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Numerical simulations are a valuable research and layout tool for fluid flow problems, yet repeated evaluations of parametrized problems, necessary to solve optimization problems, can be very costly. One option to speed up this process is…

Fluid Dynamics · Physics 2025-02-28 Marian Staggl , Wolfgang Sanz , Paul Pieringer

Many decision-making processes involve solving a combinatorial optimization problem with uncertain input that can be estimated from historic data. Recently, problems in this class have been successfully addressed via end-to-end learning…

Machine Learning · Computer Science 2021-07-07 Maxime Mulamba , Jayanta Mandi , Michelangelo Diligenti , Michele Lombardi , Victor Bucarey , Tias Guns

Digital twins are developed to model the behavior of a specific physical asset (or twin), and they can consist of high-fidelity physics-based models or surrogates. A highly accurate surrogate is often preferred over multi-physics models as…

We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

Optimization and Control · Mathematics 2022-04-18 Julien Pelamatti , Rodolphe Le Riche , Céline Helbert , Christophette Blanchet-Scalliet

Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Sebastian Hirt , Lukas Theiner , Maik Pfefferkorn , Rolf Findeisen

Building a surrogate model of an objective function has shown to be effective to assist evolutionary algorithms (EAs) to solve real-world complex optimisation problems which involve either computationally expensive numerical simulations or…

Neural and Evolutionary Computing · Computer Science 2020-02-11 Xiaoran Ruan , Ke Li , Bilel Derbel , Arnaud Liefooghe

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

Gaussian processes (GPs) are widely used as surrogate models for complicated functions in scientific and engineering applications. In many cases, prior knowledge about the function to be approximated, such as monotonicity, is available and…

Machine Learning · Statistics 2025-07-10 Chao Zhang , Jasper M. Everink , Jakob Sauer Jørgensen

In simulation-based engineering, design choices are often obtained following the optimization of complex blackbox models. These models frequently involve mixed-variable domains with quantitative and categorical variables. Unlike…

Optimization and Control · Mathematics 2026-03-31 Charles Audet , Youssef Diouane , Edward Hallé-Hannan , Sébastien Le Digabel , Christophe Tribes

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Computation · Statistics 2025-06-03 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

Deep Gaussian processes (DGPs) are increasingly popular as predictive models in machine learning (ML) for their non-stationary flexibility and ability to cope with abrupt regime changes in training data. Here we explore DGPs as surrogates…

Methodology · Statistics 2021-08-27 Annie Sauer , Robert B. Gramacy , David Higdon

Surrogate modeling and active subspaces have emerged as powerful paradigms in computational science and engineering. Porting such techniques to computational models in the social sciences brings into sharp relief their limitations in…

Machine Learning · Statistics 2023-10-19 Nathan Wycoff

Surrogate assisted evolutionary algorithms (EA) are rapidly gaining popularity where applications of EA in complex real world problem domains are concerned. Although EAs are powerful global optimizers, finding optimal solution to complex…

Neural and Evolutionary Computing · Computer Science 2013-03-13 Maumita Bhattacharya

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

Simulating the mechanical response of advanced materials can be done more accurately using concurrent multiscale models than with single-scale simulations. However, the computational costs stand in the way of the practical application of…

Machine Learning · Computer Science 2024-02-21 J. Storm , I. B. C. M. Rocha , F. P. van der Meer

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

The properties of films assembled by drying colloidal-particle suspensions depend sensitively on both the particles and the processing conditions, making them challenging to engineer. In this work, we develop and test an inverse-design…

Soft Condensed Matter · Physics 2025-09-16 Mayukh Kundu , Michaela Bush , Chris A. Kieslich , Michael P. Howard

We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical…

Machine Learning · Statistics 2013-10-28 Roman Garnett , Michael A. Osborne , Philipp Hennig

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu