Related papers: Landscape Surrogate: Learning Decision Losses for …
We propose a robust adversarial prediction framework for general multiclass classification. Our method seeks predictive distributions that robustly optimize non-convex and non-continuous multiclass loss metrics against the worst-case…
Numerical solutions of partial differential equations (PDEs) require expensive simulations, limiting their application in design optimization, model-based control, and large-scale inverse problems. Surrogate modeling techniques seek to…
A surrogate model approximates the outputs of a solver of Partial Differential Equations (PDEs) with a low computational cost. In this article, we propose a method to build learning-based surrogates in the context of parameterized PDEs,…
A multi-fidelity (MF) active learning method is presented for design optimization problems characterized by noisy evaluations of the performance metrics. Namely, a generalized MF surrogate model is used for design-space exploration,…
Training large neural networks (NNs) requires optimizing high-dimensional data-dependent loss functions. The optimization landscape of these functions is often highly complex and textured, even fractal-like, with many spurious local minima,…
We study distributed multiagent optimization over (directed, time-varying) graphs. We consider the minimization of $F+G$ subject to convex constraints, where $F$ is the smooth strongly convex sum of the agent's losses and $G$ is a nonsmooth…
Falsification of hybrid dynamical systems remains challenging due to mode-dependent dynamics and discrete transitions. In this work, we propose a surrogate-based falsification approach that enables hybrid systems by learning a…
This paper proposes a machine-learning-based solution approach for solving multi-horizon stochastic programs. The approach embeds a deep learning neural network into a multi-horizon stochastic program to approximate the recourse operational…
The performance of machine learning surrogates is critically dependent on data quality and quantity. This presents a major challenge, as high-fidelity (HF) data is often scarce and computationally expensive to acquire, while low-fidelity…
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…
Many problems in computer vision have recently been tackled using models whose predictions cannot be easily interpreted, most commonly deep neural networks. Surrogate explainers are a popular post-hoc interpretability method to further…
Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…
This paper presents a novel methodology that uses surrogate models in the form of neural networks to reduce the computation time of simulation-based optimization of a reference trajectory. Simulation-based optimization is necessary when…
The generalized assignment problem with routing constraints, e.g. the vehicle routing problem, has essential practical relevance. This paper focuses on addressing the complexities of the problem by learning a surrogate model with reduced…
We present a novel active learning algorithm, termed as iterative surrogate model optimization (ISMO), for robust and efficient numerical approximation of PDE constrained optimization problems. This algorithm is based on deep neural…
Combinatorial Optimization problems are widespread in domains such as logistics, manufacturing, and drug discovery, yet their NP-hard nature makes them computationally challenging. Recent Neural Combinatorial Optimization methods leverage…
Simulating the time evolution of physical systems is pivotal in many scientific and engineering problems. An open challenge in simulating such systems is their multi-resolution dynamics: a small fraction of the system is extremely dynamic,…
Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…
Learning to Optimize is a recently proposed framework for learning optimization algorithms using reinforcement learning. In this paper, we explore learning an optimization algorithm for training shallow neural nets. Such high-dimensional…
Mesh-based numerical solvers are an important part in many design tool chains. However, accurate simulations like computational fluid dynamics are time and resource consuming which is why surrogate models are employed to speed-up the…