Related papers: Limited Perfect Monotonical Surrogates constructed…

Performing reliability analysis on complex systems is often computationally expensive. In particular, when dealing with systems having high input dimensionality, reliability estimation becomes a daunting task. A popular approach to overcome…

Accurate models of the scrape-off layer are required for the design and operation of tokamak fusion reactors. Scrape-off layer simulations are computationally expensive, difficult to operate and suffer from numerical instabilities. A…

Bayesian parameter inference is useful to improve Li-ion battery diagnostics and can help formulate battery aging models. However, it is computationally intensive and cannot be easily repeated for multiple cycles, multiple operating…

The topology optimization of artificial neural networks can be particularly difficult if the fitness evaluations require expensive experiments or simulations. For that reason, the optimization methods may need to be supported by surrogate…

We investigate optimal order execution problems in discrete time with instantaneous price impact and stochastic resilience. First, in the setting of linear transient price impact we derive a closed-form recursion for the optimal strategy,…

Linear Temporal Logic (LTL) is a formal way of specifying complex objectives for planning problems modeled as Markov Decision Processes (MDPs). The planning problem aims to find the optimal policy that maximizes the satisfaction probability…

Clinical adoption of personalized virtual heart simulations faces challenges in model personalization and expensive computation. While an ideal solution is an efficient neural surrogate that at the same time is personalized to an individual…

A radial basis function (RBF) based sequential surrogate reliability method (SSRM) is proposed, in which a special optimization problem is solved to update the surrogate model of the limit state function (LSF) iteratively. The objective of…

We give the first mathematically rigorous analysis of an emerging approach to finite element analysis (see, e.g., Bauer et al. [Appl. Numer. Math., 2017]), which we hereby refer to as the surrogate matrix methodology. This methodology is…

Highly accurate datasets from numerical or physical experiments are often expensive and time-consuming to acquire, posing a significant challenge for applications that require precise evaluations, potentially across multiple scenarios and…

We tackle the problem of quantifying failure probabilities for expensive deterministic computer experiments with stochastic inputs under a fixed budget. The computational cost of the computer simulation prohibits direct Monte Carlo (MC) and…

Inexpensive surrogates are useful for reducing the cost of science and engineering studies involving large-scale, complex computational models with many input parameters. A ridge approximation is one class of surrogate that models a…

We present a novel way of accelerating hybrid surrogate methods for the calculation of failure probabilities. The main idea is to use mesh refinement in order to obtain improved local surrogates of low computation cost to simulate on. These…

The problem of maximizing precision at the top of a ranked list, often dubbed Precision@k (prec@k), finds relevance in myriad learning applications such as ranking, multi-label classification, and learning with severe label imbalance.…

Evaluation metrics in machine learning are often hardly taken as loss functions, as they could be non-differentiable and non-decomposable, e.g., average precision and F1 score. This paper aims to address this problem by revisiting the…

We consider Bayesian design of experiments problems in which we maximise the prior expectation of a utility function over a set of permutations, for example when sequencing a number of tasks to perform. When the number of tasks is large and…

Large language models (LLMs) have demonstrated impressive performance on natural language tasks, but their decision-making processes remain largely opaque. Existing explanation methods either suffer from limited faithfulness to the model's…

The minimization of loss functions is the heart and soul of Machine Learning. In this paper, we propose an off-the-shelf optimization approach that can minimize virtually any non-differentiable and non-decomposable loss function (e.g.…

Designing proper loss functions is essential in training deep networks. Especially in the field of semantic segmentation, various evaluation metrics have been proposed for diverse scenarios. Despite the success of the widely adopted…

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…