@incollection{eprints1444, author = {Gabriella Dellino and Carlo Meloni}, note = {Article No.: 334}, publisher = {ACM}, month = {December}, year = {2012}, title = {Metamodel variability analysis combining bootstrapping and validation techniques}, booktitle = {WSC '12 Proceedings of the Winter Simulation Conference }, url = {http://eprints.imtlucca.it/1444/}, abstract = {Research on metamodel-based optimization has received considerably increasing interest in recent years, and has found successful applications in solving computationally expensive problems. The joint use of computer simulation experiments and metamodels introduces a source of uncertainty that we refer to as metamodel variability. To analyze and quantify this variability, we apply bootstrapping to residuals derived as prediction errors computed from cross-validation. The proposed method can be used with different types of metamodels, especially when limited knowledge on parameters? distribution is available or when a limited computational budget is allowed. Our preliminary experiments based on the robust version of the EOQ model show encouraging results.} }