Related papers: Optimization of High-dimensional Simulation Models…
A challenge that machine learning practitioners in the industry face is the task of selecting the best model to deploy in production. As a model is often an intermediate component of a production system, online controlled experiments such…
This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the…
The interpretability of machine learning, particularly for deep neural networks, is crucial for decision making in real-world applications. One approach is replacing the un-interpretable machine learning model with a surrogate model, which…
Stochastic simulators are increasingly used to expand the frontier of scientific knowledge and inform decision-making across real-world contexts. Simulator calibration, a process by which internal model inputs are tuned to match some…
We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…
The energy transition entails a rapid uptake of renewable energy sources. Besides physical changes within the grid infrastructure, energy storage devices and their smart operation are key measures to master the resulting challenges like,…
Simulation-Based Inference (SBI) deals with statistical inference in problems where the data are generated from a system that is described by a complex stochastic simulator. The challenge for inference in these problems is that the…
Simulators often require calibration inputs estimated from real world data and the quality of the estimate can significantly affect simulation output. Particularly when performing simulation optimisation to find an optimal solution, the…
When designing systems that are complex, dynamic and stochastic in nature, simulation is generally recognised as one of the best design support technologies, and a valuable aid in the strategic and tactical decision making process. A…
Oilfield development related decisions are made using reservoir simulation-based optimization study in which different production scenarios and well controls are compared. Such simulations are computationally expensive and so surrogate…
Computational fluid dynamics (CFD) simulations, a critical tool in various engineering applications, often require significant time and compute power to predict flow properties. The high computational cost associated with CFD simulations…
Modeling infection spread during pandemics is not new, with models using past data to tune simulation parameters for predictions. These help understand the healthcare burden posed by a pandemic and respond accordingly. However, the problem…
We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…
We present a new software, HYPPO, that enables the automatic tuning of hyperparameters of various deep learning (DL) models. Unlike other hyperparameter optimization (HPO) methods, HYPPO uses adaptive surrogate models and directly accounts…
We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…
Global optimization of expensive functions has important applications in physical and computer experiments. It is a challenging problem to develop efficient optimization scheme, because each function evaluation can be costly and the…
In robotics, simulation has the potential to reduce design time and costs, and lead to a more robust engineered solution and a safer development process. However, the use of simulators is predicated on the availability of good models. This…
The rapidly increasing prevalence of debilitating breathing disorders, such as chronic obstructive pulmonary disease (COPD), calls for a meaningful integration of artificial intelligence (AI) into healthcare. While this promises improved…
This study investigated the performance, explainability, and robustness of deployed artificial intelligence (AI) models in predicting mortality during the COVID-19 pandemic and beyond. The first study of its kind, we found that Bayesian…
Intelligent agents offer a new and exciting way of understanding the world of work. Agent-Based Simulation (ABS), one way of using intelligent agents, carries great potential for progressing our understanding of management practices and how…