GTApprox: surrogate modeling for industrial design

Belyaev, Mikhail, Burnaev, Evgeny, Kapushev, Ermek, Panov, Maxim, Prikhodko, Pavel, Vetrov, Dmitry, Yarotsky, Dmitry

arXiv.org Machine Learning 

We describe GTApprox - a new tool for medium-scale surrogate modeling in industrial design. Compared to existing software, GTApprox brings several innovations: a few novel approximation algorithms, several advanced methods of automated model selection, novel options in the form of hints. We demonstrate the efficiency of GTApprox on a large collection of test problems. In addition, we describe several applications of GTApprox to real engineering problems.

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