[SciPy-user] Surrogate Model/Response Surface model

Robert Kern robert.kern@gmail....
Thu May 1 15:20:11 CDT 2008


On Thu, May 1, 2008 at 4:09 AM, Jeevan Baretto <jeevan.baretto@gmail.com> wrote:
> Hi,
> I was looking for an optimization module in Scipy on Surrogate model (
> http://en.wikipedia.org/wiki/Surrogate_model ) also known as Response
> Surface model. I couldn't find one. Can anyone help me out with this?

There is nothing in particular in scipy which forms the surrogate
models except perhaps splines in scipy.interpolate if the dimensions
are small. There is some Gaussian process (equivalent to kriging) code
here:

  http://code.google.com/p/random-realizations/

Once you have fitted the surrogate model, you can make a function from
it to pass to any of the optimization routines in scipy.optimize.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
 -- Umberto Eco


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