no code implementations • 13 Jul 2021 • Sébastien Petit, Julien Bect, Paul Feliot, Emmanuel Vazquez
This article revisits the fundamental problem of parameter selection for Gaussian process interpolation.
no code implementations • 26 Feb 2020 • Sébastien Petit, Julien Bect, Sébastien da Veiga, Paul Feliot, Emmanuel Vazquez
We consider the problem of estimating the parameters of the covariance function of a Gaussian process by cross-validation.
no code implementations • 2 Oct 2015 • Paul Feliot, Julien Bect, Emmanuel Vazquez
More specifically, an extended domination rule is used to handle objectives and constraints in a unified way, and a corresponding expected hyper-volume improvement sampling criterion is proposed.