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A Python surrogate modeling framework with derivatives

Authors
  • Bouhlel, Mohamed
  • Hwang, John T.
  • Bartoli, Nathalie
  • Lafage, Rémi
  • Morlier, Joseph
  • Martins, Joaquim R.R.A.
Publication Date
Jul 01, 2019
Source
HAL-SHS
Keywords
Language
English
License
Unknown
External links

Abstract

The surrogate modeling toolbox (SMT) is an open-source Python package that contains a collection of surrogate modeling methods, sampling techniques, and benchmarking functions. This package provides a library of surrogate models that is simple to use and facilitates the implementation of additional methods. SMT is different from existing surrogate modeling libraries because of its emphasis on derivatives, including training derivatives used for gradient-enhanced modeling, prediction derivatives, and derivatives with respect to training data. It also includes unique surrogate models: kriging by partial least-squares reduction, which scales well with the number of inputs; and energy-minimizing spline interpolation, which scales well with the number of training points. The efficiency and effectiveness of SMT are demonstrated through a series of examples. SMT is documented using custom tools for embedding automatically tested code and dynamically generated plots to produce high-quality user guides with minimal effort from contributors. SMT is maintained in a public version control repository.

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