Optimistic Bias in Surrogate Prediction near Surrogate Optima
Anirban Chaudhuri, Raphael T. Haftka · 2014
Anirban Chaudhuri, Raphael T. Haftka University of Florida, Gainesville, Florida, 32601 Abstract Surrogates in general share the property that their predictions are intended to be unbiased. But in our experience, we found it to be erring more on the optimistic side when the optimum of a surrogate is verified by exact evaluation. This work investigates the presence and magnitude of such a bias at the minimum and maximum locations of the surrogate predictions using some benchmark test problems.