Surrogates

This module contains functionality for all the surrogate methods supported in UQpy.

The module currently contains the following classes:

  • SROM: Class to estimate a discrete approximation for a continuous random variable using Stochastic Reduced Order Model.

  • GaussianProcessRegression: Class to generate an approximate surrogate model using Gaussian Processes.

  • PolynomialChaosExpansion: Class to generate an approximate surrogate model using Polynomial chaos.