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This report showcases the role of, and future directions for, the field of Randomized Numerical Linear Algebra (RNLA) in a selection of scientific applications. These applications span the domains of imaging, genomics and dynamical systems,…
We propose a probabilistic way for reducing the cost of classical projection-based model order reduction methods for parameter-dependent linear equations. A reduced order model is here approximated from its random sketch, which is a set of…
Simulated annealing (SA) is a stochastic global optimisation technique applicable to a wide range of discrete and continuous variable problems. Despite its simplicity, the development of an effective SA optimiser for a given problem hinges…
Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…
Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…
We propose to solve a label ranking problem as a structured output regression task. We adopt a least square surrogate loss approach that solves a supervised learning problem in two steps: the regression step in a well-chosen feature space…
The deployment of large language models (LLMs) is often constrained by their substantial computational and memory demands. While structured pruning presents a viable approach by eliminating entire network components, existing methods suffer…
In recent years, the development of diffusion models has led to significant progress in image and video generation tasks, with pre-trained models like the Stable Diffusion series playing a crucial role. Inspired by model pruning which…
NDCG, namely Normalized Discounted Cumulative Gain, is a widely used ranking metric in information retrieval and machine learning. However, efficient and provable stochastic methods for maximizing NDCG are still lacking, especially for deep…
Multidisciplinary design optimization methods aim at adapting numerical optimization techniques to the design of engineering systems involving multiple disciplines. In this context, a large number of mixed continuous, integer and…
We introduce the concept of decision-focused surrogate modeling for solving computationally challenging nonlinear optimization problems in real-time settings. The proposed data-driven framework seeks to learn a simpler, e.g. convex,…
Optimization plays an important role in chemical engineering, impacting cost-effectiveness, resource utilization, product quality, and process sustainability metrics. This chapter broadly focuses on data-driven optimization, particularly,…
This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…
Designing a high-quality plasma injector electron source driven by a laser beam relies on numerical parametric studies using particle-in-cell codes. The common input parameters to explore are laser characteristics, plasma species and…
Deep-learning inverse techniques have attracted significant attention in recent years. Among them, the neural adjoint (NA) method, which employs a neural network surrogate simulator, has demonstrated impressive performance in the design…
In this contribution we present an accelerated optimization-based approach for combined state and parameter reduction of a parametrized linear control system which is then used as a surrogate model in a Bayesian inverse setting. Following…
We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…
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…
This paper addresses the Service Network Design (SND) problem for a logistics service provider (LSP) operating in a multimodal freight transport network, considering uncertain travel times and limited truck fleet availability. A two-stage…
Accurate surrogate construction for PDE-driven high-dimensional rare-event simulation is challenging when performance evaluations are expensive. Since a globally accurate surrogate may require many high-fidelity evaluations, adaptive…