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arXiv 1604.07484cs.LGstat.ML
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深度多保真度高斯过程

Deep Multi-fidelity Gaussian Processes

Maziar Raissi, George Karniadakis

摘要:

我们开发了一个新的多保真度框架,远远超出了肯尼迪和奥哈根(2000年)的经典AR(1)协同克里金方案。我们的方法可以处理一般不连续的系统之间的互相关与不同程度的保真度。多保真度高斯过程(AR(1)协同克里金)和深度神经网络的组合使我们能够构建一种不受不连续性影响的方法。我们证明了新技术的有效性,使用标准的基准问题,旨在类似于复杂的高,低保真度代码的输出。

英文摘要:

We develop a novel multi-fidelity framework that goes far beyond the classical AR(1) Co-kriging scheme of Kennedy and O'Hagan (2000). Our method can handle general discontinuous cross-correlations among systems with different levels of fidelity. A combination of multi-fidelity Gaussian Processes (AR(1) Co-kriging) and deep neural networks enables us to construct a method that is immune to discontinuities. We demonstrate the effectiveness of the new technology using standard benchmark problems designed to resemble the outputs of complicated high- and low-fidelity codes.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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