Multi-task Modeling for Engineering Applications with Sparse Data
arXiv:2601.05910v1 Announce Type: new Abstract: Modern engineering and scientific workflows often require simultaneous predictions across related tasks and fidelity levels, where high-fidelity data is scarce and expensive, while low-fidelity data is more abundant. This paper introduces an Multi-Task Gaussian Processes (MTGP) framework tailored for engineering systems characterized by multi-source, multi-fidelity data, addressing challenges of data sparsity and varying task correlations. The proposed framework leverages inter-task relationships across outputs and fidelity levels to improve predictive performance and reduce computational […]