GPM: Gaussian Process Modeling of Multi-Response and Possibly Noisy Datasets

Ramin Bostanabad, Tucker Kearney, Siyo Tao, Daniel Apley, and Wei Chen (IDEAL) · 2018

Provides a general and efficient tool for fitting a response surface to a dataset via Gaussian processes. The dataset can have multiple responses and be noisy (with stationary variance). The fitted GP model can predict the gradient as well. The package is based on the work of Bostanabad, R., Kearney, T., Tao, S. Y., Apley, D. W. & Chen, W. (2018) Leveraging the nugget parameter for efficient Gaussian process modeling. International Journal for Numerical Methods in Engineering, 114, 501-516.

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