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Machine learning pipelines often rely on optimization procedures to make discrete decisions (e.g., sorting, picking closest neighbors, or shortest paths). Although these discrete decisions are easily computed, they break the…

Machine Learning · Computer Science 2020-06-11 Quentin Berthet , Mathieu Blondel , Olivier Teboul , Marco Cuturi , Jean-Philippe Vert , Francis Bach

We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…

Optimization and Control · Mathematics 2022-04-07 Ahmadreza Marandi , Aharon Ben-Tal , Dick den Hertog , Bertrand Melenberg

This work proposes a general strategy for solving possibly nonlinear problems arising from implicit time discretizations as a sequence of explicit solutions. The resulting sequence may exhibit instabilities similar to those of the base…

Numerical Analysis · Mathematics 2025-10-21 Nicolas A. Barnafi , Felipe Galarce , Pablo Brubeck

Machine-learned interatomic potentials are revolutionising atomistic materials simulations by providing accurate and scalable predictions within the scope covered by the training data. However, generation of an accurate and robust training…

Materials Science · Physics 2025-07-30 Mariia Radova , Wojciech G. Stark , Connor S. Allen , Reinhard J. Maurer , Albert P. Bartók

There has been much recent, exciting work on combining the complementary strengths of latent variable models and deep learning. Latent variable modeling makes it easy to explicitly specify model constraints through conditional independence…

Computation and Language · Computer Science 2019-08-06 Yoon Kim , Sam Wiseman , Alexander M. Rush

Density functional theory offers a very accurate way of computing materials properties from first principles. However, it is too expensive for modelling large-scale molecular systems whose properties are, in contrast, computed using…

Computational Physics · Physics 2016-12-12 Alexander V. Shapeev

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

Consider a problem where a set of feasible observations are provided by an expert and a cost function is defined that characterizes which of the observations dominate the others and are hence, preferred. Our goal is to find a set of linear…

Optimization and Control · Mathematics 2020-09-14 Kimia Ghobadi , Houra Mahmoudzadeh

Machine-learning models in chemistry - when based on descriptors of atoms embedded within molecules - face essential challenges in transferring the quality of predictions of local electronic structures and their associated properties across…

Chemical Physics · Physics 2024-09-27 Frederik Ø. Kjeldal , Janus J. Eriksen

This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an…

Machine Learning · Statistics 2024-11-08 Jin Yi Yong , Rudy Geelen , Johann Guilleminot

A core problem in machine learning is to learn expressive latent variables for model prediction on complex data that involves multiple sub-components in a flexible and interpretable fashion. Here, we develop an approach that improves…

Machine Learning · Computer Science 2024-02-13 Yi-Lin Tuan , Zih-Yun Chiu , William Yang Wang

The majority of research on efficient and scalable algorithms in computational science and engineering has focused on the forward problem: given parameter inputs, solve the governing equations to determine output quantities of interest. In…

Optimization and Control · Mathematics 2015-11-05 Tobin Isaac , Noemi Petra , Georg Stadler , Omar Ghattas

Indirect inference requires simulating realisations of endogenous variables from the model under study. When the endogenous variables are discontinuous functions of the model parameters, the resulting indirect inference criterion function…

Economics · Quantitative Finance 2019-07-11 David T. Frazier , Tatsushi Oka , Dan Zhu

Inverse optimization has been increasingly used to estimate unknown parameters in an optimization model based on decision data. We show that such a point estimation is insufficient in a prescriptive setting where the estimated parameters…

Optimization and Control · Mathematics 2025-02-11 Bo Lin , Erick Delage , Timothy C. Y. Chan

When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model related to orders of the fractional derivatives, are often unknown and difficult to be…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

Transferability estimation identifies the best pre-trained models for downstream tasks without incurring the high computational cost of full fine-tuning. This capability facilitates deployment and advances the pre-training and fine-tuning…

Computer Vision and Pattern Recognition · Computer Science 2025-10-28 Yaoyan Zheng , Huiqun Wang , Nan Zhou , Di Huang

We consider the application of deep generative models in propagating uncertainty through complex physical systems. Specifically, we put forth an implicit variational inference formulation that constrains the generative model output to…

Machine Learning · Statistics 2018-12-11 Yibo Yang , Paris Perdikaris

Deep neural networks achieve impressive results across diverse applications, yet their overconfidence on unseen inputs necessitates reliable epistemic uncertainty modelling. Existing methods for uncertainty modelling face a fundamental…

Machine Learning · Computer Science 2026-05-04 Yao Ni , Jeremie Houssineau , Yew Soon Ong , Piotr Koniusz

The central approximation made in classical molecular dynamics simulation of materials is the interatomic potential used to calculate the forces on the atoms. Great effort and ingenuity is required to construct viable functional forms and…

Computational Physics · Physics 2019-06-26 Mitchell A. Wood , Mary Alice Cusentino , Brian D. Wirth , Aidan P. Thompson

In material science, models are derived to predict emergent material properties (e.g. elasticity, strength, conductivity) and their relations to processing conditions. A major drawback is the calibration of model parameters that depend on…

Neural and Evolutionary Computing · Computer Science 2021-11-22 Gabriel Kronberger , Evgeniya Kabliman , Johannes Kronsteiner , Michael Kommenda