Comparison of Gaussian process modeling software
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Authors
Erickson, Collin
Sanchez, Susan M.
Ankenman, Bruce E.
Subjects
Advisors
Date of Issue
2016
Date
Publisher
IEEE
Language
Abstract
Gaussian process fitting, or kriging, is often used to create a model from a set of data. Many available
software packages do this, but we show that very different results can be obtained from different packages
even when using the same data and model. Seven different fitting packages that run on four different
platforms are compared using various data functions and data sets that reveal there are stark differences
between the packages. In addition to comparing the prediction accuracy, the predictive variance-which is
important for evaluating precision of predictions and is often used in stopping criteria-is also evaluated.
Type
Conference Paper
Description
The article of record as published may be found at http://dx.doi.org/10.1109/WSC.2016.7822403
Proceedings of the 2016 Winter Simulation Conference, T. M. K. Roeder, P. I. Frazier, R. Szechtman, E. Zhou, T. Huschka, and S. E. Chick, eds.
Proceedings of the 2016 Winter Simulation Conference, T. M. K. Roeder, P. I. Frazier, R. Szechtman, E. Zhou, T. Huschka, and S. E. Chick, eds.
Series/Report No
Department
Operations Research (OR)
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funding
Format
2 p.
Citation
Collin Erickson, Bruce E. Ankenman, Susan M. Sanchez, "Comparison of Gaussian process modeling software." Proceedings of the 2016 Winter Simulation Conference, 11-14 Dec. 2016.
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.