English
Related papers

Related papers: Optimizing Neural Network Surrogate Models: Applic…

200 papers

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,…

Trading and Market Microstructure · Quantitative Finance 2023-10-31 Tao Chen , Mike Ludkovski , Moritz Voß

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,…

Computational Engineering, Finance, and Science · Computer Science 2022-06-29 Shantanu Shahane , Erman Guleryuz , Diab W Abueidda , Allen Lee , Joe Liu , Xin Yu , Raymond Chiu , Seid Koric , Narayana R Aluru , Placid M Ferreira

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…

Materials Science · Physics 2023-11-20 Akihiro Fujii , Hideki Tsunashima , Yoshihiro Fukuhara , Koji Shimizu , Satoshi Watanabe

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.…

General Relativity and Quantum Cosmology · Physics 2023-09-11 Ioannis Liodis , Evaggelos Smirniotis , Nikolaos Stergioulas

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…

Numerical Analysis · Mathematics 2022-10-31 Gabriele Santin , Bernard Haasdonk

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,…

Machine Learning · Statistics 2026-05-26 Alexander Shen , Mikael Kuusela

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…

Machine Learning · Computer Science 2020-09-30 Sergey Shirobokov , Vladislav Belavin , Michael Kagan , Andrey Ustyuzhanin , Atılım Güneş Baydin

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…

Machine Learning · Statistics 2026-05-13 Philipp Reiser , Paul-Christian Bürkner , Anneli Guthke

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…

Optimization and Control · Mathematics 2021-05-28 Rickard Karlsson , Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

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…

Machine Learning · Computer Science 2025-03-05 Minh Hoang , Azza Fadhel , Aryan Deshwal , Janardhan Rao Doppa , Trong Nghia Hoang

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,…

Optimization and Control · Mathematics 2019-11-13 Manuel Baumann , Sara Grundel , Philipp Sauerteig , Karl Worthmann

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…

Software Engineering · Computer Science 2025-09-29 Pengzhou Chen , Hongyuan Liang , Tao Chen

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…

Computer Vision and Pattern Recognition · Computer Science 2020-07-06 Bin Wang , Bing Xue , Mengjie Zhang

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,…

Machine Learning · Computer Science 2020-05-20 Meng Tang , Yimin Liu , Louis J. Durlofsky

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…

Machine Learning · Statistics 2018-11-30 Chunlin Gong , Xu Li , Hua Su , Jinlei Guo , Liangxian Gu

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…

Hardware Architecture · Computer Science 2026-01-16 Binglei Lou , Ruilin Wu , Philip Leong

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…

Plasma Physics · Physics 2024-02-14 N. Carey , L. Zanisi , S. Pamela , V. Gopakumar , J. Omotani , J. Buchanan , J. Brandstetter

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…

Artificial Intelligence · Computer Science 2017-01-24 Ilija Ilievski , Taimoor Akhtar , Jiashi Feng , Christine Annette Shoemaker

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…

Machine Learning · Computer Science 2019-11-26 Aaron Klein , Zhenwen Dai , Frank Hutter , Neil Lawrence , Javier Gonzalez
‹ Prev 1 3 4 5 6 7 10 Next ›