Weight Function-based Sequential Maximin Distance Design to Enhance Accuracy and Robustness of Surrogate Model

Abstract

In order to efficiently optimize the problem involving complex computer codes or computationally expensive simulation, surrogate models are widely used. Because their accuracy significantly depends on sample points, many experimental designs have been proposed. One approach is the sequential design of experiments that consider existing information of responses. In earlier research, the correlation coefficients of the kriging surrogate model are introduced as weight parameters to define the scaled distance between sample points. However, if existing information is incorrect or lacking, new sample points can be misleading. Thus, our goal in this paper is to propose a weight function derived from correlation coefficients to generate new points robustly. To verify the performance of the proposed method, several existing sequential design methods are compared for use as mathematical examples.