The Gaussian Process modelling module in UQLab
Résumé
We introduce the Gaussian process (GP) modelling module developed within the
UQLab software framework. The novel design of the GP-module aims at providing
seamless integration of GP modelling into any uncertainty quantification workflow,
as well as a standalone surrogate modelling tool. We first briefly present the key
mathematical tools at the basis of GP modelling (a.k.a. Kriging), as well as the
associated theoretical and computational framework. We then provide an extensive
overview of the available features of the software and demonstrate its flexibility and
user-friendliness. Finally, we showcase the usage and the performance of the software
on several applications borrowed from different fields of engineering. These
include a basic surrogate of a well-known analytical benchmark function, a hierarchical
Kriging example applied to wind turbine aero-servo-elastic simulations and
a more complex geotechnical example that requires a non-stationary, user-defined
correlation function. The GP-module, like the rest of the scientific code that is
shipped with UQLab, is open source (BSD license).
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