加权对称中心偏差的权重选择与性质研究

Weight Selection and Properties of Weighted Symmetrized Centered Discrepancy

均匀设计是计算机实验中应用广泛的空间填充试验设计方法, 其理论基础源于总体均值模型与 Koksma-Hlawka 不等式。设计点的均匀性通常采用偏差进行度量, 其中中心化偏差是最常用的度量指标。然而, 中心化偏差在高维情形下受“维数灾难”影响严重, 易对均匀性产生误判。针对该缺陷, 本文系统研究了加权对称中心化偏差 (WSCD) , 该偏差在再生核框架下引入了权重参数, 可分解为各个子维度投影偏差的加权和。针对加权对称中心偏差, 我们提出一种权重参数选取方法, 使其三维以内子投影偏差的贡献率占总偏差的 90% 以上, 偏差也因此依据效应层次原理有效地重视低维投影均匀性。以 Morris 函数为真实模型、高斯过程模型为预测模型的数值实验表明, 基于优选权重的加权对称中心化偏差优化设计的预测均方误差显著低于中心化偏差及其他常用偏差。这证实了新准则在判定均匀性方面具有更优秀的性质。 

Uniform. design is a widely used space-filling approach for computer experiments, with its theoretical foundation rooted in the overall mean model and the Koksma-Hlawka inequality. The uniformity of design points is typically measured by discrepancies, among which the centered L2-discrepancy is the most popular one. However, the centered L2-discrepancy suffers severely from the curse of dimensionality in high-dimensional settings, leading to misleading evaluations of uniformity. To address this limitation, this paper systematically studies the weighted symmetric centered discrepancy (WSCD) . Introduced with weight parameters under the reproducing kernel framework, WSCD can be decomposed into the weighted sum of projection discrepancies of each sub-dimension. A method for selecting weight parameters is proposed for the weighted symmetric centered discrepancy, which makes the contribution rate of sub-projection discrepancies within three dimensions account for more than 90% of the total discrepancy. Accordingly, the discrepancy can effectively attach importance to the uniformity of low-dimensional projections in accordance with the effect hierarchy principle. Numerical experiments adopting the Morris function as the true model and the Gaussian process model as the prediction model show that the prediction mean square error of the optimal design based on the weighted symmetric centered discrepancy with optimized weights is significantly lower than that of the centered discrepancy and other commonly used discrepancies. This verifies that the new criterion possesses superior properties in evaluating uniformity.