Anisotropic kernel for the multi-fidelity co-Kriging model (MFCK) #692
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Please update title and description to reflect the PR content. |
mcastanoUQ
changed the title
mcastanoUQ
changed the title
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Why did you modified the default value for cobyla ? |
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It's not necessary to have those values. I'll update the PR with the default values of Cobyla |
relf
requested changes
Dec 17, 2024
smt/applications/mfck.py
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| means.append(self.y_std * np.dot(beta1.T, alpha1) + self.y_mean) | ||
| covariances.append(k_xx - np.dot(beta1.T, beta1)) | ||
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| # k_XX_inv = np.linalg.inv(k_XX + self.options["nugget"]*np.eye(k_XX.shape[0])) |
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Adding anisotropic kernel computation for the multi-fidelity co-Kriging approach proposed (MFCK) to deal with non-nested DoEs—additional modification adding a regularization parameter in the Negative Marginal Likelihood.