<p>The Gaussian Process (GP) model has become one of the most popular methods and exhibits superior performance among surrogate models in many engineering design applications. However, the standard Gaussian process model is not able to deal with high dimensional applications. The root of the problem comes from the similarity measurements of the GP model that relies on the Euclidean distance, which becomes uninformative in the high-dimensional cases, and causes accuracy and efficiency issues. In this study, thereby, we propose an enhanced squared exponential kernel using Manhattan distance that is more effective at preserving the meaningfulness of proximity measures and preferred to be used in the GP model for high-dimensional cases. The experiments show that the proposed approach has obtained a superior performance in high-dimensional problems. Based on the analysis and experimental results of similarity metrics, a guide to choosing the desirable similarity measures which result in the most accurate and efficient results for the Kriging model with respect to different sample sizes and dimension levels is provided in this paper.&nbsp;Case studies have been&nbsp;implanted to demonstrate the proposed new kernel function and the modeling guide, which could be particularly useful for accurate as well as efficient deployment of the Kriging model in various fields.</p>

An Enhanced Squared Exponential Kernel With Manhattan Similarity Measure for High Dimensional Gaussian Process Models

Paper Proceedings: https://asmedigitalcollection.asme.org/IDETC-CIE/IDETC-CIE2021/volume/85369

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