truth_fixed_by_pilot

Option to suppress any increment to the number of truth samples

Specification

  • Alias: None

  • Arguments: None

Description

In some cases, it may be impractical to increment an initial set of truth model samples, for example due to their extreme computational cost or due to the use of legacy data sets that can no longer be augmented. To fix the number of truth model evaluations to only those prescribed in the pilot sample, the truth_fixed_by_pilot keyword can be used.

Default Behavior

The default is to allow the number of truth samples to advance beyond those specified in the pilot, while seeking an optimal sample profile.

Additional Discussion

The optimization problem is formulated using linear constraints and a reduced set of design variables, one per approximation model.

This option is most relevant in the default online_pilot solution mode, which would normally iterate to determine the optimal number of truth samples. With truth_fixed_by_pilot, the number of truth samples is fixed within the optimization and no iteration occurs.

For the pilot_projection solution mode, the optimization formulation searches only over the approximation samples, providing an optimal projection subject to the fixed truth constraint.

The offline_pilot solution mode is not iterative and assumes that the offline pilot has accurately estimated the correlations and variances. In this case, the online profile is independent and it is not necessary to refine the truth model samples beyond the initial estimate of the optimal allocation. The truth_fixed_by_pilot specification has no additional effect beyond these existing constraints.