:surrogatestoolbox2p1,
AUTHOR = {Viana, F.A.C.},
TITLE = {SURROGATES Toolbox User's Guide},
EDITION = {Version 2.1},
ADDRESS = {Gainesville, FL, USA},
URL = {http://sites.google.com/site/felipeacviana/surrogatestoolbox},
YEAR = {2010}
}

NOTE

The SURROGATES Toolbox is free software; you can redistribute it and/or modify it. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

I am deeply grateful to Dr. Raphael Haftka for his guidance during the development of this toolbox and for his valuable comments on the documentation. I also thank Dr. Tushar Goel for his collaboration until Version 1.1 (Release 2). I am also thankful to Mr. Wei-Teck Lee for his hard work on the visualization capabilities added in Version 2.1.

BUGBUSTER

If you happen to encounter something not listed here, please report it by sending an email to Felipe Viana (fchegury@gmail.com)

Version 2.0
No one has reported (nor I have found) any bug!

Version 1.1
Bug: srgtsPRSCreateGramianMatrix was not accounting for coefficients removed during 'stepwise'. However, NO OTHER function was affected.
Status: Fixed in next versions.
Workaround: Please upgrade to 2.0.

Version 1.0
Bug: srgtsPredictionMetrics was not assigning correct weights for trapezoidal integration.
Status: Fixed in next versions.
Workaround: Please upgrade to 1.1.

HAVE A LOT OF FUN!!!