Experimentation for Engineers

Appendix B One factor at a time

An enticing approach to optimizing multiple parameters using RSM (see chapter 4, section 4.2) might be to use the 1D RSM procedure on each parameter in turn. For example, when optimizing two parameters, threshold and order_size, you could have first optimized only threshold, frozen its value, and then optimized only order_size.

This approach, called one factor at a time (OFAT), can be effective at improving the business metric of a system. In general, however, optimizing one parameter (aka, “factor”) at a time will not find the optimal parameter settings. Let’s walk through an example to see how that can be the case.

Suppose you have a system with two parameters x₀, and x₁ (these two parameters could represent ...