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In real case applications within the virtual prototyping process, it is not always possible to reduce the complexity of the physical models and to obtain numerical models which can be solved quickly. Usually, every single numerical…

Machine Learning · Computer Science 2024-08-29 Thomas Most , Johannes Will

The central task in modeling complex dynamical systems is parameter estimation. This task involves numerous evaluations of a computationally expensive objective function. Surrogate-based optimization introduces a computationally efficient…

Machine Learning · Computer Science 2019-12-19 Žiga Lukšič , Jovan Tanevski , Sašo Džeroski , Ljupčo Todorovski

Simulations are becoming ever more common as a tool for designing complex products. Sensitivity analysis techniques can be applied to these simulations to gain insight, or to reduce the complexity of the problem at hand. However, these…

Other Computer Science · Computer Science 2017-02-03 Tom Van Steenkiste , Joachim van der Herten , Ivo Couckuyt , Tom Dhaene

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

Optimization and Control · Mathematics 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

High-speed flight vehicles, which travel much faster than the speed of sound, are crucial for national defense and space exploration. However, accurately predicting their behavior under numerous, varied flight conditions is a challenge and…

Machine Learning · Computer Science 2024-11-07 Tyler E. Korenyi-Both , Nathan J. Falkiewicz , Matthew C. Jones

In this paper, we focus on developing efficient sensitivity analysis methods for a computationally expensive objective function $f(x)$ in the case that the minimization of it has just been performed. Here "computationally expensive" means…

Machine Learning · Statistics 2015-02-24 Yilun Wang , Christine A. Shoemaker

Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…

Optimization and Control · Mathematics 2021-06-14 L. Jeff Hong , Xiaowei Zhang

Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…

Optimization and Control · Mathematics 2021-08-25 Kainat Khowaja , Mykhaylo Shcherbatyy , Wolfgang Karl Härdle

Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…

Machine Learning · Computer Science 2021-11-23 Kai Yan , Jie Yan , Chuan Luo , Liting Chen , Qingwei Lin , Dongmei Zhang

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Computational Engineering, Finance, and Science · Computer Science 2023-04-13 Lele Luan , Nesar Ramachandra , Sandipp Krishnan Ravi , Anindya Bhaduri , Piyush Pandita , Prasanna Balaprakash , Mihai Anitescu , Changjie Sun , Liping Wang

We propose to estimate a metamodel and the sensitivity indices of a complex model m in the Gaussian regression framework. Our approach combines methods for sensitivity analysis of complex models and statistical tools for sparse…

Statistics Theory · Mathematics 2019-11-19 Sylvie Huet , Marie-Luce Taupin

This paper considers the creation of parametric surrogate models for applications in science and engineering where the goal is to predict high-dimensional spatiotemporal output quantities of interest, such as pressure, temperature and…

Computational Physics · Physics 2022-03-24 Chi Hoang , Kenny Chowdhary , Kookjin Lee , Jaideep Ray

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

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

Machine Learning · Computer Science 2020-10-23 Kai Wang , Bryan Wilder , Andrew Perrault , Milind Tambe

Measurement-constrained datasets, often encountered in semi-supervised learning, arise when data labeling is costly, time-intensive, or hindered by confidentiality or ethical concerns, resulting in a scarcity of labeled data. In certain…

Methodology · Statistics 2025-01-15 Yixin Shen , Yang Ning

In the continual effort to improve product quality and decrease operations costs, computational modeling is increasingly being deployed to determine feasibility of product designs or configurations. Surrogate modeling of these computer…

Machine Learning · Statistics 2021-11-10 Nathan Wycoff , Mickaël Binois , Robert B. Gramacy

Studying complex phenomena in detail by performing real experiments is often an unfeasible task. Virtual experiments using simulations are usually used to support the development process. However, numerical simulations are limited by their…

Optimization and Control · Mathematics 2022-11-17 Pietro Lualdi , Ralf Sturm , Tjark Siefkes

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

Machine Learning · Computer Science 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo

The increasing use of stochastic models for describing complex phenomena warrants surrogate models that capture the reference model characteristics at a fraction of the computational cost, foregoing potentially expensive Monte Carlo…

Machine Learning · Computer Science 2024-06-10 Neil Kichler , Sher Afghan , Uwe Naumann

Nowadays, the numerical models of real-world structures are more precise, more complex and, of course, more time-consuming. Despite the growth of a computational effort, the exploration of model behaviour remains a complex task. The…

Computational Engineering, Finance, and Science · Computer Science 2014-10-17 Eliska Janouchova , Anna Kucerova
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