magp - Mapping-Based Additive Gaussian Process Models
Fits mapping-based additive Gaussian process models for
experiments in which each component has both a quantitative
level and a position in an ordered sequence. Two model
structures are available: a compact two-dimensional mapping and
a full mapping with one fewer dimension than the number of
components. Both models support parameter estimation, point
prediction, and plug-in predictive uncertainty. Input checks
validate the sequence data and apply consistent scaling to the
quantitative inputs. Computationally intensive covariance and
gradient calculations are implemented in C++ with 'Rcpp'.
Initial-design functions combine a space-filling Latin
hypercube with sequence permutations. The sequence portion can
be generated randomly or optimized with simulated annealing or
space-filling threshold accepting. Expected improvement can be
optimized over both parts of the input, and a sequential
interface supports Bayesian optimization of an expensive
user-supplied objective. An integrated workflow can generate
the initial design, evaluate the objective, and continue the
sequential search in one call. The model was introduced by Xiao
et al. (2024) <doi:10.1080/01621459.2022.2123335>.