The tutorial presented at Asian Conference on Machine Learning 2017 joint with Evgeny Burnaev.

There are two tutorials:

• Gentle introduction into Gaussian process regression for Industrial Engineering
• Surrogate optimization on the base of Gaussian process regression via rotating disk example.

See also papers:

1. Zaytsev, A. and Burnaev, E. Minimax Approach to Variable Fidelity Data Interpolation. In Artificial Intelligence and Statistics. 652-661. 2017.
2. Zaytsev, A. and Burnaev, E. Large scale variable fidelity surrogate modeling. Annals of Mathematics and Artificial Intelligence, 1-20. 2017.