[2603.22050] MAGPI: Multifidelity-Augmented Gaussian Process Inputs for Surrogate Modeling from Scarce Data

Statistics > Machine Learning arXiv:2603.22050 (stat) [Submitted on 23 Mar 2026] Title:MAGPI: Multifidelity-Augmented Gaussian Process Inputs for Surrogate Modeling from Scarce Data Authors:Atticus Rex, Elizabeth Qian, David Peterson View a PDF of the paper titled MAGPI: Multifidelity-Augmented Gaussian Process Inputs for Surrogate Modeling from Scarce Data, by Atticus Rex and 2 other authors View PDF HTML (experimental) Abstract:Supervised machine learning describes the practice of fitting a parameterized model to labeled input-output data. Supervised machine learning methods have demonstrated promise in learning efficient surrogate models that can (partially) replace expensive high-fidelity models, making many-query analyses, such as optimization, uncertainty quantification, and inference, tractable. However, when training data must be obtained through the evaluation of an expensive model or experiment, the amount of training data that can be obtained is often limited, which can make learned surrogate models unreliable. However, in many engineering and scientific settings, cheaper \emph{low-fidelity} models may be available, for example arising from simplified physics modeling or coarse grids. These models may be used to generate additional low-fidelity training data. The goal of \emph{multifidelity} machine learning is to use both high- and low-fidelity training data to learn a surrogate model which is cheaper to evaluate than the high-fidelity model, but more accurate ...