SurrogatesBase.jl: A Common Interface for Surrogate Libraries

API for deterministic and stochastic surrogates.

Given data $((x_1, y_1), \ldots, (x_N, y_N))$ obtained by evaluating a function $y_i = f(x_i)$ or sampling from a conditional probability density $p_{Y|X}(Y = y_i|X = x_i)$, a deterministic surrogate is a function $s(x)$ (e.g. a radial basis function interpolator) that uses the data to approximate $f$ or some statistic of $p_{Y|X}$ (e.g. the mean), whereas a stochastic surrogate is a stochastic process (e.g. a Gaussian process approximation) that uses the data to approximate $f$ or $p_{Y|X}$and quantify the uncertainty of the approximation.

Installation

To install SurrogatesBase.jl, use the Julia package manager:

using Pkg
Pkg.add("SurrogatesBase")

Contributing

Please refer to the SciML ColPrac: Contributor's Guide on Collaborative Practices for Community Packages for guidance on PRs, issues, and other matters relating to contributing to SciML.
See the SciML Style Guide for common coding practices and other style decisions.
There are a few community forums:
- The #diffeq-bridged and #sciml-bridged channels in the Julia Slack
- The #diffeq-bridged and #sciml-bridged channels in the Julia Zulip
- On the Julia Discourse forums
- See also SciML Community page

Reproducibility

The documentation of this SciML package was built using these direct dependencies,

Status `~/work/SurrogatesBase.jl/SurrogatesBase.jl/docs/Project.toml`
  [e30172f5] Documenter v1.2.1
  [89f642e6] SurrogatesBase v1.1.0 `~/work/SurrogatesBase.jl/SurrogatesBase.jl`

and using this machine and Julia version.

Julia Version 1.10.1
Commit 7790d6f0641 (2024-02-13 20:41 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 4 × AMD EPYC 7763 64-Core Processor
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, znver3)
Threads: 1 default, 0 interactive, 1 GC (on 4 virtual cores)

A more complete overview of all dependencies and their versions is also provided.

Status `~/work/SurrogatesBase.jl/SurrogatesBase.jl/docs/Manifest.toml`
  [a4c015fc] ANSIColoredPrinters v0.0.1
  [1520ce14] AbstractTrees v0.4.5
  [ffbed154] DocStringExtensions v0.9.3
  [e30172f5] Documenter v1.2.1
  [d7ba0133] Git v1.3.1
  [b5f81e59] IOCapture v0.2.4
  [692b3bcd] JLLWrappers v1.5.0
  [682c06a0] JSON v0.21.4
  [0e77f7df] LazilyInitializedFields v1.2.2
  [d0879d2d] MarkdownAST v0.1.2
  [69de0a69] Parsers v2.8.1
  [aea7be01] PrecompileTools v1.2.0
  [21216c6a] Preferences v1.4.1
  [2792f1a3] RegistryInstances v0.1.0
  [89f642e6] SurrogatesBase v1.1.0 `~/work/SurrogatesBase.jl/SurrogatesBase.jl`
  [2e619515] Expat_jll v2.5.0+0
  [f8c6e375] Git_jll v2.44.0+0
  [94ce4f54] Libiconv_jll v1.17.0+0
  [458c3c95] OpenSSL_jll v3.0.13+0
  [0dad84c5] ArgTools v1.1.1
  [56f22d72] Artifacts
  [2a0f44e3] Base64
  [ade2ca70] Dates
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching
  [b77e0a4c] InteractiveUtils
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2
  [8f399da3] Libdl
  [56ddb016] Logging
  [d6f4376e] Markdown
  [a63ad114] Mmap
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.10.0
  [de0858da] Printf
  [3fa0cd96] REPL
  [9a3f8284] Random
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization
  [6462fe0b] Sockets
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test
  [cf7118a7] UUIDs
  [4ec0a83e] Unicode
  [deac9b47] LibCURL_jll v8.4.0+0
  [e37daf67] LibGit2_jll v1.6.4+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.2+1
  [14a3606d] MozillaCACerts_jll v2023.1.10
  [efcefdf7] PCRE2_jll v10.42.0+1
  [83775a58] Zlib_jll v1.2.13+1
  [8e850ede] nghttp2_jll v1.52.0+1
  [3f19e933] p7zip_jll v17.4.0+2

You can also download the manifest file and the project file.