Allocation of simulation effort for neural network vs. regression metamodels

The construction of a neural network simulation metamodel requires the generation of training data; design points (inputs) and the estimate of the corresponding output generated by the simulation model. A common methodology is to focus some simulation effort in obtaining accurate estimates of the expected output values by executing several simulation replications at each point and taking the average as the estimate. However, with a limited amount of simulation effort available and a rather large input space, this approach may not produce the best expected value approximations. An alternate approach is to distribute that same simulation effort over a larger sample of input points, even if it means the resulting estimates of the expected outputs at each point will be less accurate. We will show through several examples that this approach may result in better neural network metamodels; this conclusion differs from other studies involving regression metamodels.