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We introduce the concept of decision-focused surrogate modeling for solving computationally challenging nonlinear optimization problems in real-time settings. The proposed data-driven framework seeks to learn a simpler, e.g. convex,…
This paper presents a methodological framework for training, self-optimising, and self-organising surrogate models to approximate and speed up multiobjective optimisation of technical systems based on multiphysics simulations. At the hand…
We present a study of surrogate losses and algorithms for the general problem of learning to defer with multiple experts. We first introduce a new family of surrogate losses specifically tailored for the multiple-expert setting, where the…
Offline optimization has recently emerged as an increasingly popular approach to mitigate the prohibitively expensive cost of online experimentation. The key idea is to learn a surrogate of the black-box function that underlines the target…
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…
Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…
We provide novel theoretical insights on structured prediction in the context of efficient convex surrogate loss minimization with consistency guarantees. For any task loss, we construct a convex surrogate that can be optimized via…
We study consistency properties of surrogate loss functions for general multiclass learning problems, defined by a general multiclass loss matrix. We extend the notion of classification calibration, which has been studied for binary and…
We demonstrate the adaption of three established methods to the field of surrogate machine learning model development. These methods are data augmentation, custom loss functions and transfer learning. Each of these methods have seen…
Structured prediction involves learning to predict complex structures rather than simple scalar values. The main challenge arises from the non-Euclidean nature of the output space, which generally requires relaxing the problem formulation.…
Many physics and engineering applications demand Partial Differential Equations (PDE) property evaluations that are traditionally computed with resource-intensive high-fidelity numerical solvers. Data-driven surrogate models provide an…
We present a detailed study of surrogate losses and algorithms for multi-label learning, supported by $H$-consistency bounds. We first show that, for the simplest form of multi-label loss (the popular Hamming loss), the well-known…
There has recently been great progress in automatic segmentation of medical images with deep learning algorithms. In most works observer variation is acknowledged to be a problem as it makes training data heterogeneous but so far no…
We consider the problem of rank loss minimization in the setting of multilabel classification, which is usually tackled by means of convex surrogate losses defined on pairs of labels. Very recently, this approach was put into question by a…
Falsification of hybrid dynamical systems remains challenging due to mode-dependent dynamics and discrete transitions. In this work, we propose a surrogate-based falsification approach that enables hybrid systems by learning a…
The spatiotemporal resolution of Partial Differential Equations (PDEs) plays important roles in the mathematical description of the world's physical phenomena. In general, scientists and engineers solve PDEs numerically by the use of…
Decades of progress in simulation-based surrogate-assisted optimization and unprecedented growth in computational power have enabled researchers and practitioners to optimize previously intractable complex engineering problems. This paper…
Deep learning methods have been employed in gravitational-wave astronomy to accelerate the construction of surrogate waveforms for the inspiral of spin-aligned black hole binaries, among other applications. We face the challenge of modeling…
The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems that remains applicable when the performance models are expensive to evaluate. Starting with the premise that…
Recent works in learning-integrated optimization have shown promise in settings where the optimization problem is only partially observed or where general-purpose optimizers perform poorly without expert tuning. By learning an optimizer…