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Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

Economics · Quantitative Finance 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

Surrogate models for partial-differential equations are widely used in the design of meta-materials to rapidly evaluate the behavior of composable components. However, the training cost of accurate surrogates by machine learning can rapidly…

Machine Learning · Computer Science 2020-11-04 Raphaël Pestourie , Youssef Mroueh , Thanh V. Nguyen , Payel Das , Steven G. Johnson

Surrogate modeling and active subspaces have emerged as powerful paradigms in computational science and engineering. Porting such techniques to computational models in the social sciences brings into sharp relief their limitations in…

Machine Learning · Statistics 2023-10-19 Nathan Wycoff

Parameter space reduction has been proved to be a crucial tool to speed-up the execution of many numerical tasks such as optimization, inverse problems, sensitivity analysis, and surrogate models' design, especially when in presence of…

Machine Learning · Statistics 2024-05-08 Francesco Romor , Marco Tezzele , Gianluigi Rozza

Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…

Optimization and Control · Mathematics 2021-08-25 Kainat Khowaja , Mykhaylo Shcherbatyy , Wolfgang Karl Härdle

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…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris

Inverse modeling for computing a high-dimensional spatially-varying property field from indirect sparse and noisy observations is a challenging problem. This is due to the complex physical system of interest often expressed in the form of…

Computational Physics · Physics 2021-02-22 Govinda Anantha Padmanabha , Nicholas Zabaras

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

Machine Learning · Computer Science 2020-10-23 Kai Wang , Bryan Wilder , Andrew Perrault , Milind Tambe

By remarkably reducing real fitness evaluations, surrogate-assisted evolutionary algorithms (SAEAs), especially hierarchical SAEAs, have been shown to be effective in solving computationally expensive optimization problems. The success of…

Neural and Evolutionary Computing · Computer Science 2021-03-02 Xiaodong Ren , Daofu Guo , Zhigang Ren , Yongsheng Liang , An Chen

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…

Applications · Statistics 2026-02-12 Jungho Kim , Sang-ri Yi , Ziqi Wang

In this work, we propose an adaptive sparse learning algorithm that can be applied to learn the physical processes and obtain a sparse representation of the solution given a large snapshot space. Assume that there is a rich class of…

Machine Learning · Computer Science 2022-07-26 Yating Wang , Wing Tat Leung , Guang Lin

Systematic exploration of Agent-Based Models (ABMs) is challenged by the curse of dimensionality and their inherent stochasticity. We present a multi-stage pipeline integrating the systematic design of experiments with machine learning…

Machine Learning · Computer Science 2026-04-07 Paul Saves , Matthieu Mastio , Nicolas Verstaevel , Benoit Gaudou

Active learning methods have recently surged in the literature due to their ability to solve complex structural reliability problems within an affordable computational cost. These methods are designed by adaptively building an inexpensive…

Computation · Statistics 2022-02-08 M. Moustapha , S. Marelli , B. Sudret

Reliability-based design optimization (RBDO) is an active field of research with an ever increasing number of contributions. Numerous methods have been proposed for the solution of RBDO, a complex problem that combines optimization and…

Methodology · Statistics 2019-01-11 M. Moustapha , B. Sudret

High-fidelity numerical simulation of subsurface flow is computationally intensive, especially for many-query tasks such as uncertainty quantification and data assimilation. Deep learning (DL) surrogates can significantly accelerate forward…

Machine Learning · Computer Science 2026-04-15 Jiale Liu , Nanzhe Wang

High-fidelity simulation models are widely used to analyze complex stochastic systems, but their high computational cost motivates the development of cheaper surrogate models that approximate the simulation model's input-output…

Machine Learning · Statistics 2026-05-28 Mohammadmahdi Ghasemloo , David J. Eckman , Yaxian Li

Sample efficiency in the face of computationally expensive simulations is a common concern in surrogate modeling. Current strategies to minimize the number of samples needed are not as effective in simulated environments with wide state…

Machine Learning · Computer Science 2025-09-03 Julen Cestero , Marco Quartulli , Marcello Restelli

Data assimilation presents computational challenges because many high-fidelity models must be simulated. Various deep-learning-based surrogate modeling techniques have been developed to reduce the simulation costs associated with these…

Machine Learning · Computer Science 2022-12-28 Su Jiang , Louis J. Durlofsky

The transition of the power grid requires new technologies and methodologies, which can only be developed and tested in simulations. Especially larger simulation setups with many levels of detail can become quite slow. Therefore, the number…

Signal Processing · Electrical Eng. & Systems 2020-06-23 Stephan Balduin , Tom Westermann , Erika Puiutta

Agent-based modeling (ABM) is a powerful computational approach for studying complex biological and biomedical systems, yet its widespread use remains limited by significant computational demands. As models become increasingly…

Quantitative Methods · Quantitative Biology 2025-04-17 Kerri-Ann Norton , Daniel Bergman , Harsh Vardhan Jain , Trachette Jackson