用于选择仿真优化中元模型的性能度量

Performance Measures for Selection of Metamodels to be Used in Simulation Optimization

DECISION SCIENCES · 2002
被引 21
人大 AABS 3

中文导读

提出了六种性能度量,用于评估仿真优化中不同元模型的绝对和相对表现,涵盖最优位置准确性、响应拟合度和表面特征拟合度,并通过两个实例验证其有效性。

Abstract

ABSTRACT This paper points out the need for performance measures in the context of simulation optimization and suggests six such measures. Two of the measures are indications of absolute performance, whereas the other four are useful in assessing the relative performance of various candidate metamodels. The measures assess performance on three fronts: accuracy of placing optima in the correct location, fit to the response, and fit to the character of the surface (expressed in terms of the number of optima). Examples are given providing evidence of the measures' utility—one in a limited scenario deciding which of two competing metamodels to use as simulation optimization response surfaces vary, and the other in a scenario of a researcher developing a new, sequential optimization search procedure.

仿真优化元模型选择性能度量机器学习数学优化