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Data-driven inverse optimization for mixed-integer linear programs (MILPs), which seeks to learn an objective function and constraints consistent with observed decisions, is important for building accurate mathematical models in a variety…

Optimization and Control · Mathematics 2026-02-17 Akira Kitaoka

Inverse problems are important mathematical problems that seek to recover model parameters from noisy data. Since inverse problems are often ill-posed, they require regularization or incorporation of prior information about the underlying…

Numerical Analysis · Mathematics 2026-02-09 Oluwatosin Akande , Gabriel P. Langlois , Akwum Onwunta

Recent years have witnessed the promise of coupling machine learning methods and physical domain-specific insights for solving scientific problems based on partial differential equations (PDEs). However, being data-intensive, these methods…

Machine Learning · Computer Science 2025-06-03 Wuyang Chen , Jialin Song , Pu Ren , Shashank Subramanian , Dmitriy Morozov , Michael W. Mahoney

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

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

We present an extensible software framework, hIPPYlib, for solution of large-scale deterministic and Bayesian inverse problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fields (which are…

Numerical Analysis · Mathematics 2020-09-01 Umberto Villa , Noemi Petra , Omar Ghattas

Neural network based data-driven operator learning schemes have shown tremendous potential in computational mechanics. DeepONet is one such neural network architecture which has gained widespread appreciation owing to its excellent…

Machine Learning · Statistics 2022-06-14 Shailesh Garg , Souvik Chakraborty

Characterizing statistical properties of solutions of inverse problems is essential for decision making. Bayesian inversion offers a tractable framework for this purpose, but current approaches are computationally unfeasible for most…

Machine Learning · Statistics 2024-12-18 Jonas Adler , Ozan Öktem

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

With the increased prevalence of neural operators being used to provide rapid solutions to partial differential equations (PDEs), understanding the accuracy of model predictions and the associated error levels is necessary for deploying…

Machine Learning · Computer Science 2026-02-26 Nick Winovich , Mitchell Daneker , Lu Lu , Guang Lin

We propose the use of Bayesian networks, which provide both a mean value and an uncertainty estimate as output, to enhance the safety of learned control policies under circumstances in which a test-time input differs significantly from the…

Machine Learning · Computer Science 2019-02-18 Keuntaek Lee , Kamil Saigol , Evangelos A. Theodorou

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

Optimal control problems with nonsmooth objectives and nonlinear partial differential equation (PDE) constraints are challenging, mainly because of the underlying nonsmooth and nonconvex structures and the demanding computational cost for…

Optimization and Control · Mathematics 2025-04-25 Yongcun Song , Xiaoming Yuan , Hangrui Yue , Tianyou Zeng

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Numerical Analysis · Mathematics 2023-01-18 Mengwu Guo , Shane A. McQuarrie , Karen E. Willcox

Kernels are efficient in representing nonlocal dependence and they are widely used to design operators between function spaces. Thus, learning kernels in operators from data is an inverse problem of general interest. Due to the nonlocal…

Machine Learning · Statistics 2024-10-21 Neil K. Chada , Quanjun Lang , Fei Lu , Xiong Wang

We demonstrate an efficient algorithm for inverse problems in time-dependent quantum dynamics based on feedback loops between Hamiltonian parameters and the solutions of the Schr\"{o}dinger equation. Our approach formulates the inverse…

Computational Physics · Physics 2020-10-27 Z. Deng , I. Tutunnikov , I. Sh. Averbukh , M. Thachuk , R. V. Krems

This work introduces a framework to address the computational complexity inherent in Mixed-Integer Programming (MIP) models by harnessing the potential of deep learning. By employing deep learning, we construct problem-specific heuristics…

Optimization and Control · Mathematics 2024-05-13 Niki Triantafyllou , Maria M. Papathanasiou

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne