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How can we efficiently gather information to optimize an unknown function, when presented with multiple, mutually dependent information sources with different costs? For example, when optimizing a robotic system, intelligently trading off…

Machine Learning · Computer Science 2018-11-05 Jialin Song , Yuxin Chen , Yisong Yue

Challenges in multi-fidelity modeling relate to accuracy, uncertainty estimation and high-dimensionality. A novel additive structure is introduced in which the highest fidelity solution is written as a sum of the lowest fidelity solution…

Machine Learning · Computer Science 2021-04-09 Wei W. Xing , Akeel A. Shah , Peng Wang , Shandian Zhe Qian Fu , Robert. M. Kirby

In many randomized trials, outcomes such as essays or open-ended responses must be manually scored as a preliminary step to impact analysis, a process that is costly and limiting. Model-assisted estimation offers a way to combine surrogate…

Methodology · Statistics 2026-02-16 Reagan Mozer , Nicole E. Pashley , Luke Miratrix

Validating the safety of autonomous systems generally requires the use of high-fidelity simulators that adequately capture the variability of real-world scenarios. However, it is generally not feasible to exhaustively search the space of…

Machine Learning · Computer Science 2021-07-28 Mark Koren , Ahmed Nassar , Mykel J. Kochenderfer

A multi-fidelity surrogate model for highly nonlinear multiscale problems is proposed. It is based on the introduction of two different surrogate models and an adaptive on-the-fly switching. The two concurrent surrogates are built…

Computational Physics · Physics 2019-05-03 Felix Fritzen , Mauricio Fernández , Fredrik Larsson

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

Robust controllers that stabilize dynamical systems even under disturbances and noise are often formulated as solutions of nonsmooth, nonconvex optimization problems. While methods such as gradient sampling can handle the nonconvexity and…

Optimization and Control · Mathematics 2023-05-01 Steffen W. R. Werner , Michael L. Overton , Benjamin Peherstorfer

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

Crash simulations play an essential role in improving vehicle safety, design optimization, and injury risk estimation. Unfortunately, numerical solutions of such problems using state-of-the-art high-fidelity models require significant…

Machine Learning · Computer Science 2024-02-16 Jonas Kneifl , Jörg Fehr , Steven L. Brunton , J. Nathan Kutz

This study introduces a surrogate modeling framework merging proper orthogonal decomposition, long short-term memory networks, and multi-task learning, to accurately predict elastoplastic deformations in real-time. Superior to single-task…

Computational Engineering, Finance, and Science · Computer Science 2024-11-11 Ruben Schmeitz , Joris Remmers , Olga Mula , Olaf van der Sluis

Multi-fidelity modelling arises in many situations in computational science and engineering world. It enables accurate inference even when only a small set of accurate data is available. Those data often come from a high-fidelity model,…

Machine Learning · Statistics 2022-04-12 Jiahao Zhang , Shiqi Zhang , Guang Lin

The construction of efficient methods for uncertainty quantification in kinetic equations represents a challenge due to the high dimensionality of the models: often the computational costs involved become prohibitive. On the other hand,…

Numerical Analysis · Mathematics 2021-12-03 Giacomo Dimarco , Liu Liu , Lorenzo Pareschi , Xueyu Zhu

In many situations across computational science and engineering, multiple computational models are available that describe a system of interest. These different models have varying evaluation costs and varying fidelities. Typically, a…

Numerical Analysis · Mathematics 2018-06-29 Benjamin Peherstorfer , Karen Willcox , Max Gunzburger

Multi-fidelity models are of great importance due to their capability of fusing information coming from different numerical simulations, surrogates, and sensors. We focus on the approximation of high-dimensional scalar functions with low…

Numerical Analysis · Mathematics 2023-09-13 Francesco Romor , Marco Tezzele , Markus Mrosek , Carsten Othmer , Gianluigi Rozza

We present methods for emulating the matter power spectrum by combining information from cosmological $N$-body simulations at different resolutions. An emulator allows estimation of simulation output by interpolating across the parameter…

Cosmology and Nongalactic Astrophysics · Physics 2021-11-17 Ming-Feng Ho , Simeon Bird , Christian R. Shelton

Machine learning (ML) methods, which fit to data the parameters of a given parameterized model class, have garnered significant interest as potential methods for learning surrogate models for complex engineering systems for which…

Machine Learning · Statistics 2024-07-03 Elizabeth Qian , Dayoung Kang , Vignesh Sella , Anirban Chaudhuri

In the pursuit of efficient optimization of expensive-to-evaluate systems, this paper investigates a novel approach to Bayesian multi-objective and multi-fidelity (MOMF) optimization. Traditional optimization methods, while effective, often…

Machine Learning · Computer Science 2024-03-21 Faran Irshad , Stefan Karsch , Andreas Döpp

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

The presence of uncertainty in material properties and geometry of a structure is ubiquitous. The design of robust engineering structures, therefore, needs to incorporate uncertainty in the optimization process. Stochastic gradient descent…

Optimization and Control · Mathematics 2019-11-26 Subhayan De , Kurt Maute , Alireza Doostan

Data-driven surrogate models are widely used for applications such as design optimization and uncertainty quantification, where repeated evaluations of an expensive simulator are required. For most partial differential equation (PDE)…

Computational Physics · Physics 2019-10-18 Wei Xing , Robert M. Kirby , Shandian Zhe