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Due to their high degree of expressiveness, neural networks have recently been used as surrogate models for mapping inputs of an engineering system to outputs of interest. Once trained, neural networks are computationally inexpensive to…

Machine Learning · Statistics 2020-02-12 Subhayan De , Jolene Britton , Matthew Reynolds , Ryan Skinner , Kenneth Jansen , Alireza Doostan

This paper develops mfEGRA, a multifidelity active learning method using data-driven adaptively refined surrogates for failure boundary location in reliability analysis. This work addresses the issue of prohibitive cost of reliability…

Machine Learning · Statistics 2024-06-18 Anirban Chaudhuri , Alexandre N. Marques , Karen E. Willcox

The availability of precise and accurate simulation is a limiting factor for interpreting and forecasting data in many fields of science and engineering. Often, one or more distinct simulation software applications are developed, each with…

High Energy Physics - Experiment · Physics 2025-02-19 Moritz Wolf , Lars O. Stietz , Patrick L. S. Connor , Peter Schleper , Samuel Bein

We present a flexible trust region descend algorithm for unconstrained and convexly constrained multiobjective optimization problems. It is targeted at heterogeneous and expensive problems, i.e., problems that have at least one objective…

Optimization and Control · Mathematics 2021-05-27 Manuel Berkemeier , Sebastian Peitz

Low-fidelity data is typically inexpensive to generate but inaccurate. On the other hand, high-fidelity data is accurate but expensive to obtain. Multi-fidelity methods use a small set of high-fidelity data to enhance the accuracy of a…

Machine Learning · Computer Science 2023-04-12 Orazio Pinti , Assad A. Oberai

Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of…

Machine Learning · Statistics 2016-03-22 John P. Cunningham , Zoubin Ghahramani

Complex engineering models are typically computationally demanding and defined by a high-dimensional parameter space challenging the comprehensive exploration of parameter effects and design optimization. To overcome this curse of…

Applications · Statistics 2024-03-01 Corey Arndt , Cody Crusenberry , Bozhi Heng , Rochelle Butler , Stephanie TerMaath

Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…

Machine Learning · Statistics 2012-07-26 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

For practical model-based demands, such as design space exploration and uncertainty quantification (UQ), a high-fidelity model that produces accurate outputs often has high computational cost, while a low-fidelity model with less accurate…

Numerical Analysis · Mathematics 2017-09-13 Jerrad Hampton , Hillary Fairbanks , Akil Narayan , Alireza Doostan

Scaling laws describe how model performance grows with data, parameters and compute. While large datasets can usually be collected at relatively low cost in domains such as language or vision, scientific machine learning is often limited by…

Machine Learning · Computer Science 2025-11-04 Paul Setinek , Gianluca Galletti , Johannes Brandstetter

High-fidelity computational fluid dynamics (CFD) simulations are widely used to analyze nuclear reactor transients, but are computationally expensive when exploring large parameter spaces. Multifidelity surrogate models offer an approach to…

Machine Learning · Computer Science 2026-03-17 Meredith Eaheart , Majdi I. Radaideh

We analyze a lightweight simulation-based inference method that infers simulator parameters using only a regression-based projection of the observed data. After fitting a surrogate linear regression once, the procedure simulates small…

Methodology · Statistics 2026-02-04 Arya Farahi , Jonah Rose , Paul Torrey

We propose dimension reduction methods for sparse, high-dimensional multivariate response regression models. Both the number of responses and that of the predictors may exceed the sample size. Sometimes viewed as complementary, predictor…

Statistics Theory · Mathematics 2013-02-14 Florentina Bunea , Yiyuan She , Marten H. Wegkamp

Science and engineering fields use computer simulation extensively. These simulations are often run at multiple levels of sophistication to balance accuracy and efficiency. Multi-fidelity surrogate modeling reduces the computational cost by…

Machine Learning · Computer Science 2022-06-13 Dongxia Wu , Matteo Chinazzi , Alessandro Vespignani , Yi-An Ma , Rose Yu

Multi-fidelity approaches combine different models built on a scarce but accurate data-set (high-fidelity data-set), and a large but approximate one (low-fidelity data-set) in order to improve the prediction accuracy. Gaussian Processes…

Machine Learning · Computer Science 2020-06-30 Ali Hebbal , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Nouredine Melab

Neural networks (NNs) are often used as surrogates or emulators of partial differential equations (PDEs) that describe the dynamics of complex systems. A virtually negligible computational cost of such surrogates renders them an attractive…

Numerical Analysis · Mathematics 2021-05-04 Dong H. Song , Daniel M. Tartakovsky

In this work, we develop a multi-fidelity Bayesian experimental design framework to efficiently quantify the extreme-event statistics of an input-to-response (ItR) system with given input probability and expensive function evaluations. The…

Fluid Dynamics · Physics 2022-01-04 Xianliang Gong , Yulin Pan

Function plays an important role in mathematics and many science branches. As the fast development of computer technology, more and more study on computational function analysis, e.g., Fast Fourier Transform, Wavelet Transform, Curve…

Machine Learning · Computer Science 2022-09-21 Changlin Wan , Zhongzhi Shi

Optimization constrained by high-fidelity computational models has potential for transformative impact. However, such optimization is frequently unattainable in practice due to the complexity and computational intensity of the model. An…

Numerical Analysis · Mathematics 2024-06-04 Joseph Hart , Bart van Bloemen Waanders

Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the…

Numerical Analysis · Mathematics 2020-10-29 Alessio Quaglino , Simone Pezzuto , Rolf Krause