EzGP: Easy-to-Interpret Gaussian Process Models for Computer Experiments with Both Quantitative and Qualitative Factors
Qian Xiao, Abhyuday Mandal, C. Devon Lin, Xinwei Deng
Abstract
Computer experiments with both quantitative and qualitative inputs are commonly used in science and engineering applications. Constructing desirable emulators for such computer experiments remains a challenging problem. In this article, we propose an easy-to-interpret Gaussian process (EzGP) model for computer experiments to reflect the change of the computer model under the different level combinations of qualitative factors. The proposed modeling strategy, based on an additive Gaussian process, is flexible to address the heterogeneity of computer models involving multiple qualitative factors. We also develop two useful variants of the EzGP model to achieve computational efficiency for data with high dimensionality and large sizes. The merits of these models are illustrated by several numerical examples and a real data application.