33,327 research outputs found
Determination of the Joint Confidence Region of Optimal Operating Conditions in Robust Design by Bootstrap Technique
Robust design has been widely recognized as a leading method in reducing
variability and improving quality. Most of the engineering statistics
literature mainly focuses on finding "point estimates" of the optimum operating
conditions for robust design. Various procedures for calculating point
estimates of the optimum operating conditions are considered. Although this
point estimation procedure is important for continuous quality improvement, the
immediate question is "how accurate are these optimum operating conditions?"
The answer for this is to consider interval estimation for a single variable or
joint confidence regions for multiple variables.
In this paper, with the help of the bootstrap technique, we develop
procedures for obtaining joint "confidence regions" for the optimum operating
conditions. Two different procedures using Bonferroni and multivariate normal
approximation are introduced. The proposed methods are illustrated and
substantiated using a numerical example.Comment: Two tables, Three figure
Calibrated Multivariate Regression with Application to Neural Semantic Basis Discovery
We propose a calibrated multivariate regression method named CMR for fitting
high dimensional multivariate regression models. Compared with existing
methods, CMR calibrates regularization for each regression task with respect to
its noise level so that it simultaneously attains improved finite-sample
performance and tuning insensitiveness. Theoretically, we provide sufficient
conditions under which CMR achieves the optimal rate of convergence in
parameter estimation. Computationally, we propose an efficient smoothed
proximal gradient algorithm with a worst-case numerical rate of convergence
\cO(1/\epsilon), where is a pre-specified accuracy of the
objective function value. We conduct thorough numerical simulations to
illustrate that CMR consistently outperforms other high dimensional
multivariate regression methods. We also apply CMR to solve a brain activity
prediction problem and find that it is as competitive as a handcrafted model
created by human experts. The R package \texttt{camel} implementing the
proposed method is available on the Comprehensive R Archive Network
\url{http://cran.r-project.org/web/packages/camel/}.Comment: Journal of Machine Learning Research, 201
Optimal designs for rational function regression
We consider optimal non-sequential designs for a large class of (linear and
nonlinear) regression models involving polynomials and rational functions with
heteroscedastic noise also given by a polynomial or rational weight function.
The proposed method treats D-, E-, A-, and -optimal designs in a
unified manner, and generates a polynomial whose zeros are the support points
of the optimal approximate design, generalizing a number of previously known
results of the same flavor. The method is based on a mathematical optimization
model that can incorporate various criteria of optimality and can be solved
efficiently by well established numerical optimization methods. In contrast to
previous optimization-based methods proposed for similar design problems, it
also has theoretical guarantee of its algorithmic efficiency; in fact, the
running times of all numerical examples considered in the paper are negligible.
The stability of the method is demonstrated in an example involving high degree
polynomials. After discussing linear models, applications for finding locally
optimal designs for nonlinear regression models involving rational functions
are presented, then extensions to robust regression designs, and trigonometric
regression are shown. As a corollary, an upper bound on the size of the support
set of the minimally-supported optimal designs is also found. The method is of
considerable practical importance, with the potential for instance to impact
design software development. Further study of the optimality conditions of the
main optimization model might also yield new theoretical insights.Comment: 25 pages. Previous version updated with more details in the theory
and additional example
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Searching for improvement
Engineering design can be thought of as a search for the best solutions to engineering problems. To perform an effective search, one must distinguish between competing designs and establish a measure of design quality, or fitness. To compare different designs, their features must be adequately described in a well-defined framework, which can mean separating the creative and analytical parts of the design process. By this we mean that a distinction is drawn between coming up with novel design concepts, or architectures, and the process of detailing or refining existing design architecture. In the case of a given design architecture, one can consider the set of all possible designs that could be created by varying its features. If it were possible to measure the fitness of all designs in this set, then one could identify a fitness landscape and search for the best possible solution for this design architecture. In this Chapter, the significance of the interactions between design features in defining the metaphorical fitness landscape is described. This highlights that the efficiency of a search algorithm is inextricably linked to the problem structure (and hence the landscape). Two approaches, namely, Genetic Algorithms (GA) and Robust Engineering Design (RED) are considered in some detail with reference to a case study on improving the design of cardiovascular stents
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