Mind the jumps: A scalable robust local Gaussian process for multidimensional response surfaces with discontinuities
Year: 2025
Type: article
Abstract: Modeling response surfaces with abrupt jumps and discontinuities remains a major challenge across scientific and engineering domains. Although Gaussian process models excel at capturing smooth nonlinear relationships, their stationarity assumptions limit their ability to adapt to sudden input–output variations. Existing nonstationary extensions, particularly those based on domain partitioning, often struggle with boundary inconsistencies, sensitivity to outliers, and scalability issues in higher-dimensional settings, leading to reduced predictive accuracy and unreliable parameter estimation. To address the challenges posed by data heterogeneities and high dimensions, this paper proposes the Robust Local Gaussian Process (RLGP) model, a novel framework that integrates adaptive nearest-neighbor selection with a sparsity-driven robustification mechanism. Unlike existing methods, RLGP leverages an optimization-based mean-shift robustification after a multivariate perspective transformation combined with local neighborhood modeling to mitigate the influence of outliers. This approach enhances predictive accuracy near discontinuities while improving resistance to data heterogeneity. Comprehensive evaluations on real-world datasets show that RLGP consistently delivers high predictive accuracy and maintains competitive computational efficiency, especially in scenarios with sharp transitions and complex response structures. Scalability tests further confirm RLGP’s stability and reliability in higher-dimensional settings, where other methods falter. These outcomes establish RLGP as an effective and practical solution for modeling nonstationary and discontinuous response surfaces, applicable across a wide range of real-world scenarios.
Source: Neurocomputing
Authors: Isaac Adjetey, Yiyuan She
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $2,670
Funder: Westlake University
OpenAlex ID: W4416958825