We introduce a novel method to enable Gaussian process (GP) modeling of massive datasets, called globally approximate Gaussian process (GAGP). Unlike most largescale supervised learners such as neural networks and trees, GAGP is easy to fit and can interpret the model behavior, making it particularly useful in engineering design with big data. The key idea of GAGP is to build an ensemble of independent GPs that distribute the entire training dataset among themselves and use the same hyperparameters. This is based on the observation that the GP hyperparameter estimates negligibly change as the size of the training data exceeds a certain level that can be estimated in a systematic way. For inference, the predictions from all GPs in the ensemble are pooled which allows to efficiently exploit the entire training dataset for prediction. Through analytical examples, we demonstrate that GAGP achieves very high predictive power that matches (and in some cases exceeds) that of state-of-the-art machine learning methods. We illustrate the application of GAGP in engineering design with a problem on data-driven metamaterials design where it is used to link reduced-dimension geometrical descriptors of unit cells and their properties. Searching for new unit cell designs with desired properties is then achieved by employing GAGP in inverse optimization.
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Globally Approximate Gaussian Processes for Big Data With Application to Data-Driven Metamaterials Design
Abstract We introduce a novel method for Gaussian process (GP) modeling of massive datasets called globally approximate Gaussian process (GAGP). Unlike most large-scale supervised learners such as neural networks and trees, GAGP is easy to fit and can interpret the model behavior, making it particularly useful in engineering design with big data. The key idea of GAGP is to build a collection of independent GPs that use the same hyperparameters but randomly distribute the entire training dataset among themselves. This is based on our observation that the GP hyperparameter approximations change negligibly as the size of the training data exceeds a certain level, which can be estimated systematically. For inference, the predictions from all GPs in the collection are pooled, allowing the entire training dataset to be efficiently exploited for prediction. Through analytical examples, we demonstrate that GAGP achieves very high predictive power matching (and in some cases exceeding) that of state-of-the-art supervised learning methods. We illustrate the application of GAGP in engineering design with a problem on data-driven metamaterials, using it to link reduced-dimension geometrical descriptors of unit cells and their properties. Searching for new unit cell designs with desired properties is then achieved by employing GAGP in inverse optimization.
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- PAR ID:
- 10121100
- Date Published:
- Journal Name:
- Journal of Mechanical Design
- Volume:
- 141
- Issue:
- 11
- ISSN:
- 1050-0472
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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