Related papers: Gradient-enhanced kriging for high-dimensional pro…
The computational effort for the evaluation of numerical simulations based on e.g. the finite-element method is high. Metamodels can be utilized to create a low-cost alternative. However the number of required samples for the creation of a…
We propose a novel training method based on nonlinear multilevel minimization techniques, commonly used for solving discretized large scale partial differential equations. Our multilevel training method constructs a multilevel hierarchy by…
Multidisciplinary design optimization methods aim at adapting numerical optimization techniques to the design of engineering systems involving multiple disciplines. In this context, a large number of mixed continuous, integer and…
Spatial prediction refers to the estimation of unobserved values from spatially distributed observations. Although recent advances have improved the capacity to model diverse observation types, adoption in practice remains limited in…
Global sensitivity analysis of complex numerical simulators is often limited by the small number of model evaluations that can be afforded. In such settings, surrogate models built from a limited set of simulations can substantially reduce…
Incremental gradient (IG) methods, such as stochastic gradient descent and its variants are commonly used for large scale optimization in machine learning. Despite the sustained effort to make IG methods more data-efficient, it remains an…
In NeuroEvolution, the topologies of artificial neural networks are optimized with evolutionary algorithms to solve tasks in data regression, data classification, or reinforcement learning. One downside of NeuroEvolution is the large amount…
The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
Inexpensive surrogates are useful for reducing the cost of science and engineering studies involving large-scale, complex computational models with many input parameters. A ridge approximation is one class of surrogate that models a…
The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…
This paper introduces a novel two-stage machine learning-based surrogate modeling framework to address inverse problems in scientific and engineering fields. In the first stage of the proposed framework, a machine learning model termed the…
Stochastic gradient descent is the method of choice for large-scale machine learning problems, by virtue of its light complexity per iteration. However, it lags behind its non-stochastic counterparts with respect to the convergence rate,…
Computer experiments have become an indispensable alternative to complex physical and engineering experiments. The Kriging model is the most widely used surrogate model, with the core goal of minimizing the discrepancy between the surrogate…
Building an accurate surrogate model for the spatio-temporal outputs of a computer simulation is a challenging task. A simple approach to improve the accuracy of the surrogate is to cluster the outputs based on similarity and build a…
We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. Mor\'e and G.…
We propose an efficient and easy-to-implement gradient-enhanced least squares Monte Carlo method for computing price and Greeks (i.e., derivatives of the price function) of high-dimensional American options. It employs the sparse Hermite…
Generative Adversarial Networks (GANs) typically suffer from overfitting when limited training data is available. To facilitate GAN training, current methods propose to use data-specific augmentation techniques. Despite the effectiveness,…
Black-box query attacks, which rely only on the output of the victim model, have proven to be effective in attacking deep learning models. However, existing black-box query attacks show low performance in a novel scenario where only a few…
This paper deals with the Gaussian process based approximation of a code which can be run at different levels of accuracy. This method, which is a particular case of co-kriging, allows us to improve a surrogate model of a complex computer…