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This paper investigates the impact of kernel functions on the accuracy of bi-fidelity Gaussian process regressions (GPR) for engineering applications. The potential of composite kernel learning (CKL) and model selection is also studied, aiming to ease the process of manual kernel selection. Using the autoregressive Gaussian process as the base model, this paper studies four kernel functions and their combinations: Gaussian, Matern-3/2, Matern-5/2, and Cubic. Experiments on four engineering test problems show that the best kernel is problem dependent and sometimes might be counter-intuitive, even when a large amount of low-fidelity data already aids the model. In this regard, using CKL or automatic kernel selection via cross validation and maximum likelihood can reduce the tendency to select a poor-performing kernel. In addition, the CKL technique can create a slightly more accurate model than the best-performing individual kernel. The main drawback of CKL is its significantly expensive computational cost. The results also show that, given a sufficient amount of samples, tuning the regression term is important to improve the accuracy and robustness of bi-fidelity GPR, while decreasing the importance of the proper kernel selection. [ABSTRACT FROM AUTHOR]

In this paper, we investigate the use of multiple kernel functions for assisting single-objective Kriging-based efficient global optimization (EGO). The primary objective is to improve the robustness of EGO in terms of the choice of kernel function for solving a variety of black-box optimization problems in engineering design. Specifically, three widely used kernel functions are studied, that is, Gaussian, Matérn-3/2, and Matérn-5/2 function. We investigate both model selection and ensemble techniques based on Akaike information criterion (AIC) and cross-validation error on a set of synthetic (noiseless and noisy) and non-algebraic (aerodynamic and parameter tuning) optimization problems; in addition, the use of cross-validation-based local (i.e., pointwise) ensemble is also studied. Since all the constituent surrogate models in the ensemble scheme are Kriging models, it is possible to perform EGO since the Kriging uncertainty structure is still preserved. Through analyses of empirical experiments, it is revealed that the ensemble techniques improve the robustness and performance of EGO. It is also revealed that the use of Matérn-kernels yields better results than those of the Gaussian kernel when EGO with a single kernel is considered. Furthermore, we observe that model selection methods do not yield any substantial improvement over single kernel EGO. When averaged across all types of problem (i.e., noise level, dimensionality, and synthetic/non-algebraic), the local ensemble technique achieves the best performance. [ABSTRACT FROM AUTHOR]