Comparison of Gaussian process modeling software
Erickson, Collin B.
Ankenman, Bruce E.
Sanchez, Susan M.
MetadataShow full item record
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 when using the same data and model. We describe the parameterization, features, and optimiza- tion used by eight different fitting packages that run on four different platforms. We then compare these eight packages using various data functions and data sets, revealing that there are stark differences be- tween 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/10.1016/j.ejor.2017.10.002
Showing items related by title, author, creator and subject.
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 ...
Coughlan, Peter J.; Gates, William R.; Myung, Noah (Monterey, California : Naval Postgraduate School, 2013-03-25); NPS-GSBPP-13-002A critical element in implementing a compensation scheme including non-monetary incentives (NMIs) is recognizing that preferences vary widely across service members. There are at least three sources of variability: variability ...
Erickson, Collin; Sanchez, Susan M.; Ankenman, Bruce E. (IEEE, 2016);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 ...