Related papers: Adaptive Sampling-Based Bi-Fidelity Stochastic Tru…

Active multi-fidelity surrogate modeling is developed for multi-condition airfoil shape optimization to reduce high-fidelity CFD cost while retaining RANS-level accuracy. The framework couples a low-fidelity-informed Gaussian process…

This paper presents an enhanced adaptive random Fourier features (ARFF) training algorithm for shallow neural networks, building upon the work introduced in "Adaptive Random Fourier Features with Metropolis Sampling", Kammonen et al.,…

This work aims to introduce a heuristic timestep-adaptive algorithm for Computational Fluid Dynamics (CFD) and Fluid-Structure Interaction (FSI) problems where the flow is dominated by the pressure. In such scenarios, many time-adaptive…

The distributed adaptive signal fusion (DASF) framework allows to solve spatial filtering optimization problems in a distributed and adaptive fashion over a bandwidth-constrained wireless sensor network. The DASF algorithm requires each…

We develop a trust-region method for efficiently minimizing the sum of a smooth function, a nonsmooth convex function, and the composition of a finite-valued support function with a smooth function. Optimization problems with this structure…

The short-time Fourier transform (STFT) is widely used for analyzing non-stationary signals. However, its performance is highly sensitive to its parameters, and manual or heuristic tuning often yields suboptimal results. To overcome this…

In this note, we present a derivative-free trust-region (TR) algorithm for reliability based optimization (RBO) problems. The proposed algorithm consists of solving a set of subproblems, in which simple surrogate models of the reliability…

Multi-fidelity Reinforcement Learning (RL) frameworks efficiently utilize computational resources by integrating analysis models of varying accuracy and costs. The prevailing methodologies, characterized by transfer learning, human-inspired…

A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

Estimating failure probability is a key task in the field of uncertainty quantification. In this domain, importance sampling has proven to be an effective estimation strategy; however, its efficiency heavily depends on the choice of the…

Federated learning (FL) offers a solution to train a global machine learning model while still maintaining data privacy, without needing access to data stored locally at the clients. However, FL suffers performance degradation when client…

Models that balance accuracy against computational costs are advantageous when designing dynamic systems with optimization studies, as several hundred predictive function evaluations might be necessary to identify the optimal solution. The…

Despite the increased computational resources, the simulation-based design optimization (SBDO) procedure can be very expensive from a computational viewpoint, especially if high-fidelity solvers are required. Multi-fidelity metamodels have…

This work presents the first projection-free algorithm to solve stochastic bi-level optimization problems, where the objective function depends on the solution of another stochastic optimization problem. The proposed $\textbf{S}$tochastic…

One of the major challenges for low-rank multi-fidelity (MF) approaches is the assumption that low-fidelity (LF) and high-fidelity (HF) models admit "similar" low-rank kernel representations. Low-rank MF methods have traditionally attempted…

This work proposes a training algorithm based on adaptive random Fourier features (ARFF) with Metropolis sampling and resampling \cite{kammonen2024adaptiverandomfourierfeatures} for learning drift and diffusion components of stochastic…

Global optimization of expensive functions has important applications in physical and computer experiments. It is a challenging problem to develop efficient optimization scheme, because each function evaluation can be costly and the…

Supervised fine-tuning (SFT) is fundamental to adapting large language models, yet training on complete datasets incurs prohibitive costs with diminishing returns. Existing data selection methods suffer from severe domain specificity:…

This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…

Differentiable Filters, as recursive Bayesian estimators, possess the ability to learn complex dynamics by deriving state transition and measurement models exclusively from data. This data-driven approach eliminates the reliance on explicit…