I-Optimal Design is an optimal experimental design that minimizes the average prediction variance across the entire design space — focusing on the accuracy of predictions rather than parameter estimates, making it the preferred criterion when the goal is to build a predictive model.
I-Optimal vs. D-Optimal
- I-Optimal: Minimizes $int Var[hat{y}(x)] dx$ (integrated prediction variance over the design space).
- D-Optimal: Minimizes parameter variance (maximizes $|X^TX|$).
- For Prediction: I-optimal produces better predictions on average; D-optimal produces more precise parameters.
- Software: JMP and other DOE software support I-optimal design generation.
Why It Matters
- Surrogate Models: When the goal is building a predictive model (virtual metrology, response surface), I-optimal is the best criterion.
- Process Optimization: Better predictions lead to more accurate identification of the optimal operating point.
- Design Space: I-optimal designs typically place more points at the boundaries of the factor space.
I-Optimal Design is designing for the best predictions — minimizing prediction error across the entire design space for the most accurate process model.
i-optimal designdoe
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