重新审视 "贪婪 "对交换算法生成精确最优实验设计效果的影响

William T. Gullion, Stephen J. Walsh
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引用次数: 0

摘要

坐标交换(CEXCH)是一种用于生成精确最优实验设计的流行算法。CEXCH 的作者主张采用高度贪婪的实现方法,即交换和优化设计矩阵的单元素坐标。我们重新审视了贪心对 CEXCH 生成高效设计的影响。我们在 21 个精确响应曲面设计方案上实施了单元素 CEXCH(最贪婪)、设计行(中等贪婪)优化交换和粒子群优化(PSO;最不贪婪),在 $D$- 和 $I-$- 标准下,这些方案都有众所周知的最优设计,并已被多位研究人员复制。我们发现,最贪心的 CEXCH 和中等贪心的 CEXCH 在性能上基本没有差别。在生成 $D$ 最佳设计和大多数 $I$ 最佳设计方面,PSO 确实比 CEXCH 表现出更高的效率,但在我们的参数化条件下并没有达到很高的程度。这项工作表明,有必要进一步研究贪婪度维度及其对 CEXCH 在更广泛的模型和标准上的有效性的影响。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Revisiting the effect of greediness on the efficacy of exchange algorithms for generating exact optimal experimental designs
Coordinate exchange (CEXCH) is a popular algorithm for generating exact optimal experimental designs. The authors of CEXCH advocated for a highly greedy implementation - one that exchanges and optimizes single element coordinates of the design matrix. We revisit the effect of greediness on CEXCHs efficacy for generating highly efficient designs. We implement the single-element CEXCH (most greedy), a design-row (medium greedy) optimization exchange, and particle swarm optimization (PSO; least greedy) on 21 exact response surface design scenarios, under the $D$- and $I-$criterion, which have well-known optimal designs that have been reproduced by several researchers. We found essentially no difference in performance of the most greedy CEXCH and the medium greedy CEXCH. PSO did exhibit better efficacy for generating $D$-optimal designs, and for most $I$-optimal designs than CEXCH, but not to a strong degree under our parametrization. This work suggests that further investigation of the greediness dimension and its effect on CEXCH efficacy on a wider suite of models and criterion is warranted.
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