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We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error. The Clarke subdifferential and surrogate functions are not…

Optimization and Control · Mathematics 2025-05-13 Boyang Shen , Junyi Liu

Providing a comprehensive view of the city operation and offering useful metrics for decision making is a well known challenge for urban risk analysis systems. Existing systems are, in many cases, generalizations of previous domain specific…

Multiagent Systems · Computer Science 2025-01-10 David Carraminana , Ana M. Bernardos , Juan A. Besada , Jose R. Casar

Computerized adaptive tests (CATs) play a crucial role in educational assessment and diagnostic screening in behavioral health. Unlike traditional linear tests that administer a fixed set of pre-assembled items, CATs adaptively tailor the…

Methodology · Statistics 2026-05-11 Jiguang Li , Robert Gibbons , Veronika Rockova

A challenge that machine learning practitioners in the industry face is the task of selecting the best model to deploy in production. As a model is often an intermediate component of a production system, online controlled experiments such…

Machine Learning · Statistics 2021-05-31 Zhenwen Dai , Praveen Chandar , Ghazal Fazelnia , Ben Carterette , Mounia Lalmas-Roelleke

Agent-based models play an important role in simulating complex emergent phenomena and supporting critical decisions. In this context, a software fault may result in poorly informed decisions that lead to disastrous consequences. The…

Software Engineering · Computer Science 2021-03-19 Andrew G. Clark , Neil Walkinshaw , Robert M. Hierons

Surrogate models are essential for efficient exploration of large-scale ensemble simulations. Implicit neural representations (INRs) provide a compact and continuous framework for modeling spatially structured data, but they often struggle…

Machine Learning · Computer Science 2026-04-01 Ziwei Li , Yuhan Duan , Tianyu Xiong , Yi-Tang Chen , Wei-Lun Chao , Han-Wei Shen

Transformer-based large language models are rapidly advancing in the field of machine learning research, with applications spanning natural language, biology, chemistry, and computer programming. Extreme scaling and reinforcement learning…

Chemical Physics · Physics 2023-04-12 Daniil A. Boiko , Robert MacKnight , Gabe Gomes

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…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

Making a decision in a changeable and dynamic environment is an arduous task owing to the lack of information, their uncertainties and the unawareness of planners about the future evolution of incidents. The use of a decision support system…

Artificial Intelligence · Computer Science 2009-04-21 Fahem Kebair , Frederic Serin

Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

Economics · Quantitative Finance 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

An important factor in the practical implementation of optimization models is the acceptance by the intended users. This is influenced among other factors by the interpretability of the solution process. Decision rules that meet this…

Machine Learning · Computer Science 2024-12-03 Marc Goerigk , Michael Hartisch , Sebastian Merten

Recent advances in decision-making policies have led to significant progress in fields such as autonomous driving and robotics. However, testing these policies remains crucial with the existence of critical scenarios that may threaten their…

Machine Learning · Computer Science 2024-12-17 Weichao Xu , Huaxin Pei , Jingxuan Yang , Yuchen Shi , Yi Zhang , Qianchuan Zhao

This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

Methodology · Statistics 2025-09-15 Jocelyn Minini , Micha Wasem

Computer experiments are often performed to allow modeling of a response surface of a physical experiment that can be too costly or difficult to run except using a simulator. Running the experiment over a dense grid can be prohibitively…

Applications · Statistics 2009-05-25 Robert B. Gramacy , Herbert K. H. Lee

As human-robot interaction (HRI) systems advance, so does the difficulty of evaluating and understanding the strengths and limitations of these systems in different environments and with different users. To this end, previous methods have…

Active inference helps us simulate adaptive behavior and decision-making in biological and artificial agents. Building on our previous work exploring the relationship between active inference, well-being, resilience, and sustainability, we…

Artificial Intelligence · Computer Science 2024-06-13 Mahault Albarracin , Ines Hipolito , Maria Raffa , Paul Kinghorn

Although reinforcement learning methods can achieve impressive results in simulation, the real world presents two major challenges: generating samples is exceedingly expensive, and unexpected perturbations or unseen situations cause…

Machine Learning · Computer Science 2019-03-01 Anusha Nagabandi , Ignasi Clavera , Simin Liu , Ronald S. Fearing , Pieter Abbeel , Sergey Levine , Chelsea Finn

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,…

Optimization and Control · Mathematics 2023-12-27 Rishabh Gupta , Qi Zhang

Recent developments of advanced driver-assistance systems necessitate an increasing number of tests to validate new technologies. These tests cannot be carried out on track in a reasonable amount of time and automotive groups rely on…

Machine Learning · Statistics 2022-12-16 Clara Carlier , Arnaud Franju , Matthieu Lerasle , Mathias Obrebski

Offline optimization is an important task in numerous material engineering domains where online experimentation to collect data is too expensive and needs to be replaced by an in silico maximization of a surrogate of the black-box function.…

Machine Learning · Computer Science 2025-03-07 Manh Cuong Dao , Phi Le Nguyen , Thao Nguyen Truong , Trong Nghia Hoang