Gaussian Process Regression with Soft Equality Constraints

Didem Kochan and Xiu Yang ()
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Didem Kochan: Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, PA 18015, USA
Xiu Yang: Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, PA 18015, USA

Mathematics, 2025, vol. 13, issue 3, 1-17

Abstract: This study introduces a novel Gaussian process (GP) regression framework that probabilistically enforces physical constraints, with a particular focus on equality conditions. The GP model is trained using the quantum-inspired Hamiltonian Monte Carlo (QHMC) algorithm, which efficiently samples from a wide range of distributions by allowing a particle’s mass matrix to vary according to a probability distribution. By integrating QHMC into the GP regression with probabilistic handling of the constraints, this approach balances the computational cost and accuracy in the resulting GP model, as the probabilistic nature of the method contributes to shorter execution times compared with existing GP-based approaches. Additionally, we introduce an adaptive learning algorithm to optimize the selection of constraint locations to further enhance the flexibility of the method. We demonstrate the effectiveness and robustness of our algorithm on synthetic examples, including 2-dimensional and 10-dimensional GP models under noisy conditions, as well as a practical application involving the reconstruction of a sparsely observed steady-state heat transport problem. The proposed approach reduces the posterior variance in the resulting model, achieving stable and accurate sampling results across all test cases while maintaining computational efficiency.

Keywords: Gaussian process regression; quantum-inspired Hamiltonian Monte Carlo; equality constraints (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
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