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Numerical methods for the optimal feedback control of high-dimensional dynamical systems typically suffer from the curse of dimensionality. In the current presentation, we devise a mesh-free data-based approximation method for the value…

Optimization and Control · Mathematics 2023-05-11 Tobias Ehring , Bernard Haasdonk

Nonlinear kernels can be approximated using finite-dimensional feature maps for efficient risk minimization. Due to the inherent trade-off between the dimension of the (mapped) feature space and the approximation accuracy, the key problem…

Machine Learning · Computer Science 2018-10-10 Shahin Shahrampour , Vahid Tarokh

Combining kernel-based collocation methods with time-stepping methods to solve parabolic partial differential equations can potentially introduce challenges in balancing temporal and spatial discretization errors. Typically, using kernels…

Numerical Analysis · Mathematics 2024-10-25 Yichen Su , Leevan Ling

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

Kernel methods are powerful learning methodologies that allow to perform non-linear data analysis. Despite their popularity, they suffer from poor scalability in big data scenarios. Various approximation methods, including random feature…

Machine Learning · Statistics 2022-06-14 Bharath Sriperumbudur , Nicholas Sterge

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

Kernel-based methods provide flexible and accurate algorithms for the reconstruction of functions from meshless samples. A major question in the use of such methods is the influence of the samples locations on the behavior of the…

Numerical Analysis · Mathematics 2018-10-09 Gabriele Santin , Bernard Haasdonk

In this paper, we introduce the neural empirical interpolation method (NEIM), a neural network-based alternative to the discrete empirical interpolation method for reducing the time complexity of computing the nonlinear term in a reduced…

Numerical Analysis · Mathematics 2025-05-13 Max Hirsch , Federico Pichi , Jan S. Hesthaven

Transferability estimation has emerged as an important problem in transfer learning. A transferability estimation method takes as inputs a set of pre-trained models and decides which pre-trained model can deliver the best transfer learning…

Machine Learning · Computer Science 2024-05-06 Yunhui Guo

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

In the framework of reduced basis methods, we recently introduced a new certified hierarchical and adaptive surrogate model, which can be used for efficient approximation of input-output maps that are governed by parametrized partial…

Numerical Analysis · Mathematics 2023-03-01 Tizian Wenzel , Bernard Haasdonk , Hendrik Kleikamp , Mario Ohlberger , Felix Schindler

We propose a strategy for greedy sampling in the context of non-intrusive interpolation-based surrogate modeling for frequency-domain problems. We rely on a non-intrusive and cheap error indicator to drive the adaptive selection of the…

Numerical Analysis · Mathematics 2023-12-06 Davide Pradovera

A recent trend in explainable AI research has focused on surrogate modeling, where neural networks are approximated as simpler ML algorithms such as kernel machines. A second trend has been to utilize kernel functions in various…

Machine Learning · Computer Science 2024-03-13 Andrew Engel , Zhichao Wang , Natalie S. Frank , Ioana Dumitriu , Sutanay Choudhury , Anand Sarwate , Tony Chiang

Thanks to their easy implementation via Radial Basis Functions (RBFs), meshfree kernel methods have been proved to be an effective tool for e.g. scattered data interpolation, PDE collocation, classification and regression tasks. Their…

Numerical Analysis · Mathematics 2023-01-20 Tizian Wenzel , Francesco Marchetti , Emma Perracchione

Greedy methods have recently been successfully applied to generalized kernel interpolation, or the recovery of a function from data stemming from the evaluation of linear functionals, including the approximation of solutions of linear PDEs…

Numerical Analysis · Mathematics 2026-01-29 Bernard Haasdonk , Gabriele Santin , Tizian Wenzel , Daniel Winkle

We examine an application of the kernel-based interpolation to numerical solutions for Zakai equations in nonlinear filtering, and aim to prove its rigorous convergence. To this end, we find the class of kernels and the structure of…

Numerical Analysis · Mathematics 2019-12-18 Yumiharu Nakano

In this paper we develop the Greedy Recombination Interpolation Method (GRIM) for finding sparse approximations of functions initially given as linear combinations of some (large) number of simpler functions. In a similar spirit to the…

Numerical Analysis · Mathematics 2024-03-11 Terry Lyons , Andrew D. McLeod

Ensembles of independently trained neural networks are a state-of-the-art approach to estimate predictive uncertainty in Deep Learning, and can be interpreted as an approximation of the posterior distribution via a mixture of delta…

Machine Learning · Computer Science 2022-07-11 Aleksei Tiulpin , Matthew B. Blaschko

Numerically solving a large parametric nonlinear dynamical system is challenging due to its high complexity and the high computational costs. In recent years, machine-learning-aided surrogates are being actively researched. However, many…

Machine Learning · Computer Science 2024-10-18 Shuwen Sun , Lihong Feng , Peter Benner

The topology optimization of artificial neural networks can be particularly difficult if the fitness evaluations require expensive experiments or simulations. For that reason, the optimization methods may need to be supported by surrogate…

Neural and Evolutionary Computing · Computer Science 2018-07-23 Jörg Stork , Martin Zaefferer , Thomas Bartz-Beielstein