Selection Criterion Based on an Exploration-Exploitation Approach for Optimal Design of Experiments

Abstract

AbstractModeling and simulation are being relied upon in many fields of science and engineering as computational surrogates for experimental testing. To justify the use of these simulations for decision making, however, it is critical to determine, and when necessary mitigate, the biases and uncertainties in model predictions, a task that invariably requires validation experiments. To use experimental resources efficiently, validation experiments must be designed to achieve the maximum possible increases in model predictive ability through the calibration of the model against experiments. This need for efficiency is addressed by the concept of optimally designing validation experiments, which constitutes optimizing a predefined criterion while selecting the settings of experiments. This paper presents an improved optimization criterion that incorporates two important factors for the optimal design of validation experiments: (1) how well the model reproduces the validation experiments, and (2) how well the...