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We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It…

Optimization and Control · Mathematics 2023-12-18 Tobias Sutter , Bart P. G. Van Parys , Daniel Kuhn

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

In networked dynamical systems, inferring governing parameters is crucial for predicting nodal dynamics, such as gene expression levels, species abundance, or population density. While many parameter estimation techniques rely on…

Adaptation and Self-Organizing Systems · Physics 2025-03-25 Yanna Ding , Malik Magdon-Ismail , Jianxi Gao

This work presents a technique for statistically modeling errors introduced by reduced-order models. The method employs Gaussian-process regression to construct a mapping from a small number of computationally inexpensive `error indicators'…

Numerical Analysis · Computer Science 2015-04-16 Martin Drohmann , Kevin Carlberg

Improving predictive understanding of Earth system variability and change requires data-model integration. Efficient data-model integration for complex models requires surrogate modeling to reduce model evaluation time. However, building a…

Machine Learning · Statistics 2019-01-17 Dan Lu , Daniel Ricciuto

Surrogate models are used to reduce the burden of expensive-to-evaluate objective functions in optimization. By creating models which map genomes to objective values, these models can estimate the performance of unknown inputs, and so be…

Neural and Evolutionary Computing · Computer Science 2019-07-17 Alexander Hagg , Martin Zaefferer , Jörg Stork , Adam Gaier

In recent years, surrogate models have been successfully used in likelihood-free inference to decrease the number of simulator evaluations. The current state-of-the-art performance for this task has been achieved by Bayesian Optimization…

Machine Learning · Computer Science 2021-10-06 Alexander Aushev , Henri Pesonen , Markus Heinonen , Jukka Corander , Samuel Kaski

In many mechanistic medical, biological, physical and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs) can make simulations impractically slow. Biological models require the…

Soft Condensed Matter · Physics 2021-02-11 J. Quetzalcóatl Toledo-Marín , Geoffrey Fox , James P. Sluka , James A. Glazier

High-quality labeled data are essential for reliable statistical inference, but are often limited by validation costs. While surrogate labels provide cost-effective alternatives, their noise can introduce non-negligible bias. To address…

Methodology · Statistics 2025-12-29 Jianmin Chen , Huiyuan Wang , Thomas Lumley , Xiaowu Dai , Yong Chen

Decades of progress in simulation-based surrogate-assisted optimization and unprecedented growth in computational power have enabled researchers and practitioners to optimize previously intractable complex engineering problems. This paper…

Neural and Evolutionary Computing · Computer Science 2022-12-14 Qi Huang , Roy de Winter , Bas van Stein , Thomas Bäck , Anna V. Kononova

Estimation of patient-specific model parameters is important for personalized modeling, although sparse and noisy clinical data can introduce significant uncertainty in the estimated parameter values. This importance source of uncertainty,…

Machine Learning · Statistics 2020-06-04 Jwala Dhamala , John L. Sapp , B. Milan Horácek , Linwei Wang

There is a high interest in accelerating multiscale models using data-driven surrogate modeling techniques. Creating a large training dataset encompassing all relevant load scenarios is essential for a good surrogate, yet the computational…

Numerical Analysis · Mathematics 2025-04-24 J. Storm , W. Sun , I. B. C. M. Rocha , F. P. van der Meer

In multi-objective design tasks, the computational cost increases rapidly when high-fidelity simulations are used to evaluate objective functions. Surrogate models help mitigate this cost by approximating the simulation output, simplifying…

Applications · Statistics 2025-06-03 Omer F. Erdem , David P. Broughton , Josef Svoboda , Chengkun Huang , Majdi I. Radaideh

Large language models are increasingly used as surrogate models for low-data optimization, but their optimizer-facing prediction and its uncertainty remain poorly understood. We study the surrogate belief elicited from an LLM under sparse…

Computation and Language · Computer Science 2026-05-07 Ge Lei , Samuel J. Cooper

Surrogate models driven by sizeable datasets and scientific machine-learning methods have emerged as an attractive microstructure simulation tool with the potential to deliver predictive microstructure evolution dynamics with huge savings…

Materials Science · Physics 2024-01-22 Shaoxun Fan , Andrew L. Hitt , Ming Tang , Babak Sadigh , Fei Zhou

In uncertainty quantification, variance-based global sensitivity analysis quantitatively determines the effect of each input random variable on the output by partitioning the total output variance into contributions from each input.…

Numerical Analysis · Mathematics 2024-05-28 Dongjin Lee , Elle Lavichant , Boris Kramer

We propose a novel surrogate-assisted Evolutionary Algorithm for solving expensive combinatorial optimization problems. We integrate a surrogate model, which is used for fitness value estimation, into a state-of-the-art P3-like variant of…

Neural and Evolutionary Computing · Computer Science 2021-04-19 Arkadiy Dushatskiy , Tanja Alderliesten , Peter A. N. Bosman

This paper introduces a novel two-stage machine learning-based surrogate modeling framework to address inverse problems in scientific and engineering fields. In the first stage of the proposed framework, a machine learning model termed the…

Machine Learning · Computer Science 2024-01-05 Farhad Pourkamali-Anaraki , Jamal F. Husseini , Evan J. Pineda , Brett A. Bednarcyk , Scott E. Stapleton

In this contribution we propose a data-driven surrogate model for the prediction of magnetic stray fields in two-dimensional random micro-heterogeneous materials. Since data driven models require thousands of training data sets, FEM…

Numerical Analysis · Mathematics 2023-04-11 Rainer Niekamp , Johanna Niemann , Maximilian Reichel , Hongbin Zhang , Jörg Schröder

Adaptive experimental designs have gained increasing attention across a range of domains. In this paper, we propose a new methodological framework, surrogate-leveraged online adaptive causal inference (SLOACI), which integrates predictive…

Methodology · Statistics 2025-12-09 Yingying Fan , Zihan Wang , Waverly Wei