The Gaussian process modelling module in UQLab

Abstract

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).