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Related papers: Data-driven decision-focused surrogate modeling

200 papers

The surrogate data method is widely applied as a data dependent technique to test observed time series against a barrage of hypotheses. However, often the hypotheses one is able to address are not those of greatest interest, particularly…

Chaotic Dynamics · Physics 2007-05-23 Xiaodong Luo , Tomomichi Nakamura , Michael Small

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

High-speed flight vehicles, which travel much faster than the speed of sound, are crucial for national defense and space exploration. However, accurately predicting their behavior under numerous, varied flight conditions is a challenge and…

Machine Learning · Computer Science 2024-11-07 Tyler E. Korenyi-Both , Nathan J. Falkiewicz , Matthew C. Jones

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris

Structured reduced-order modeling is a central component in the computer-aided design of control systems in which cheap-to-evaluate low-dimensional models with physically meaningful internal structures are computed. In this work, we develop…

Numerical Analysis · Mathematics 2026-05-25 Sean Reiter , Steffen W. R. Werner

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

The paper proposes and investigates an approach for surrogate-assisted performance prediction of data-driven knowledge discovery algorithms. The approach is based on the identification of surrogate models for prediction of the target…

Machine Learning · Computer Science 2022-01-25 Anastasia A. Funkner , Aleksey N. Yakovlev , Sergey V. Kovalchuk

There is now significant historical data available on decision making in organizations, consisting of the decision problem, what decisions were made, and how desirable the outcomes were. Using this data, it is possible to learn a surrogate…

Neural and Evolutionary Computing · Computer Science 2020-04-23 Olivier Francon , Santiago Gonzalez , Babak Hodjat , Elliot Meyerson , Risto Miikkulainen , Xin Qiu , Hormoz Shahrzad

Heuristic optimisation algorithms explore the search space by sampling solutions, evaluating their fitness, and biasing the search in the direction of promising solutions. However, in many cases, this fitness function involves executing…

Neural and Evolutionary Computing · Computer Science 2024-10-07 Pablo S. Naharro , Pablo Toharia , Antonio LaTorre , José-María Peña

The present study proposes a data-driven framework trained with high-fidelity simulation results to facilitate decision making for combustor designs. At its core is a surrogate model employing a machine-learning technique called kriging,…

Computational Engineering, Finance, and Science · Computer Science 2017-09-25 Shiang-Ting Yeh , Xingjian Wang , Chih-Li Sung , Simon Mak , Yu-Hung Chang , Liwei Zhang , C. F. Jeff Wu , Vigor Yang

We study optimization for data-driven decision-making when we have observations of the uncertain parameters within the optimization model together with concurrent observations of covariates. Given a new covariate observation, the goal is to…

Optimization and Control · Mathematics 2022-07-28 Rohit Kannan , Güzin Bayraksan , James R. Luedtke

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 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…

This paper presents a methodological framework for training, self-optimising, and self-organising surrogate models to approximate and speed up multiobjective optimisation of technical systems based on multiphysics simulations. At the hand…

Machine Learning · Computer Science 2024-04-04 Diego Botache , Jens Decke , Winfried Ripken , Abhinay Dornipati , Franz Götz-Hahn , Mohamed Ayeb , Bernhard Sick

Surrogate models are widely used in mechanical design and manufacturing process optimization, where high-fidelity computational models may be unavailable or prohibitively expensive. Their effectiveness, however, is often limited by data…

Machine Learning · Computer Science 2026-03-03 Bingran Wang , Seongha Jeong , Sebastiaan P. C. van Schie , Dongyeon Han , Jaeho Min , John T. Hwang

Decision-making problems are commonly formulated as optimization problems, which are then solved to make optimal decisions. In this work, we consider the inverse problem where we use prior decision data to uncover the underlying…

Optimization and Control · Mathematics 2022-12-27 Rishabh Gupta , Qi Zhang

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

Structured prediction involves learning to predict complex structures rather than simple scalar values. The main challenge arises from the non-Euclidean nature of the output space, which generally requires relaxing the problem formulation.…

Machine Learning · Statistics 2024-11-19 Junjie Yang , Matthieu Labeau , Florence d'Alché-Buc

A surrogate model that accurately predicts distribution system voltages is crucial for reliable smart grid planning and operation. This letter proposes a fixed-point data-driven surrogate modeling method that employs a limited dataset to…

Systems and Control · Electrical Eng. & Systems 2024-01-01 Hoang Tien Nguyen , Young-Jin Kim , Dae-Hyun Choi

Parameter estimation in structural dynamics generally involves inferring the values of physical, geometric, or even customized parameters based on first principles or expert knowledge, which is challenging for complex structural systems. In…

Computational Engineering, Finance, and Science · Computer Science 2025-04-08 Mingyuan Zhou , Haoze Song , Wenjing Ye , Wei Wang , Zhilu Lai