[ascl:2401.011]
ostrich: Surrogate modeling using PCA and Gaussian process interpolation
Cromer, Dylan;
Battaglia, Nicholas;
Miyatake, Hironao;
Simet, Melanie;
Heitmann, Katrin;
Higdon, David;
White, Martin;
Habib, Salman;
Williams, Brian J.;
Lawrence, Earl;
Wagner, Christian
Ostrich emulates surrogate models for complex and expensive functions using Principal Component Analysis (PCA) to decompose a signal, then interpolate the PCA weights over the parameters θ using a Gaussian Process interpolator. The code is trained on samples from the expensive functions, recreating and interpolating between those training samples with reduced computational cost, and recalculating for each use.