Related papers: Quantifying uncertainty with ensembles of surrogat…

Offline optimization is an important task in numerous material engineering domains where online experimentation to collect data is too expensive and needs to be replaced by an in silico maximization of a surrogate of the black-box function.…

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

Heuristic optimisation algorithms explore the search space by sampling solutions, evaluating their fitness, and biasing the search in the direction of promising solutions. However, in many cases, this fitness function involves executing…

Global optimization of black-box functions is challenging in high dimensions. We introduce a conceptual adaptive random search framework, Branching Adaptive Surrogate Search Optimization (BASSO), that combines partitioning and surrogate…

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

We consider the problem of optimizing expensive black-box functions over high-dimensional combinatorial spaces which arises in many science, engineering, and ML applications. We use Bayesian Optimization (BO) and propose a novel surrogate…

Hyperparameter optimization is the process of identifying the appropriate hyperparameter configuration of a given machine learning model with regard to a given learning task. For smaller data sets, an exhaustive search is possible; However,…

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…

Using Neuroevolution combined with Novelty Search to promote behavioural diversity is capable of constructing high-performing ensembles for classification. However, using gradient descent to train evolved architectures during the search can…

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

The requirement for identifying accurate system representations has not only been a challenge to fulfill, but it has compromised the scalability of formal methods, as the resulting models are often too complex for effective decision making…

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

This study aims to comprehensively investigate the deep ensemble approach, an approximate Bayesian inference, in the multi-output regression task for predicting the aerodynamic performance of a missile configuration. To this end, the effect…

We provide methods for in-database support of decision making under uncertainty. Many important decision problems correspond to selecting a package (bag of tuples in a relational database) that jointly satisfy a set of constraints while…

Optimization problems with nonlinear cost functions and combinatorial constraints appear in many real-world applications but remain challenging to solve efficiently compared to their linear counterparts. To bridge this gap, we propose…

Bayesian optimization (BO) methods often rely on the assumption that the objective function is well-behaved, but in practice, this is seldom true for real-world objectives even if noise-free observations can be collected. Common approaches,…

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the…

We present an algorithm for multi-objective optimization of computationally expensive problems. The proposed algorithm is based on solving a set of surrogate problems defined by models of the real one, so that only solutions estimated to be…