Add inequality constraints to Gaussian Process trainer#32848
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Add inequality constraints to Gaussian Process trainer#32848dschwen wants to merge 1 commit intoidaholab:nextfrom
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Three mechanisms for enforcing inequality constraints on GP predictions: - Link functions (log, logit): exact constraints via output warping; GP trains in unconstrained latent space and predictions are inverted back to physical space via the inverse link. - Derivative observations: monotonicity constraints via virtual observations that augment the covariance matrix with cross-covariance blocks between function values and directional derivatives. - Penalty constraints: soft bounds added to NLML loss/gradient during Adam hyperparameter tuning. New files: GPLinkFunction.h/C, GP_log_link.i, GP_logit_link.i, GP_derivative_obs.i, GP_penalty_constraint.i, GPLinkFunction.md. Updated: GaussianProcess.h/C, GaussianProcessTrainer.h/C, GaussianProcessSurrogate.C, CovarianceFunctionBase.h/C, SquaredExponentialCovariance.h/C, tests spec, and doc pages. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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Reason
Enforce inequality constraints when training Gaussian processes.
Design
Three mechanisms for enforcing inequality constraints on GP predictions:
Impact
Added capability