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Robust controllers that stabilize dynamical systems even under disturbances and noise are often formulated as solutions of nonsmooth, nonconvex optimization problems. While methods such as gradient sampling can handle the nonconvexity and…

Optimization and Control · Mathematics 2023-05-01 Steffen W. R. Werner , Michael L. Overton , Benjamin Peherstorfer

Recent advances in modeling large-scale complex physical systems have shifted research focuses towards data-driven techniques. However, generating datasets by simulating complex systems can require significant computational resources.…

Machine Learning · Statistics 2022-08-22 Subhayan De , Matthew Reynolds , Malik Hassanaly , Ryan N. King , Alireza Doostan

Multi-fidelity modeling and learning are important in physical simulation-related applications. It can leverage both low-fidelity and high-fidelity examples for training so as to reduce the cost of data generation while still achieving good…

Machine Learning · Computer Science 2022-10-25 Shibo Li , Zheng Wang , Robert M. Kirby , Shandian Zhe

In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…

Optimization and Control · Mathematics 2025-01-20 Yuhao Wang , Seong-Hee Kim , Enlu Zhou

A multi-fidelity simulator is a numerical model, in which one of the inputs controls a trade-off between the realism and the computational cost of the simulation. Our goal is to estimate the probability of exceeding a given threshold on a…

Methodology · Statistics 2021-03-31 Rémi Stroh , Julien Bect , Séverine Demeyer , Nicolas Fischer , Emmanuel Vazquez

We consider the problem of optimizing a robot morphology to achieve the best performance for a target task, under computational resource limitations. The evaluation process for each morphological design involves learning a controller for…

Robotics · Computer Science 2020-12-10 Sha Hu , Zeshi Yang , Greg Mori

In this paper, we present an adaptive algorithm to construct response surface approximations of high-fidelity models using a hierarchy of lower fidelity models. Our algorithm is based on multi-index stochastic collocation and automatically…

Numerical Analysis · Mathematics 2021-05-04 John D. Jakeman , Michael Eldred , Gianluca Geraci , Alex Gorodetsky

High-fidelity computational fluid dynamics (CFD) simulations are widely used to analyze nuclear reactor transients, but are computationally expensive when exploring large parameter spaces. Multifidelity surrogate models offer an approach to…

Machine Learning · Computer Science 2026-03-17 Meredith Eaheart , Majdi I. Radaideh

We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…

Machine Learning · Computer Science 2025-04-03 Caroline Tatsuoka , Minglei Yang , Dongbin Xiu , Guannan Zhang

This article deals with the sequential design of experiments for (deterministic or stochastic) multi-fidelity numerical simulators, that is, simulators that offer control over the accuracy of simulation of the physical phenomenon or system…

To balance quality and cost, various domain areas of science and engineering run simulations at multiple levels of sophistication. Multi-fidelity active learning aims to learn a direct mapping from input parameters to simulation outputs at…

Machine Learning · Computer Science 2023-06-06 Dongxia Wu , Ruijia Niu , Matteo Chinazzi , Yian Ma , Rose Yu

A robot can invoke heterogeneous computation resources such as CPUs, cloud GPU servers, or even human computation for achieving a high-level goal. The problem of invoking an appropriate computation model so that it will successfully…

Robotics · Computer Science 2021-08-04 Bineet Ghosh , Sandeep Chinchali , Parasara Sridhar Duggirala

We develop greedy algorithms to approximate the optimal solution to the multi-fidelity sensor selection problem, which is a cost constrained optimization problem prescribing the placement and number of cheap (low signal-to-noise) and…

Signal Processing · Electrical Eng. & Systems 2020-05-08 Emily Clark , Steven L. Brunton , J. Nathan Kutz

In many applications, ranging from logistics to engineering, a designer is faced with a sequence of optimization tasks for which the objectives are in the form of black-box functions that are costly to evaluate. Furthermore, higher-fidelity…

Machine Learning · Computer Science 2025-01-09 Yunchuan Zhang , Sangwoo Park , Osvaldo Simeone

This paper presents a methodological framework for training, self-optimising, and self-organising surrogate models to approximate and speed up multiobjective optimisation of technical systems based on multiphysics simulations. At the hand…

Machine Learning · Computer Science 2024-04-04 Diego Botache , Jens Decke , Winfried Ripken , Abhinay Dornipati , Franz Götz-Hahn , Mohamed Ayeb , Bernhard Sick

Surrogate modeling is an essential data-driven technique for quantifying relationships between input variables and system responses in manufacturing and engineering systems. Two major challenges limit its effectiveness: (1) large data…

Machine Learning · Computer Science 2026-03-11 Manan Mehta , Zhiqiao Dong , Yuhang Yang , Chenhui Shao

This work introduces a novel blackbox optimization algorithm for computationally expensive constrained multi-fidelity problems. When applying a direct search method to such problems, the scarcity of feasible points may lead to numerous…

Optimization and Control · Mathematics 2025-04-09 Stéphane Alarie , Charles Audet , Miguel Diago , Sébastien Le Digabel , Xavier Lebeuf

Neural networks (NNs) are often used as surrogates or emulators of partial differential equations (PDEs) that describe the dynamics of complex systems. A virtually negligible computational cost of such surrogates renders them an attractive…

Numerical Analysis · Mathematics 2021-05-04 Dong H. Song , Daniel M. Tartakovsky

In an era where scientific experiments can be very costly, multi-fidelity emulators provide a useful tool for cost-efficient predictive scientific computing. For scientific applications, the experimenter is often limited by a tight…

Methodology · Statistics 2023-10-30 Chih-Li Sung , Yi Ji , Simon Mak , Wenjia Wang , Tao Tang

In the early stages of aerospace design, reduced order models (ROMs) are crucial for minimizing computational costs associated with using physics-rich field information in many-query scenarios requiring multiple evaluations. The intricacy…

Machine Learning · Computer Science 2024-02-28 Bilal Mufti , Christian Perron , Dimitri N. Mavris
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