The Gaussian Process Modeling Module in UQLab

We introduce the Gaussian process (GP) modeling module developed within the UQLab software framework. The novel design of the GP-module aims at providing seamless integration of GP modeling into any uncertainty quantification workflow, as well as a standalone surrogate modeling tool. We first briefl...

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Main Authors: Christos Lataniotis, Stefano Marelli, Bruno Sudret
Format: Article
Language:English
Published: Pouyan Press 2018-07-01
Series:Journal of Soft Computing in Civil Engineering
Subjects:
Online Access:http://www.jsoftcivil.com/article_64721_329effd7ea1841207cec9b59c663ba5c.pdf
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author Christos Lataniotis
Stefano Marelli
Bruno Sudret
author_facet Christos Lataniotis
Stefano Marelli
Bruno Sudret
author_sort Christos Lataniotis
collection DOAJ
description We introduce the Gaussian process (GP) modeling module developed within the UQLab software framework. The novel design of the GP-module aims at providing seamless integration of GP modeling into any uncertainty quantification workflow, as well as a standalone surrogate modeling tool. We first briefly present the key mathematical tools on the basis of GP modeling (a.k.a. Kriging), as well as the associated theoretical and computational framework. We then provide an extensive overview of the available features of the software and demonstrate its flexibility and user-friendliness. Finally, we showcase the usage and the performance of the software on several applications borrowed from different fields of engineering. These include a basic surrogate of a well-known analytical benchmark function; a hierarchical Kriging example applied to wind turbine aero-servo-elastic simulations and a more complex geotechnical example that requires a non-stationary, user-defined correlation function. The GP-module, like the rest of the scientific code that is shipped with UQLab, is open source (BSD license).
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spelling doaj.art-91f4a495dbba473ebcc397e6d8e747612022-12-21T23:02:29ZengPouyan PressJournal of Soft Computing in Civil Engineering2588-28722588-28722018-07-01239111610.22115/scce.2018.129323.106264721The Gaussian Process Modeling Module in UQLabChristos Lataniotis0Stefano Marelli1Bruno Sudret2Chair of Risk, Safety and Uncertainty Quantification, ETH Zurich, Stefano-Franscini-Platz 5, 8093 Zurich, SwitzerlandETH Zurich, Stefano-Franscini-Platz 5, 8093 Zurich, SwitzerlandETH Zurich, Stefano-Franscini-Platz 5, 8093 Zurich, SwitzerlandWe introduce the Gaussian process (GP) modeling module developed within the UQLab software framework. The novel design of the GP-module aims at providing seamless integration of GP modeling into any uncertainty quantification workflow, as well as a standalone surrogate modeling tool. We first briefly present the key mathematical tools on the basis of GP modeling (a.k.a. Kriging), as well as the associated theoretical and computational framework. We then provide an extensive overview of the available features of the software and demonstrate its flexibility and user-friendliness. Finally, we showcase the usage and the performance of the software on several applications borrowed from different fields of engineering. These include a basic surrogate of a well-known analytical benchmark function; a hierarchical Kriging example applied to wind turbine aero-servo-elastic simulations and a more complex geotechnical example that requires a non-stationary, user-defined correlation function. The GP-module, like the rest of the scientific code that is shipped with UQLab, is open source (BSD license).http://www.jsoftcivil.com/article_64721_329effd7ea1841207cec9b59c663ba5c.pdfuqlabgaussian process modelingkrigingmatlabuncertainty quantification
spellingShingle Christos Lataniotis
Stefano Marelli
Bruno Sudret
The Gaussian Process Modeling Module in UQLab
Journal of Soft Computing in Civil Engineering
uqlab
gaussian process modeling
kriging
matlab
uncertainty quantification
title The Gaussian Process Modeling Module in UQLab
title_full The Gaussian Process Modeling Module in UQLab
title_fullStr The Gaussian Process Modeling Module in UQLab
title_full_unstemmed The Gaussian Process Modeling Module in UQLab
title_short The Gaussian Process Modeling Module in UQLab
title_sort gaussian process modeling module in uqlab
topic uqlab
gaussian process modeling
kriging
matlab
uncertainty quantification
url http://www.jsoftcivil.com/article_64721_329effd7ea1841207cec9b59c663ba5c.pdf
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