Related papers: Optimizing Neural Network Surrogate Models: Applic…
We investigate optimal order execution problems in discrete time with instantaneous price impact and stochastic resilience. First, in the setting of linear transient price impact we derive a closed-form recursion for the optimal strategy,…
Surrogate neural network-based models have been lately trained and used in a variety of science and engineering applications where the number of evaluations of a target function is limited by execution time. In cell phone camera systems,…
Deep-learning inverse techniques have attracted significant attention in recent years. Among them, the neural adjoint (NA) method, which employs a neural network surrogate simulator, has demonstrated impressive performance in the design…
Machine learning and artificial neural networks (ANNs) have increasingly become integral to data analysis research in astrophysics due to the growing demand for fast calculations resulting from the abundance of observational data.…
This chapter deals with kernel methods as a special class of techniques for surrogate modeling. Kernel methods have proven to be efficient in machine learning, pattern recognition and signal analysis due to their flexibility, excellent…
For stochastic process models, parameter inference is often severely bottlenecked by computationally expensive likelihood functions. Simulation-based inference (SBI) bypasses this restriction by constructing amortized surrogate likelihoods,…
We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with…
Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…
One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…
Offline design optimization problem arises in numerous science and engineering applications including material and chemical design, where expensive online experimentation necessitates the use of in silico surrogate functions to predict and…
The energy transition entails a rapid uptake of renewable energy sources. Besides physical changes within the grid infrastructure, energy storage devices and their smart operation are key measures to master the resulting challenges like,…
To efficiently tune configuration for better system performance (e.g., latency), many tuners have leveraged a surrogate model to expedite the process instead of solely relying on the profoundly expensive system measurement. As such, it is…
Deep convolutional neural networks have demonstrated promising performance on image classification tasks, but the manual design process becomes more and more complex due to the fast depth growth and the increasingly complex topologies of…
A deep-learning-based surrogate model is developed and applied for predicting dynamic subsurface flow in channelized geological models. The surrogate model is based on deep convolutional and recurrent neural network architectures,…
Mounting evidence indicates that some of the gravitational wave signals observed by the LIGO/Virgo/KAGRA observatories might arise from eccentric compact object binaries, increasing the urgency for accurate waveform models for such systems.…
In this paper, a new sequential surrogate-based optimization (SSBO) algorithm is developed, which aims to improve the global search ability and local search efficiency for the global optimization of expensive black-box models. The proposed…
Deploying deep neural networks (DNNs) on resource-constrained edge devices such as FPGAs requires a careful balance among latency, power, and hardware resource usage, while maintaining high accuracy. Existing Lookup Table (LUT)-based DNNs…
Simulation-based plasma scenario development, optimization and control are crucial elements towards the successful deployment of next-generation experimental tokamaks and Fusion power plants. Current simulation codes require extremely…
Automatically searching for optimal hyperparameter configurations is of crucial importance for applying deep learning algorithms in practice. Recently, Bayesian optimization has been proposed for optimizing hyperparameters of various…
Despite the recent progress in hyperparameter optimization (HPO), available benchmarks that resemble real-world scenarios consist of a few and very large problem instances that are expensive to solve. This blocks researchers and…