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Related papers: Worst-Case Learning under a Multi-fidelity Model

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Highly accurate datasets from numerical or physical experiments are often expensive and time-consuming to acquire, posing a significant challenge for applications that require precise evaluations, potentially across multiple scenarios and…

Machine Learning · Computer Science 2026-02-06 Paolo Conti , Mengwu Guo , Attilio Frangi , Andrea Manzoni

In the context of optimization approaches to engineering applications, time-consuming simulations are often utilized which can be configured to deliver solutions for various levels of accuracy, commonly referred to as different fidelity…

Computational Engineering, Finance, and Science · Computer Science 2022-05-17 Sander van Rijn , Sebastian Schmitt , Matthijs van Leeuwen , Thomas Bäck

This article builds on the recently proposed RB-ML-ROM approach for parameterized parabolic PDEs and proposes a novel hierarchical Trust Region algorithm for solving parabolic PDE constrained optimization problems. Instead of using a…

Optimization and Control · Mathematics 2025-03-28 Benedikt Klein , Mario Ohlberger

A common goal throughout science and engineering is to solve optimization problems constrained by computational models. However, in many cases a high-fidelity numerical emulation of systems cannot be optimized due to code complexity and…

Numerical Analysis · Mathematics 2023-05-31 Joseph Hart , Bart van Bloemen Waanders

Estimating the probability of failure for complex real-world systems using high-fidelity computational models is often prohibitively expensive, especially when the probability is small. Exploiting low-fidelity models can make this process…

When evaluating quantities of interest that depend on the solutions to differential equations, we inevitably face the trade-off between accuracy and efficiency. Especially for parametrized, time dependent problems in engineering…

Numerical Analysis · Mathematics 2022-12-21 Paolo Conti , Mengwu Guo , Andrea Manzoni , Jan S. Hesthaven

In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…

Machine Learning · Computer Science 2024-11-01 Ruda Zhang , Negin Alemazkoor

Multi-fidelity models provide a framework for integrating computational models of varying complexity, allowing for accurate predictions while optimizing computational resources. These models are especially beneficial when acquiring…

Applications · Statistics 2024-05-14 M. Giselle Fernández-Godino

One of the main challenges in surrogate modeling is the limited availability of data due to resource constraints associated with computationally expensive simulations. Multi-fidelity methods provide a solution by chaining models in a…

In Optimal Recovery, the task of learning a function from observational data is tackled deterministically by adopting a worst-case perspective tied to an explicit model assumption made on the functions to be learned. Working in the…

Optimization and Control · Mathematics 2021-11-05 Simon Foucart , Chunyang Liao

For objects belonging to a known model set and observed through a prescribed linear process, we aim at determining methods to recover linear quantities of these objects that are optimal from a worst-case perspective. Working in a Hilbert…

Optimization and Control · Mathematics 2024-01-23 Simon Foucart , Chunyang Liao

In this work, we propose a network which can utilize computational cheap low-fidelity data together with limited high-fidelity data to train surrogate models, where the multi-fidelity data are generated from multiple underlying models. The…

Computational Physics · Physics 2020-10-06 Yating Wang , Guang Lin

This paper considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process…

Statistics Theory · Mathematics 2022-02-24 Baptiste Kerleguer

Optimal recovery is a mathematical framework for learning functions from observational data by adopting a worst-case perspective tied to model assumptions on the functions to be learned. Working in a finite-dimensional Hilbert space, we…

Optimization and Control · Mathematics 2023-10-17 Simon Foucart , Chunyang Liao

We propose an active-learning method for nonlinear minimax regression. Given a nonlinear function that can be arbitrarily evaluated over a compact set, we fit a surrogate model, such as a feedforward neural network, by minimizing the…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Alberto Bemporad

Multi-fidelity surrogate models combining dimensionality reduction and an intermediate surrogate in the reduced space allow a cost-effective emulation of simulators with functional outputs. The surrogate is an input-output mapping learned…

Computational Engineering, Finance, and Science · Computer Science 2024-12-17 Lucas Brunel , Mathieu Balesdent , Loïc Brevault , Rodolphe Le Riche , Bruno Sudret

Outer loop tasks such as optimization, uncertainty quantification or inference can easily become intractable when the underlying high-fidelity model is computationally expensive. Similarly, data-driven architectures typically require large…

Machine Learning · Computer Science 2025-12-03 Cristian J. Villatoro , Gianluca Geraci , Daniele E. Schiavazzi

Operator learning frameworks, because of their ability to learn nonlinear maps between two infinite dimensional functional spaces and utilization of neural networks in doing so, have recently emerged as one of the more pertinent areas in…

Machine Learning · Computer Science 2023-07-31 Akshay Thakur , Tapas Tripura , Souvik Chakraborty

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris

Optimization constrained by high-fidelity computational models has potential for transformative impact. However, such optimization is frequently unattainable in practice due to the complexity and computational intensity of the model. An…

Numerical Analysis · Mathematics 2024-06-04 Joseph Hart , Bart van Bloemen Waanders
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