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We explore a hybrid technique to quantify the variability in the numerical solutions to a free boundary problem associated with magnetic equilibrium in axisymmetric fusion reactors amidst parameter uncertainties. The method aims at reducing…

Computational Physics · Physics 2026-03-03 Howard Elman , Jiaxing Liang , Tonatiuh Sánchez-Vizuet

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

Heteroscedastic regression models a Gaussian variable's mean and variance as a function of covariates. Parametric methods that employ neural networks for these parameter maps can capture complex relationships in the data. Yet, optimizing…

Machine Learning · Computer Science 2022-12-20 Andrew Stirn , Hans-Hermann Wessels , Megan Schertzer , Laura Pereira , Neville E. Sanjana , David A. Knowles

How can we efficiently gather information to optimize an unknown function, when presented with multiple, mutually dependent information sources with different costs? For example, when optimizing a robotic system, intelligently trading off…

Machine Learning · Computer Science 2018-11-05 Jialin Song , Yuxin Chen , Yisong Yue

Electric machine design optimization is a computationally expensive multi-objective optimization problem. While the objectives require time-consuming finite element analysis, optimization constraints can often be based on mathematical…

Neural and Evolutionary Computing · Computer Science 2022-06-06 Bhuvan Khoshoo , Julian Blank , Thang Q. Pham , Kalyanmoy Deb , Shanelle N. Foster

Several methods have been proposed in the literature to solve reliability-based optimization problems, where failure probabilities are design constraints. However, few methods address the problem of life-cycle cost or risk optimization,…

Computation · Statistics 2020-07-09 H. M. Kroetz , M. Moustapha , A. T. Beck , B. Sudret

Generative adversarial networks (GANs) have emerged as a powerful tool for generating high-fidelity data. However, the main bottleneck of existing approaches is the lack of supervision on the generator training, which often results in…

Computer Vision and Pattern Recognition · Computer Science 2025-02-18 Baoren Xiao , Hao Ni , Weixin Yang

A key drawback of the current generation of artificial decision-makers is that they do not adapt well to changes in unexpected situations. This paper addresses the situation in which an AI for aerial dog fighting, with tunable parameters…

Machine Learning · Statistics 2016-12-14 Brett Israelsen , Nisar Ahmed

This paper deals with surrogate modelling of a computer code output in a hierarchical multi-fidelity context, i.e., when the output can be evaluated at different levels of accuracy and computational cost. Using observations of the output at…

Statistics Theory · Mathematics 2023-12-06 Baptiste Kerleguer , Claire Cannamela , Josselin Garnier

Optimizing complex manufacturing processes often involves a trade-off between data accuracy and acquisition cost. High-fidelity data are accurate but limited, while low-fidelity data are abundant but often biased. Balancing these two…

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The…

Machine Learning · Statistics 2019-02-20 Leonid Matyushin , Alexey Zaytsev , Oleg Alenkin , Andrey Ustuzhanin

To understand and predict the performance of scientific applications, several analytical and machine learning approaches have been proposed, each having its advantages and disadvantages. In this paper, we propose and validate a hybrid…

Performance · Computer Science 2019-02-27 Huda Ibeid , Siping Meng , Oliver Dobon , Luke Olson , William Gropp

Numerical simulations are crucial for modeling complex systems, but calibrating them becomes challenging when data are noisy or incomplete and likelihood evaluations are computationally expensive. Bayesian calibration offers an interesting…

In a Bayesian learning setting, the posterior distribution of a predictive model arises from a trade-off between its prior distribution and the conditional likelihood of observed data. Such distribution functions usually rely on additional…

Machine Learning · Statistics 2011-11-01 Andrea Schirru , Simone Pampuri , Giuseppe De Nicolao , Sean McLoone

This paper integrates manifold learning techniques within a \emph{Gaussian process upper confidence bound} algorithm to optimize an objective function on a manifold. Our approach is motivated by applications where a full representation of…

Machine Learning · Statistics 2023-11-10 Hwanwoo Kim , Daniel Sanz-Alonso , Ruiyi Yang

Multi-fidelity optimization employs surrogate models that integrate information from varying levels of fidelity to guide efficient exploration of complex design spaces while minimizing the reliance on (expensive) high-fidelity objective…

We propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…

Numerical Analysis · Mathematics 2020-05-07 Mohammad Motamed

In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore two methods that have undergone rapid development in recent years: Gaussian processes and…

Portfolio Management · Quantitative Finance 2019-03-13 Joan Gonzalvez , Edmond Lezmi , Thierry Roncalli , Jiali Xu

This paper investigates a new class of modifier-adaptation schemes to overcome plant-model mismatch in real-time optimization of uncertain processes. The main contribution lies in the integration of concepts from the areas of Bayesian…