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@davidogara davidogara commented Sep 25, 2025

This pull request adds functionality for multihomGP, multihetGP, which trains a homGP or hetGP for each column of the output data

Key additions include:

  • new module PUQ/surrogatemethods/multihomGP.py containing the fit predict and update modules
  • a suite of tests in tests/unit_tests/test_multihomGP.py which compares the implementation to fits obtained by implementing a list of homGPs from hetgpy
    • new module PUQ/surrogatemethods/multihetGP.py containing the fit predict and update modules
  • a suite of tests in tests/unit_tests/test_multihetGP.py which compares the implementation to fits obtained by implementing a list of hetGPs from hetgpy

If accepted, this could close #20 items 2 and 3

@ozgesurer ozgesurer merged commit 14a1809 into dev/PUQ_with_hetGPy Sep 29, 2025
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@ozgesurer ozgesurer deleted the multi_GP branch September 29, 2025 20:56
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2 participants