Gaussian Processes in Response Surface Modeling

Gaussian processes are used as emulators for expensive computer simulations. Recently, Gaussian processes have also been used to model the “error field” or “code discrepancy” between a computer simulation code and experimental data, and the delta term between two levels of computer simulation (multi-fidelity codes). This work presents the use of Gaussian process models to approximate error or delta fields, and examines how one calculates the parameters governing the process. In multi-fidelity modeling, the delta term is used to correct a lower fidelity model to match or approximate a higher fidelity model. The terms governing the Gaussian process (e.g., the parameters of the covariance matrix) are updated using a Bayesian approach. We have found that use of Gaussian process models requires a good understanding of the method itself and an understanding of the problem in enough detail to identify reasonable covariance parameters. The methods are not “black-box” methods that can be used without some statistical understanding. However, Gaussian processes offer the ability to account for uncertainties in prediction. This approach can help reduce the number of high-fidelity function evaluations necessary in multi-fidelity optimization.