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MATSuMoTo is the MATLAB Surrogate Model Toolbox for computationally expensive, black-box, global optimization problems that may have continuous, mixed-integer, or pure integer variables. Due to the black-box nature of the objective…
A common challenge in computer experiments and related fields is to efficiently explore the input space using a small number of samples, i.e., the experimental design problem. Much of the recent focus in the computer experiment literature,…
The use of surrogate models instead of computationally expensive simulation codes is very convenient in engineering. Roughly speaking, there are two kinds of surrogate models: the deterministic and the probabilistic ones. These last are…
In various approaches to learning, notably in domain adaptation, active learning, learning under covariate shift, semi-supervised learning, learning with concept drift, and the like, one often wants to compare a baseline classifier to one…
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,…
Global aerodynamic design optimization using Euler or Navier-Stokes equations requires very reliable surrogate modeling techniques since the computational effort for the underlying flow simulations is usually high. In general, for such…
Machine learning models are widely regarded as a way forward to tackle multi-query challenges that arise once expensive black-box simulations such as computational fluid dynamics are investigated. However, ensuring the desired level of…
To integrate strategic, tactical and operational decisions, the two-stage optimization has been widely used to guide dynamic decision making. In this paper, we study the two-stage stochastic programming for complex systems with unknown…
Evolutionary Algorithms (EAs) are often challenging to apply in real-world settings since evolutionary computations involve a large number of evaluations of a typically expensive fitness function. For example, an evaluation could involve…
We are interested in building low-dimensional surrogate models to reduce optimization costs, while having theoretical guarantees that the optimum will satisfy the constraints of the full-size model, by making conservative approximations.…
Surrogate models are widely used to approximate complex systems across science and engineering to reduce computational costs. Despite their widespread adoption, the field lacks standardisation across key stages of the modelling pipeline,…
With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…
Surrogate models are a well established approach to reduce the number of expensive function evaluations in continuous optimization. In the context of genetic programming, surrogate modeling still poses a challenge, due to the complex…
Computational models are utilized in many scientific domains to simulate complex systems. Sensitivity analysis is an important practice to aid our understanding of the mechanics of these models and the processes they describe, but…
We use a simulation study to compare three methods for adaptive experimentation: Thompson sampling, Tempered Thompson sampling, and Exploration sampling. We gauge the performance of each in terms of social welfare and estimation accuracy,…
Surrogate-assisted search-based testing (SA-SBT) aims to reduce the computational time for testing compute-intensive systems. Surrogates enhance testing techniques by improving test case generation focusing the testing budget on the most…
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.…
This study aims to provide a comprehensive assessment of single-objective and multi-objective optimisation algorithms for the design of an elbow-type draft tube, as well as to introduce a computationally efficient optimisation workflow. The…
Anomaly detection in time-series has a wide range of practical applications. While numerous anomaly detection methods have been proposed in the literature, a recent survey concluded that no single method is the most accurate across various…
Recent developments of advanced driver-assistance systems necessitate an increasing number of tests to validate new technologies. These tests cannot be carried out on track in a reasonable amount of time and automotive groups rely on…