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Constructing high-quality features is critical to any quantitative data analysis. While feature engineering was historically addressed by carefully hand-crafting data representations based on domain expertise, deep neural networks (DNNs)…

Machine Learning · Computer Science 2025-02-25 Max Vargas , Reilly Cannon , Andrew Engel , Anand D. Sarwate , Tony Chiang

Recently, several optimization methods have been successfully applied to the hyperparameter optimization of deep neural networks (DNNs). The methods work by modeling the joint distribution of hyperparameter values and corresponding error.…

Machine Learning · Computer Science 2016-08-02 Ilija Ilievski , Jiashi Feng

Gravitational-wave approximants are essential for gravitational-wave astronomy, allowing the coverage binary black hole parameter space for inference or match filtering without costly numerical relativity (NR) simulations, but generally…

Designing an inexpensive approximate surrogate model that captures the salient features of an expensive high-fidelity behavior is a prevalent approach in design optimization. In recent times, Deep Learning (DL) models are being used as a…

Machine Learning · Computer Science 2022-07-12 Harsh Vardhan , Janos Sztipanovits

Predicting multiphysics dynamics is computationally expensive and challenging due to the severe coupling of multi-scale, heterogeneous physical processes. While neural surrogates promise a paradigm shift, the field currently suffers from an…

We propose a non-intrusive method to build surrogate models that approximate the solution of parameterized partial differential equations (PDEs), capable of taking into account the dependence of the solution on the shape of the…

Numerical Analysis · Mathematics 2024-09-20 Linying Zhang , Stefano Pagani , Jun Zhang , Francesco Regazzoni

Evaluation metrics in machine learning are often hardly taken as loss functions, as they could be non-differentiable and non-decomposable, e.g., average precision and F1 score. This paper aims to address this problem by revisiting the…

Machine Learning · Computer Science 2022-03-01 Tao Huang , Zekang Li , Hua Lu , Yong Shan , Shusheng Yang , Yang Feng , Fei Wang , Shan You , Chang Xu

Deep Operator Networks are emerging as fundamental tools among various neural network types to learn mappings between function spaces, and have recently gained attention due to their ability to approximate nonlinear operators. In…

Machine Learning · Computer Science 2026-01-15 Beatrice Ceccanti , Mattia Galanti , Ivo Roghair , Martin van Sint Annaland

Interpretable surrogates of black-box predictors trained on high-dimensional tabular datasets can struggle to generate comprehensible explanations in the presence of correlated variables. We propose a model-agnostic interpretable surrogate…

Machine Learning · Statistics 2019-06-05 Xavier Renard , Nicolas Woloszko , Jonathan Aigrain , Marcin Detyniecki

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…

Machine Learning · Computer Science 2023-12-18 Raphaël Pestourie , Youssef Mroueh , Chris Rackauckas , Payel Das , Steven G. Johnson

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

Machine learning surrogate emulators are needed in engineering design and optimization tasks to rapidly emulate computationally expensive physics-based models. In micromechanics problems the local full-field response variables are desired…

Computational Engineering, Finance, and Science · Computer Science 2024-05-17 Patxi Fernandez-Zelaia , Jason Mayeur , Jiahao Cheng , Yousub Lee , Kevin Knipe , Kai Kadau

Several tasks in machine learning are evaluated using non-differentiable metrics such as mean average precision or Spearman correlation. However, their non-differentiability prevents from using them as objective functions in a learning…

Machine Learning · Computer Science 2019-04-10 Martin Engilberge , Louis Chevallier , Patrick Pérez , Matthieu Cord

Spiking neural networks (SNNs) offer a promising energy-efficient alternative to artificial neural networks (ANNs), in virtue of their high biological plausibility, rich spatial-temporal dynamics, and event-driven computation. The direct…

Neural and Evolutionary Computing · Computer Science 2024-07-12 Chenlin Zhou , Han Zhang , Liutao Yu , Yumin Ye , Zhaokun Zhou , Liwei Huang , Zhengyu Ma , Xiaopeng Fan , Huihui Zhou , Yonghong Tian

This paper presents a neural network--enhanced surrogate modeling approach for diffusion problems with spatially varying random field coefficients. The method builds on numerical homogenization, which compresses fine-scale coefficients into…

Numerical Analysis · Mathematics 2025-09-17 Fabian Kröpfl , Daniel Peterseim , Elisabeth Ullmann

Identification of a groundwater contaminant source simultaneously with the hydraulic conductivity in highly-heterogeneous media often results in a high-dimensional inverse problem. In this study, a deep autoregressive neural network-based…

Machine Learning · Statistics 2019-03-19 Shaoxing Mo , Nicholas Zabaras , Xiaoqing Shi , Jichun Wu

Although deep learning has achieved remarkable success in various scientific machine learning applications, its opaque nature poses concerns regarding interpretability and generalization capabilities beyond the training data.…

Machine Learning · Computer Science 2024-04-18 Amirhossein Arzani , Lingxiao Yuan , Pania Newell , Bei Wang

The interpretability of machine learning, particularly for deep neural networks, is crucial for decision making in real-world applications. One approach is replacing the un-interpretable machine learning model with a surrogate model, which…

Machine Learning · Statistics 2020-07-22 Keiichi Kisamori , Keisuke Yamazaki , Yuto Komori , Hiroshi Tokieda

Spatial and visual connectivity are important metrics when developing workplace layouts. Calculating those metrics in real-time can be difficult, depending on the size of the floor plan being analysed and the resolution of the analyses.…

Machine Learning · Computer Science 2020-01-01 Sherif Tarabishy , Stamatios Psarras , Marcin Kosicki , Martha Tsigkari

Embedded distributed inference of Neural Networks has emerged as a promising approach for deploying machine-learning models on resource-constrained devices in an efficient and scalable manner. The inference task is distributed across a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-07 Federico Nicolás Peccia , Oliver Bringmann