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i-optimal designs #337

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ghost opened this issue Jan 19, 2024 · 5 comments · May be fixed by #428
Open

i-optimal designs #337

ghost opened this issue Jan 19, 2024 · 5 comments · May be fixed by #428
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@ghost
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ghost commented Jan 19, 2024

We have a use-case for i-optimal designs. A colleague (Kai Exner) is currently implementing it.

@KaiExner KaiExner self-assigned this Jan 19, 2024
@Osburg
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Osburg commented Jan 19, 2024

Hi @dlinzner-bcs @KaiExner,
This sounds nice :) i had a quick look into this when i was implementing the remaining criteria, and the i criterion seemed not so trivial to implement to me. Therefore i am interested in how you are planning to do this. If i understood correctly, the i criterion involves computing integrals over the design space. This is somewhat straightforward if we have no constraints or only linear constraints. But if nonlinear constraints are involved this means we have to integrate over possibly weirdly shaped hypersurfaces. @KaiExner just bc i am curious: how is this supposed to be done?
Cheers,
Aaron :)

@KaiExner
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Dear @Osburg , the I criterion can be calculated as tr( (Y'Y %*% inv(X'X/nX)) /nY) where X is the model matrix and Y is a space over which I is averaged. nX, nY are the number of rows in X and Y. This approached is used by the optFedrov algorithm in the AlgDesign package in R. optFederov uses Y as a candidate set for an exchange algorithm. In the simple case it is a rectangular grid, if constraints exist, the list is simply checked against the constraints.
Options for BoFire: take the analogous route, define Y as rectangular grid and eliminate points that do not meet the constraints or - as @dlinzner proposed - sample from the allowed design space.

@Osburg
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Osburg commented Jan 23, 2024

@KaiExner thanks for the explanation, this was helpful!

@dlinzner-bcs
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@KaiExner I think this nice sampler by @Osburg is what you want: https://github.com/experimental-design/bofire/blob/main/bofire/strategies/universal_constraint.py it is to my understanding producing space-filling points within the (constrained) domain.

@KaiExner
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KaiExner commented Feb 9, 2024

Thanks @dlinzner-bcs - its on my list :)

@Osburg Osburg linked a pull request Aug 19, 2024 that will close this issue
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