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Input-response space-filling designs
Authors:Lu Lu  Christine M Anderson-Cook
Affiliation:1. Department of Mathematics and Statistics, University of South Florida, Tampa, Florida, USA;2. Los Alamos National Laboratory, Los Alamos, USA
Abstract:Traditional space-filling designs are a convenient way to explore throughout an input space of flexible dimension and have design points close to any region where future predictions might be of interest. In some applications, there may be a model connecting the input factors to the response(s), which provides an opportunity to consider the spacing not only in the input space but also in the response space. In this paper, we present an approach for leveraging current understanding of the relationship between inputs and responses to generate designs that allow the experimenter to flexibly balance the spacing in these two regions to find an appropriate design for the experimental goals. Applications where good spacing of the observed response values include calibration problems where the goal is to demonstrate the adequacy of the model across the range of the responses, sensitivity studies where the outputs from a submodel may be used as inputs for subsequent models, and inverse problems where the outputs of a process will be used in the inverse prediction for the unknown inputs. We use the multi-objective optimization method of Pareto fronts to generate multiple non-dominated designs with different emphases on the input and response space-filling criteria from which the experimenter can choose. The methods are illustrated through several examples and a chemical engineering case study.
Keywords:design augmentation  maximin designs  multi-objective optimization  Pareto front  sequential experiment
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