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Multi-fidelity surrogate modeling aims to learn an accurate surrogate at the highest fidelity level by combining data from multiple sources. Traditional methods relying on Gaussian processes can hardly scale to high-dimensional data. Deep…

Machine Learning · Computer Science 2024-06-25 Ruijia Niu , Dongxia Wu , Kai Kim , Yi-An Ma , Duncan Watson-Parris , Rose Yu

Data-driven surrogate models are widely used for applications such as design optimization and uncertainty quantification, where repeated evaluations of an expensive simulator are required. For most partial differential equation (PDE)…

Computational Physics · Physics 2019-10-18 Wei Xing , Robert M. Kirby , Shandian Zhe

Multi-fidelity methods leverage low-cost surrogate models to speed up computations and make occasional recourse to expensive high-fidelity models to establish accuracy guarantees. Because surrogate and high-fidelity models are used…

Numerical Analysis · Mathematics 2021-09-14 Terrence Alsup , Benjamin Peherstorfer

Thanks to computing power increase, the certification and the conception of complex systems relies more and more on simulation. To this end, predictive codes are needed, which have generally to be evaluated in a huge number of input points.…

Methodology · Statistics 2017-12-06 Sophie Marque-Pucheu , Guillaume Perrin , Josselin Garnier

Multi-fidelity surrogate models combining dimensionality reduction and an intermediate surrogate in the reduced space allow a cost-effective emulation of simulators with functional outputs. The surrogate is an input-output mapping learned…

Computational Engineering, Finance, and Science · Computer Science 2024-12-17 Lucas Brunel , Mathieu Balesdent , Loïc Brevault , Rodolphe Le Riche , Bruno Sudret

High-fidelity numerical simulations of partial differential equations (PDEs) given a restricted computational budget can significantly limit the number of parameter configurations considered and/or time window evaluated for modeling a given…

Machine Learning · Computer Science 2023-09-04 Paolo Conti , Mengwu Guo , Andrea Manzoni , Attilio Frangi , Steven L. Brunton , J. Nathan Kutz

Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both…

Machine Learning · Statistics 2019-03-19 Kurt Cutajar , Mark Pullin , Andreas Damianou , Neil Lawrence , Javier González

Surrogate models are often used to replace costly-to-evaluate complex coastal codes to achieve substantial computational savings. In many of those models, the hydrometeorological forcing conditions (inputs) or flood events (outputs) are…

Machine Learning · Statistics 2021-11-04 A. F. López-Lopera , D. Idier , J. Rohmer , F. Bachoc

Surrogate modeling for systems with high-dimensional quantities of interest remains challenging, particularly when training data are costly to acquire. This work develops multifidelity methods for multiple-input multiple-output linear…

Machine Learning · Statistics 2026-03-31 Vignesh Sella , Julie Pham , Karen Willcox , Anirban Chaudhuri

Multi-fidelity modelling arises in many situations in computational science and engineering world. It enables accurate inference even when only a small set of accurate data is available. Those data often come from a high-fidelity model,…

Machine Learning · Statistics 2022-04-12 Jiahao Zhang , Shiqi Zhang , Guang Lin

Surrogate models provide a quick-to-evaluate approximation to complex computational models and are essential for multi-query problems like design optimisation. The inputs of current deterministic computational models are usually…

Applications · Statistics 2024-10-15 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak

Multi-fidelity models provide a framework for integrating computational models of varying complexity, allowing for accurate predictions while optimizing computational resources. These models are especially beneficial when acquiring…

Applications · Statistics 2024-05-14 M. Giselle Fernández-Godino

Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…

Machine Learning · Computer Science 2025-01-03 Dongwei Ye , Weihao Yan , Christoph Brune , Mengwu Guo

In engineering design and scientific computing, computational cost and predictive accuracy are intrinsically coupled. High-fidelity simulations provide accurate predictions but at substantial computational costs, while lower-fidelity…

Machine Learning · Computer Science 2026-05-11 Ahmed Mohamed Eisa Nasr , Ali Elham , Haris Moazam Sheikh

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

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

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

Emulating the mapping between quantities of interest and their control parameters using surrogate models finds widespread application in engineering design, including in numerical optimization and uncertainty quantification. Gaussian…

Computation · Statistics 2024-07-02 S. Ashwin Renganathan , Kade Carlson

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…

Numerical Analysis · Mathematics 2025-03-19 Shane A. McQuarrie , Anirban Chaudhuri , Karen E. Willcox , Mengwu Guo

Computational simulations with different fidelity have been widely used in engineering design. A high-fidelity (HF) model is generally more accurate but also more time-consuming than an low-fidelity (LF) model. To take advantages of both HF…

Machine Learning · Statistics 2021-08-12 Maolin Shi , Shuo Wang , Wei Sun , Liye Lv , Xueguan Song