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Phylogenetics has seen an steady increase in substitution model complexity, which requires increasing amounts of computational power to compute likelihoods. This model complexity motivates strategies to approximate the likelihood functions…

Populations and Evolution · Quantitative Biology 2017-06-05 Brian C. Claywell , Vu C. Dinh , Connor O. McCoy , Frederick A. Matsen

Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…

Optimization and Control · Mathematics 2021-06-14 L. Jeff Hong , Xiaowei Zhang

Current tests for nonlinearity compare a time series to the null hypothesis of a Gaussian linear stochastic process. For this restricted null assumption, random surrogates can be constructed which are constrained by the linear properties of…

chao-dyn · Physics 2009-10-31 Thomas Schreiber , Andreas Schmitz

This paper introduces a novel two-stage machine learning-based surrogate modeling framework to address inverse problems in scientific and engineering fields. In the first stage of the proposed framework, a machine learning model termed the…

Machine Learning · Computer Science 2024-01-05 Farhad Pourkamali-Anaraki , Jamal F. Husseini , Evan J. Pineda , Brett A. Bednarcyk , Scott E. Stapleton

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

Optimization and Control · Mathematics 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

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

High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…

Systems and Control · Electrical Eng. & Systems 2025-09-05 E. Javier Olucha , Rajiv Singh , Amritam Das , Roland Tóth

Multi-fidelity surrogate models combining dimensionality reduction and an intermediate surrogate in the reduced space allow a cost-effective emulation of simulators with functional outputs. The surrogate is an input-output mapping learned…

Computational Engineering, Finance, and Science · Computer Science 2024-12-17 Lucas Brunel , Mathieu Balesdent , Loïc Brevault , Rodolphe Le Riche , Bruno Sudret

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

Optimizing expensive black-box systems with limited data is an extremely challenging problem. As a resolution, we present a new surrogate optimization approach by addressing two gaps in prior research -- unimportant input variables and…

Optimization and Control · Mathematics 2021-09-10 Hadis Anahideh , Jay Rosenberger , Victoria Chen

We present a new machine learning approach to estimate personalized treatment effects in the classical potential outcomes framework with binary outcomes. To overcome the problem that both treatment and control outcomes for the same unit are…

Machine Learning · Statistics 2018-05-07 Siong Thye Goh , Cynthia Rudin

Designing a high-quality plasma injector electron source driven by a laser beam relies on numerical parametric studies using particle-in-cell codes. The common input parameters to explore are laser characteristics, plasma species and…

Surrogate models are data-based approximations of computationally expensive simulations that enable efficient exploration of the model's design space and informed decision-making in many physical domains. The usage of surrogate models in…

Sound · Computer Science 2022-12-14 Barbara Cunha , Abdel-Malek Zine , Mohamed Ichchou , Christophe Droz , Stéphane Foulard

This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov…

Data Analysis, Statistics and Probability · Physics 2013-12-25 AbdoulAhad Validi

The optimization of large-scale multibody systems is a numerically challenging task, in particular when considering multiple conflicting criteria at the same time. In this situation, we need to approximate the Pareto set of optimal…

Optimization and Control · Mathematics 2024-12-20 Augustina C. Amakor , Manuel B. Berkemeier , Meike Wohlleben , Walter Sextro , Sebastian Peitz

Optimizing the reliability and the robustness of a design is important but often unaffordable due to high sample requirements. Surrogate models based on statistical and machine learning methods are used to increase the sample efficiency.…

Machine Learning · Statistics 2022-05-06 Can Bogoclu , Dirk Roos , Tamara Nestorović

We present a new software, HYPPO, that enables the automatic tuning of hyperparameters of various deep learning (DL) models. Unlike other hyperparameter optimization (HPO) methods, HYPPO uses adaptive surrogate models and directly accounts…

Measurement-constrained datasets, often encountered in semi-supervised learning, arise when data labeling is costly, time-intensive, or hindered by confidentiality or ethical concerns, resulting in a scarcity of labeled data. In certain…

Methodology · Statistics 2025-01-15 Yixin Shen , Yang Ning

We propose a model order reduction approach for non-intrusive surrogate modeling of parametric dynamical systems. The reduced model over the whole parameter space is built by combining surrogates in frequency only, built at few selected…

Numerical Analysis · Mathematics 2021-09-23 Fabio Nobile , Davide Pradovera

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller