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SVEMnet: An R package for Self-Validated Elastic-Net Ensembles and Multi-Response Optimization in Small-Sample Mixture--Process Experiments

Published 26 Nov 2025 in stat.CO | (2511.20968v1)

Abstract: SVEMnet is an R package for fitting Self-Validated Ensemble Models (SVEM) with elastic-net base learners and for performing multi-response optimization in small-sample mixture--process design-of-experiments (DOE) studies with numeric, categorical, and mixture factors. SVEMnet wraps elastic-net and relaxed elastic-net models for Gaussian and binomial responses from glmnet in a fractional random-weight (FRW) resampling scheme with anti-correlated train/validation weights; penalties are selected by validation-weighted AIC- and BIC-type criteria, and predictions are averaged across replicates to stabilize fits near the interpolation boundary. In addition to the core SVEM engine, the package provides deterministic high-order formula expansion, a permutation-based whole-model test heuristic, and a mixture-constrained random-search optimizer that combines Derringer--Suich desirability functions, bootstrap-based uncertainty summaries, and optional mean-level specification-limit probabilities to generate scored candidate tables and diverse exploitation and exploration medoids for sequential fit--score--run--refit workflows. A simulated lipid nanoparticle (LNP) formulation study illustrates these tools in a small-sample mixture--process DOE setting, and simulation experiments based on sparse quadratic response surfaces benchmark SVEMnet against repeated cross-validated elastic-net baselines.

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