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The computational burden of running a complex computer model can make optimization impractical. Gaussian Processes (GPs) are statistical surrogates (also known as emulators) that alleviate this issue since they cheaply replace the computer…

Computation · Statistics 2019-09-11 Theodoros Mathikolonis , Serge Guillas

Surrogate models of numerical relativity simulations of merging black holes provide the most accurate tools for gravitational-wave data analysis. Neural network-based surrogates promise evaluation speedups, but their accuracy relies on…

General Relativity and Quantum Cosmology · Physics 2025-05-21 Lucy M. Thomas , Katerina Chatziioannou , Vijay Varma , Scott E. Field

Offline optimization has recently emerged as an increasingly popular approach to mitigate the prohibitively expensive cost of online experimentation. The key idea is to learn a surrogate of the black-box function that underlines the target…

Machine Learning · Computer Science 2025-03-07 Manh Cuong Dao , Phi Le Nguyen , Thao Nguyen Truong , Trong Nghia Hoang

This article introduces a generalized framework for Decentralized Learning formulated as a Multi-Objective Optimization problem, in which both distributed agents and a central coordinator contribute independent, potentially conflicting…

Optimization and Control · Mathematics 2025-07-21 Roberto Morales , Umberto Biccari

Numerical models based on physics represent the state-of-the-art in earth system modeling and comprise our best tools for generating insights and predictions. Despite rapid growth in computational power, the perceived need for higher model…

Machine Learning · Computer Science 2022-01-10 Kate Duffy , Thomas Vandal , Weile Wang , Ramakrishna Nemani , Auroop R. Ganguly

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…

The spatiotemporal resolution of Partial Differential Equations (PDEs) plays important roles in the mathematical description of the world's physical phenomena. In general, scientists and engineers solve PDEs numerically by the use of…

Artificial Intelligence · Computer Science 2023-06-29 Lucas Meyer , Marc Schouler , Robert Alexander Caulk , Alejandro Ribés , Bruno Raffin

Building local surrogates to accelerate stationary point searches on potential energy surfaces spans decades of effort. Done correctly, surrogates can reduce the number of expensive electronic structure evaluations by roughly an order of…

Machine Learning · Statistics 2026-04-30 Rohit Goswami

With the development of artificial intelligence, simulation-based optimization problems, which present a significant challenge in the process systems engineering community, are increasingly being addressed with the surrogate-based…

Optimization and Control · Mathematics 2025-01-30 Zixuan Zhang , Xiaowei Song , Yujiao Zeng , Jie Li , Yaling Nie , Min Zhu , Jianhua Chen , Linmin Wang , Xin Xiao

Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

Computation · Statistics 2022-07-12 Ensieh Sharifnia , Simon Tindemans

Multi-objective optimization aims to solve problems with competing objectives. Evaluating such problems is often slow or expensive, limiting the budget of evaluations. In many applications, historical data from related optimization tasks is…

Machine Learning · Computer Science 2026-05-12 Leonard Papenmeier , Petru Tighineanu

Engineering design involves demanding models encompassing many decision variables and uncontrollable parameters. In addition, unavoidable aleatoric and epistemic uncertainties can be very impactful and add further complexity. The…

Systems and Control · Electrical Eng. & Systems 2026-02-27 Enrico Ampellio , Blazhe Gjorgiev , Giovanni Sansavini

The energy transition entails a rapid uptake of renewable energy sources. Besides physical changes within the grid infrastructure, energy storage devices and their smart operation are key measures to master the resulting challenges like,…

Optimization and Control · Mathematics 2019-11-13 Manuel Baumann , Sara Grundel , Philipp Sauerteig , Karl Worthmann

Offline model-based optimization (MBO) seeks to discover high-performing designs using only a fixed dataset of past evaluations. Most existing methods rely on learning a surrogate model via regression and implicitly assume that good…

Machine Learning · Computer Science 2026-03-05 Shen-Huan Lyu , Rong-Xi Tan , Ke Xue , Yi-Xiao He , Yu Huang , Qingfu Zhang , Chao Qian

We address the problem of training models with black-box and hard-to-optimize metrics by expressing the metric as a monotonic function of a small number of easy-to-optimize surrogates. We pose the training problem as an optimization over a…

Machine Learning · Computer Science 2020-02-21 Qijia Jiang , Olaoluwa Adigun , Harikrishna Narasimhan , Mahdi Milani Fard , Maya Gupta

We present a new software, HYPPO, that enables the automatic tuning of hyperparameters of various deep learning (DL) models. Unlike other hyperparameter optimization (HPO) methods, HYPPO uses adaptive surrogate models and directly accounts…

In robotics, methods and softwares usually require optimizations of hyperparameters in order to be efficient for specific tasks, for instance industrial bin-picking from homogeneous heaps of different objects. We present a developmental…

Robotics · Computer Science 2020-07-31 Maxime Petit , Emmanuel Dellandrea , Liming Chen

Evolutionary algorithms often struggle to find well converged (e.g small inverted generational distance on test problems) solutions to multi-objective optimization problems on a limited budget of function evaluations (here, a few hundred).…

Neural and Evolutionary Computing · Computer Science 2025-04-30 Christopher M. Pierce , Young-Kee Kim , Ivan Bazarov

Amortized Bayesian model comparison (BMC) enables fast probabilistic ranking of models via simulation-based training of neural surrogates. However, the accuracy of neural surrogates deteriorates when simulation models are misspecified; the…

Machine Learning · Statistics 2026-05-13 Šimon Kucharský , Aayush Mishra , Daniel Habermann , Stefan T. Radev , Paul-Christian Bürkner

In this paper, we study optimization methods consisting of iteratively minimizing surrogates of an objective function. By proposing several algorithmic variants and simple convergence analyses, we make two main contributions. First, we…

Machine Learning · Statistics 2013-05-15 Julien Mairal
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