Regression with Small Data Sets: A Case Study using Code Surrogates in Additive Manufacturing

Abstract

There has been an increasing interest in recent years in the mining of massive data sets whose sizes are measured in terabytes. While it is easy to collect such large data sets in some application domains, there are others where collecting even a single data point can be very expensive, so the resulting data sets have only tens or hundreds of samples. For example, when complex computer simulations are used to understand a scientific phenomenon, we want to run the simulation for many different values of the input parameters and analyze the resulting output. The data set relating the simulation inputs and outputs is typically quite small, especially when each run of the simulation is expensive. However, regression techniques can still be used on such data sets to build an inexpensive \surrogate" that could provide an approximate output for a given set of inputs. A good surrogate can be very useful in sensitivity analysis, uncertainty analysis, and in designing experiments. In this paper, we compare different regression techniques to determine how well they predict melt-pool characteristics in the problem domain of additive manufacturing. Our analysis indicates that some of the commonly used regression methods do perform quite well even on small data sets.