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The method of surrogates is one of the key concepts of nonlinear data analysis. Here, we demonstrate that commonly used algorithms for generating surrogates often fail to generate truly linear time series. Rather, they create surrogate…

Data Analysis, Statistics and Probability · Physics 2015-06-03 C. Raeth , M. Gliozzi , I. E. Papadakis , W. Brinkmann

Gaussian process (GP) surrogate modeling for large computer experiments is limited by cubic runtimes, especially with data from stochastic simulations with input-dependent noise. A popular workaround to reduce computational complexity…

Methodology · Statistics 2022-06-01 D Austin Cole , Robert B Gramacy , Mike Ludkovski

Most real-world optimization problems are difficult to solve with traditional statistical techniques or with metaheuristics. The main difficulty is related to the existence of a considerable number of local optima, which may result in the…

Neural and Evolutionary Computing · Computer Science 2022-06-08 Gloria Pietropolli , Giuliamaria Menara , Mauro Castelli

The appearance of generative models has opened vast chemical spaces in the design of functional materials. Although machine learning interatomic potentials (MLIPs) have substantially accelerated phonon calculations, high-fidelity prediction…

We formalize and study the natural approach of designing convex surrogate loss functions via embeddings, for problems such as classification, ranking, or structured prediction. In this approach, one embeds each of the finitely many…

Machine Learning · Computer Science 2022-01-12 Jessie Finocchiaro , Rafael Frongillo , Bo Waggoner

Physics simulators are essential in science and engineering, enabling the analysis, control, and design of complex systems. In experimental sciences, they are increasingly used to automate experimental design, often via combinatorial search…

Surrogate models are widely used to approximate complex systems across science and engineering to reduce computational costs. Despite their widespread adoption, the field lacks standardisation across key stages of the modelling pipeline,…

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…

Systems and Control · Computer Science 2014-07-09 Cosmin Safta , Richard L. Chen , Habib N. Najm , Ali Pinar , Jean-paul watson

Hypothesis testing based on surrogate data has emerged as a popular way to test the null hypothesis that a signal is a realization of a linear stochastic process. Typically, this is done by generating surrogates which are made to conform to…

Chaotic Dynamics · Physics 2010-08-12 Diego Guarin , Alvaro Orozco , Edilson Delgado

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

Surrogate modeling is a viable solution for applications involving repetitive evaluations of expensive computational fluid dynamics models, such as uncertainty quantification and inverse problems. This study proposes a multi-layer…

Fluid Dynamics · Physics 2024-06-24 Gurpreet S. Hora , Marco G. Giometto

Simulations of optical quantum systems are essential for the development of quantum technologies. However, these simulations are often computationally intensive, especially when repeated evaluations are required for data fitting, parameter…

High-speed flight vehicles, which travel much faster than the speed of sound, are crucial for national defense and space exploration. However, accurately predicting their behavior under numerous, varied flight conditions is a challenge and…

Machine Learning · Computer Science 2024-11-07 Tyler E. Korenyi-Both , Nathan J. Falkiewicz , Matthew C. Jones

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

Surrogates in lieu of expensive-to-evaluate performance functions can accelerate the reliability analysis greatly. This paper proposes a new two-stage framework for surrogate-aided reliability analysis named Surrogates for Importance…

Other Statistics · Statistics 2020-01-29 Wang-Sheng Liu , Sai Hung Cheung , Wen-Jun Cao

We present an algorithm for multi-objective optimization of computationally expensive problems. The proposed algorithm is based on solving a set of surrogate problems defined by models of the real one, so that only solutions estimated to be…

Neural and Evolutionary Computing · Computer Science 2021-04-20 Santiago Cuervo , Miguel Melgarejo , Angie Blanco-Cañon , Laura Reyes-Fajardo , Sergio Rojas-Galeano

The value function formulation captures the hierarchical nature of bilevel optimization through the optimal value function of the lower level problem, yet its implicit and nonsmooth characteristics pose significant analytical and…

Optimization and Control · Mathematics 2025-10-21 Mengwei Xu , Yu-Hong Dai , Xin-Wei Liu , Meiqi Ma

In this manuscript, we research on the behaviors of surrogates for the rank function on different image processing problems and their optimization algorithms. We first propose a novel nonconvex rank surrogate on the general rank…

Machine Learning · Computer Science 2024-09-23 Cho-Ying Wu , Jian-Jiun Ding

High-fidelity electromagnetic (EM) simulations are indispensable for the design of microwave and wave devices, yet repeated full-wave evaluations over high-dimensional design spaces are often computationally prohibitive. While neural…

Computational Engineering, Finance, and Science · Computer Science 2026-03-23 Mingze Sun , Liang Li , Xile Zhao , Zheng Tan , Yulu Hu , Xing Li , Bin Li

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