Comparison of Gaussian process modeling software
Sanchez, Susan M.
Ankenman, Bruce E.
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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.
The article of record as published may be found at http://dx.doi.org/10.1109/WSC.2016.7822403Proceedings of the 2016 Winter Simulation Conference, T. M. K. Roeder, P. I. Frazier, R. Szechtman, E. Zhou, T. Huschka, and S. E. Chick, eds.
RightsThis 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.
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Erickson, Collin B.; Ankenman, Bruce E.; Sanchez, Susan M. (Elsevier, 2017-10);Gaussian process fitting, or kriging, is often used to create a model from a set of data. Many available soft- ware packages do this, but we show that very different results can be obtained from different packages even ...
Data from fitting Gaussian process models to various data sets using eight Gaussian process software packages Erickson, Collin B.; Ankenman, Bruce E.; Sanchez, Susan M. (Elsevier, 2017-12-12);This data article provides the summary data from tests comparing various Gaussian process software packages. Each spreadsheet represents a single function or type of function using a particular input sample size. In each ...
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