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A general square exponential kernel to handle mixed-categorical variables for Gaussian process

Saves, Paul and Diouane, Youssef and Bartoli, Nathalie and Lefebvre, Thierry and Morlier, Joseph A general square exponential kernel to handle mixed-categorical variables for Gaussian process. (2022) In: AIAA AVIATION 2022 Forum, 27 June 2022 - 1 July 2022 (CHICAGO, United States).

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Official URL: https://doi.org/10.2514/6.2022-3870

Abstract

Recently, there has been a growing interest for mixed categorical meta-models based on Gaussian process (GP) surrogates. In this setting, several existing approaches use different strategies. Among the recently developed methods, we could cite: GP models built using continuous relaxation of the variables, Gower distance based models or GP models derived from direct estimation of the correlation matrix. In this paper, we present a kernel-based approach that extends continuous Gaussian kernels to handle mixed-categorical variables. The proposed kernel leads to a GP surrogate that generalizes continuous relaxation and Gower distance based GP models. The good potential of the proposed framework is shown on analytical mixed-categorical variables test cases. On different settings, our proposed GP models is as accurate as the state-of-the-art GP models.

Item Type:Conference or Workshop Item (Paper)
Audience (conference):International conference proceedings
Uncontrolled Keywords:
Institution:French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Other partners > Ecole Polytechnique de Montréal (CANADA)
Université de Toulouse > Ecole nationale supérieure des Mines d'Albi-Carmaux - IMT Mines Albi (FRANCE)
Université de Toulouse > Institut National des Sciences Appliquées de Toulouse - INSA (FRANCE)
Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE)
French research institutions > Office National d'Etudes et Recherches Aérospatiales - ONERA (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE)
Laboratory name:
Funders:
AGILE 4.0 project
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Deposited On:16 Dec 2022 14:17

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