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Hybrid algorithms for generating optimal designs for discriminating multiple nonlinear models under various error distributional assumptions

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  • Ray-Bing Chen
  • Ping-Yang Chen
  • Cheng-Lin Hsu
  • Weng Kee Wong

Abstract

Finding a model-based optimal design that can optimally discriminate among a class of plausible models is a difficult task because the design criterion is non-differentiable and requires 2 or more layers of nested optimization. We propose hybrid algorithms based on particle swarm optimization (PSO) to solve such optimization problems, including cases when the optimal design is singular, the mean response of some models are not fully specified and problems that involve 4 layers of nested optimization. Using several classical examples, we show that the proposed PSO-based algorithms are not models or criteria specific, and with a few repeated runs, can produce either an optimal design or a highly efficient design. They are also generally faster than the current algorithms, which are generally slow and work for only specific models or discriminating criteria. As an application, we apply our techniques to find optimal discriminating designs for a dose-response study in toxicology with 5 possible models and compare their performances with traditional and a recently proposed algorithm. In the supplementary material, we provide a R package to generate different types of discriminating designs and evaluate efficiencies of competing designs so that the user can implement an informed design.

Suggested Citation

  • Ray-Bing Chen & Ping-Yang Chen & Cheng-Lin Hsu & Weng Kee Wong, 2020. "Hybrid algorithms for generating optimal designs for discriminating multiple nonlinear models under various error distributional assumptions," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-30, October.
  • Handle: RePEc:plo:pone00:0239864
    DOI: 10.1371/journal.pone.0239864
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    References listed on IDEAS

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    1. Dariusz Uciński & Barbara Bogacka, 2005. "T‐optimum designs for discrimination between two multiresponse dynamic models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(1), pages 3-18, February.
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    1. Chiara Tommasi & Juan M. Rodríguez-Díaz & Jesús F. López-Fidalgo, 2023. "An equivalence theorem for design optimality with respect to a multi-objective criterion," Statistical Papers, Springer, vol. 64(4), pages 1041-1056, August.

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