batch_selection

(Experimental) How to select new points

Specification

  • Alias: None

  • Arguments: None

  • Default: naive

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Required (Choose One)

Batch Selection Criterion

naive

Take the highest scoring candidates

distance_penalty

Add a penalty to spread out the points in the batch

topology

In this selection strategy, we use information about the topology of the space from the Morse-Smale complex to identify next points to select.

constant_liar

Use information from the existing surrogate model to predict what the surrogate upgrade will be with new points.

Description

adaptive_sampling is an experimental capability that is not ready for production use at this time.

With batch or multi-point selection, the true model can be evaluated in parallel and thus increase throughput before refitting our surrogate model. This proposes a new challenge as the problem of choosing a single point and choosing multiple points off a surrogate are fundamentally different. Selecting the n best scoring candidates is more than likely to generate a set of points clustered in one area which will not be conducive to adapting the surrogate.

We have implemented several strategies for batch selection of points. These are described in the User’s manual and are the subject of active research.

The batch_selection strategies include:

  1. naive:

  2. distance_penalty

  3. constant_liar

  4. topology