Surrogate Quality Score: A Novel Composite Performance Metric for Model Selection

원문 초록

The growing reliance on high-fidelity, state-of-the-art machine learning based models for engineering decision-making necessitates robust and systematic approaches for model selection. While high predictive accuracy at untrained points is a necessary trait in the final model, other attributes such as model complexity, forecastability, explainability, scalability, and physics-awareness may be equally important or relevant criteria depending on application context and user requirements. In this work, we propose a novel composite performance metric, Surrogate Quality Score (SQS) for model selection based on predictive accuracy and model complexity simultaneously. SQS heuristically integrates these two attributes through a weighted product of normalized measures, yielding a unified score to reflect overall model quality. A user-specified parameter in SQS enables explicit control over the accuracy-complexity trade-off, thereby incorporating human judgement and preference in the model selection process. We extensively discuss and justify the formulation of SQS and demonstrate its utility through an illustrative example. By combining predictive accuracy and model complexity, SQS offers a systematic and objective approach for model selection based on both attributes.