Progressive Response Surfaces

Abstract

Response surface functions are often used as simple and inexpensive replacements for computationally expensive computer models that simulate the behavior of a complex system over some parameter space. Progressive response surfaces are ones that are built up progressively as global information is added from new sample points in the parameter space. As the response surfaces are globally upgraded based on new information, heuristic indications of the convergence of the response surface approximation to the exact (fitted) function can be inferred. Sampling points can be incrementally added in a structured fashion, or in an unstructured fashion. Whatever the approach, at least in early stages of sampling it is usually desirable to sample the entire parameter space uniformly. At later stages of sampling, depending on the nature of the quantity being resolved, it may be desirable to continue sampling uniformly over the entire parameter space (Progressive response surfaces), or to switch to a focusing/economizing strategy of preferentially sampling certain regions of the parameter space based on information gained in early stages of sampling (Adaptive response surfaces). Here we consider Progressive response surfaces where a balanced indication of global response over the parameter space is desired.We use a variant of Moving Least Squares to fit and interpolate structured and unstructured point sets over the parameter space. On a 2-D test problem we compare response surface accuracy for three incremental sampling methods: Progressive Lattice Sampling; Simple-Random Monte Carlo; and Halton Quasi-Monte-Carlo sequences. We are ultimately after a system for constructing efficiently upgradable response surface approximations with reliable error estimates.