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Input-response space-filling designs

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. Here, 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.

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Practical choices for space-filling designs

Space-filling designs are now commonly used as a flexible model-free strategy for providing good coverage throughout an input space of interest for a variety of computer and physical experiment design scenarios. Some of the preliminary choices about how to frame the problem and which type of design to use can have a substantial impact on the success or failure of the experiment, and yet how to make these critical choices is often under-emphasized in the literature. In this paper, we explore several of the practical choices required by the experimenter and describe a sequence of steps to help create an ideal design that matches the goals and constraints of the experiment. These choices include the specification of the input space, the scaling of the variables, the degree of uniformity of the design points across the input space, and the space-filling characteristics. In addition, some new tools for defining the weights to implement non-uniform space-filling designs are provided. Finally, the methods are demonstrated with several illustrative examples and a real-world chemical engineering experiment for carbon capture.

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