Support vector regression (SVR) is a common surrogate model for computationally expensive simulation. It is able to balance the model complexity and the error tolerance. Whether SVR interpolates the training samples is dependent on its parameters. For the nonlinear function appro
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Support vector regression (SVR) is a common surrogate model for computationally expensive simulation. It is able to balance the model complexity and the error tolerance. Whether SVR interpolates the training samples is dependent on its parameters. For the nonlinear function approximation without noise, when SVR is not an interpolator, it is advisable to model the errors and use them to compensate the prediction response. In this paper, the errors of SVR are modeled by using Gaussian process, and the final model response is obtained by the combination of SVR and the Gaussian process of the errors. The numerical experiments show the proposed method is able to further improve the prediction accuracy of SVR.@en