| FSSF-package {FSSF} | R Documentation |
Large-Scale Fully-Sequential Space-filling Algorithms for Computer Experiments
Description
Provides large-scale computer experimental design tools to generate fully-sequential (a nested sequence of designs with points added one at a time) space-filling designs inside a unit hypercube (Shang and Apley, 2019).
Details
Fully-sequential (i.e., with design points added one at a time) space-filling designs are useful for global surrogate modeling of expensive computer experiments when the number of design points required to achieve a suitable accuracy is unknown in advance. We provide three fully-sequential space-filling (FSSF) design algorithms that are conceptually simple and computationally efficient and that achieve much better space-filling properties than alternative methods such as Sobol sequences and more complex batch-sequential methods based on sliced or nested optimal Latin hypercube designs (LHDs).
Brief descriptions of the main functions are provided below:
fssf_f() generates maximin designs using a similar idea with Kennard and Stone (1969). The "f" stands for "forward", since the algorithm begins with the smallest design and adds points one at a time.
fssf-b() generates large-size maximin designs efficiently. The "b" stands for "backward", since the algorithm begins with the largest design and removes points one at a time.
fssf-fr() uses a heuristic to generate what is closer to a minimax design. The "fr" stands for "forward reflected", since the algorithm uses a modification of the criterion used in the fssf-f algorithm.
Author(s)
Boyang Shang boyangshang2015@u.northwestern.edu
Daniel W. Apley apley@northwestern.edu
References
Shang, B. and Apley, D.W. (2019), "Large-Scale Fully-Sequential Space-filling Algorithms for Computer Experiments", Journal of Quality Technology (in press). doi:10.1080/00224065.2019.1705207.
Kennard, R.W. and Stone, L.A. (1969). "Computer aided design of experiments". Technometrics 11.1, pp. 137-148.
Examples
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# See the examples in the help pages for the main functions mentioned above.
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