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Sensitivity Prewarping for Local Surrogate Modeling
Nathan Wycoff, Mickaël Binois, Robert B. Gramacy
In the continual effort to improve product quality and decrease operations costs, computational modeling is increasingly being deployed to determine feasibility of product designs…
Sequential Learning of Active Subspaces
Nathan Wycoff, Mickael Binois, Stefan M. Wild
In recent years, active subspace methods (ASMs) have become a popular means of performing subspace sensitivity analysis on black-box functions. Naively applied, however, ASMs requi…
Evaluating Gaussian Process Metamodels and Sequential Designs for Noisy Level Set Estimation
Xiong Lyu, Mickael Binois, Michael Ludkovski
We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian…