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Sequentially extending space-filling experimental designs by optimally permuting and stacking columns of the design matrix
European Journal of Operational Research ( IF 6.0 ) Pub Date : 2024-06-15 , DOI: 10.1016/j.ejor.2024.06.020
J.D. Parker , T.W. Lucas , W.M. Carlyle

Researchers make available computationally expensive designs for computer experiments for widespread use by cataloging them and providing online links. This paper presents an algorithm that augments space-filling designs (SFDs) by optimally permuting and stacking columns of the design matrix to minimize the maximum absolute pairwise correlation among columns in the new extended design. The algorithm enables researchers to augment an SFD sequentially with batches of additional design points, which improves column orthogonality and adds more degrees of freedom for fitting metamodels. We show this method improves the correlation and space-filling properties of the resulting designs and allows us to extend some classes of designs to higher dimensions that are not easily obtainable. Moreover, the resulting extended designs compare well with many leading software-generated SFDs created from scratch in the extended design space.

中文翻译:


通过优化排列和堆叠设计矩阵的列来顺序扩展空间填充实验设计



研究人员通过对计算机实验进行编目和提供在线链接,为计算机实验提供计算成本高昂的设计,以供广泛使用。本文提出了一种算法,通过优化排列和堆叠设计矩阵的列来增强空间填充设计(SFD),以最小化新扩展设计中列之间的最大绝对成对相关性。该算法使研究人员能够通过批量附加设计点顺序增强 SFD,从而提高列正交性并为拟合元模型增加更多自由度。我们展示了这种方法提高了最终设计的相关性和空间填充特性,并允许我们将某些类别的设计扩展到不易获得的更高维度。此外,由此产生的扩展设计与在扩展设计空间中从头开始创建的许多领先软件生成的 SFD 相媲美。
更新日期:2024-06-15
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