JetGP: A derivative enhanced Gaussian process library

Abstract

Derivative enhanced Gaussian Processes (DEGPs) can significantly improve surrogate model accuracy over standard Gaussian Process (GP) formulations by incorporating derivative information. However, standard implementations scale poorly with dimension, limiting their use in high dimensional engineering problems. JetGP is a Python framework that unifies existing derivative enhanced GP methodologies into a single library and extends them to support arbitrary order derivative information. The library implements four complementary formulations: standard derivative enhanced Gaussian Processes (DEGP), directional DEGP (DDEGP), generalized directional DEGP (GDDEGP), and weighted DEGP (WDEGP). By unifying these approaches in a consistent interface with robust numerical implementations, JetGP enables practitioners to balance predictive accuracy and computational efficiency for high dimensional optimization, uncertainty quantification, and sensitivity analysis in engineering design.