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Surrogate modeling is a powerful methodology in chemical process engineering, frequently employed to accelerate optimization tasks where traditional flowsheet simulators are computationally prohibitive. However, the state-of-the-art is…

Computational Engineering, Finance, and Science · Computer Science 2025-09-30 Martin Bubel , Tobias Seidel , Michael Bortz

In recent years, neural network-based classification has been used to improve data analysis at collider experiments. While this strategy proves to be hugely successful, the underlying models are not commonly shared with the public and rely…

High Energy Physics - Phenomenology · Physics 2024-09-30 Sebastian Bieringer , Gregor Kasieczka , Jan Kieseler , Mathias Trabs

Building design optimization often depends on physics-based simulation tools such as EnergyPlus, which, although accurate, are computationally expensive and slow. Surrogate models provide a faster alternative, yet most are…

Machine Learning · Computer Science 2026-03-13 Piragash Manmatharasan , Girma Bitsuamlak , Katarina Grolinger

High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…

Systems and Control · Electrical Eng. & Systems 2025-09-05 E. Javier Olucha , Rajiv Singh , Amritam Das , Roland Tóth

In constraint learning, we use a neural network as a surrogate for part of the constraints or of the objective function of an optimization model. However, the tractability of the resulting model is heavily influenced by the size of the…

Optimization and Control · Mathematics 2026-03-19 Hung Pham , Aiden Ren , Ibrahim Tahir , Jiatai Tong , Thiago Serra

Fast machine learning-based surrogate models are trained to emulate slow, high-fidelity engineering simulation models to accelerate engineering design tasks. This introduces uncertainty as the surrogate is only an approximation of the…

Machine Learning · Statistics 2020-10-08 Paul Westermann , Ralph Evins

Surrogates, models that mimic the behavior of programs, form the basis of a variety of development workflows. We study three surrogate-based design patterns, evaluating each in case studies on a large-scale CPU simulator. With surrogate…

Programming Languages · Computer Science 2021-12-14 Alex Renda , Yi Ding , Michael Carbin

This paper describes a simple, but effective sampling method for optimizing and learning a discrete approximation (or surrogate) of a multi-dimensional function along a one-dimensional line segment of interest. The method does not rely on…

Optimization and Control · Mathematics 2023-07-21 Dimitri J. Papageorgiou , Jan Kronqvist , Krishnan Kumaran

Surrogate modeling has brought about a revolution in computation in the branches of science and engineering. Backed by Artificial Intelligence, a surrogate model can present highly accurate results with a significant reduction in…

Artificial Intelligence · Computer Science 2022-10-17 Abid Hossain Khan , Salauddin Omar , Nadia Mushtary , Richa Verma , Dinesh Kumar , Syed Alam

We investigate optimal order execution problems in discrete time with instantaneous price impact and stochastic resilience. First, in the setting of linear transient price impact we derive a closed-form recursion for the optimal strategy,…

Trading and Market Microstructure · Quantitative Finance 2023-10-31 Tao Chen , Mike Ludkovski , Moritz Voß

Recent advancements in Markov chain Monte Carlo (MCMC) sampling and surrogate modelling have significantly enhanced the feasibility of Bayesian analysis across engineering fields. However, the selection and integration of surrogate models…

Computational Physics · Physics 2024-11-22 Leon Riccius , Iuri B. C. M. Rocha , Joris Bierkens , Hanne Kekkonen , Frans P. van der Meer

While complex simulations of physical systems have been widely used in engineering and scientific computing, lowering their often prohibitive computational requirements has only recently been tackled by deep learning approaches. In this…

Numerical Analysis · Mathematics 2023-10-26 Chuanbo Hua , Federico Berto , Michael Poli , Stefano Massaroli , Jinkyoo Park

Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…

Neural and Evolutionary Computing · Computer Science 2020-12-29 Cuie Yang , Jinliang Ding , Yaochu Jin , Tianyou Chai

Existing deep learning-based surrogate models facilitate efficient data generation, but fall short in uncertainty quantification, efficient parameter space exploration, and reverse prediction. In our work, we introduce SurroFlow, a novel…

Machine Learning · Computer Science 2024-07-19 Jingyi Shen , Yuhan Duan , Han-Wei Shen

We propose and demonstrate a new approach for fast and accurate surrogate modelling of urban drainage system hydraulics based on physics-guided machine learning. The surrogates are trained against a limited set of simulation results from a…

Machine Learning · Computer Science 2022-11-15 Rocco Palmitessa , Morten Grum , Allan Peter Engsig-Karup , Roland Löwe

This paper presents a physics and data co-driven surrogate modeling method for efficient rare event simulation of civil and mechanical systems with high-dimensional input uncertainties. The method fuses interpretable low-fidelity physical…

Computation · Statistics 2024-05-10 Jianhua Xian , Ziqi Wang

Not being able to understand and predict the behavior of deep learning systems makes it hard to decide what architecture and algorithm to use for a given problem. In science and engineering, modeling is a methodology used to understand…

Machine Learning · Computer Science 2023-09-15 Michael Y. Li , Erin Grant , Thomas L. Griffiths

Surrogate Neural Networks are nowadays routinely used in industry as substitutes for computationally demanding engineering simulations (e.g., in structural analysis). They allow to generate faster predictions and thus analyses in industrial…

In this paper we introduce a novel way of estimating prediction uncertainty in deep networks through the use of uncertainty surrogates. These surrogates are features of the penultimate layer of a deep network that are forced to match…

Machine Learning · Computer Science 2021-04-19 Radhakrishna Achanta , Natasa Tagasovska

In NeuroEvolution, the topologies of artificial neural networks are optimized with evolutionary algorithms to solve tasks in data regression, data classification, or reinforcement learning. One downside of NeuroEvolution is the large amount…

Neural and Evolutionary Computing · Computer Science 2019-02-12 Jörg Stork , Martin Zaefferer , Thomas Bartz-Beielstein
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