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A Theory-guided Auto-Encoder (TgAE) framework is proposed for surrogate construction and is further used for uncertainty quantification and inverse modeling tasks. The framework is built based on the Auto-Encoder (or Encoder-Decoder)…

机器学习 · 计算机科学 2021-09-14 Nanzhe Wang , Haibin Chang , Dongxiao Zhang

Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like hedging. To address these limitations, we have developed a…

统计金融 · 定量金融 2024-10-29 Yuxin Liu , Jimin Lin , Achintya Gopal

Bayesian optimization (BO) algorithms form a class of surrogate-based heuristics, aimed at efficiently computing high-quality solutions for numerical black-box optimization problems. The BO pipeline is highly modular, with different design…

机器学习 · 计算机科学 2022-11-18 Carolin Benjamins , Anja Jankovic , Elena Raponi , Koen van der Blom , Marius Lindauer , Carola Doerr

Bayesian inference typically relies on a large number of model evaluations to estimate posterior distributions. Established methods like Markov Chain Monte Carlo (MCMC) and Amortized Bayesian Inference (ABI) can become computationally…

Density estimation, compression and data generation are crucial tasks in artificial intelligence. Variational Auto-Encoders (VAEs) constitute a single framework to achieve these goals. Here, we present a novel class of generative models,…

机器学习 · 统计学 2021-07-07 Ioannis Gatopoulos , Jakub M. Tomczak

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

Accurate simulations of the oceans are crucial in understanding the Earth system. Despite their efficiency, simulations at lower resolutions must rely on various uncertain parameterizations to account for unresolved processes. However,…

Surrogate endpoints play an important role in drug development when they can be used to measure treatment effect early compared to the final clinical outcome and to predict clinical benefit or harm. Such endpoints are assessed for their…

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

数值分析 · 数学 2026-03-16 Matteo Giacomini , Pedro Díez

The ongoing development of quantum processors is driving breakthroughs in scientific discovery. Despite this progress, the formidable cost of fabricating large-scale quantum processors means they will remain rare for the foreseeable future,…

量子物理 · 物理学 2025-07-24 Wei-You Liao , Yuxuan Du , Xinbiao Wang , Tian-Ci Tian , Yong Luo , Bo Du , Dacheng Tao , He-Liang Huang

Inverse modeling for computing a high-dimensional spatially-varying property field from indirect sparse and noisy observations is a challenging problem. This is due to the complex physical system of interest often expressed in the form of…

计算物理 · 物理学 2021-02-22 Govinda Anantha Padmanabha , Nicholas Zabaras

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Latent variable models like the Variational Auto-Encoder (VAE) are commonly used to learn representations of images. However, for downstream tasks like semantic classification, the representations learned by VAE are less competitive than…

机器学习 · 统计学 2022-05-31 Mingtian Zhang , Tim Z. Xiao , Brooks Paige , David Barber

We propose GNN-Surrogate, a graph neural network-based surrogate model to explore the parameter space of ocean climate simulations. Parameter space exploration is important for domain scientists to understand the influence of input…

大气与海洋物理 · 物理学 2022-02-23 Neng Shi , Jiayi Xu , Skylar W. Wurster , Hanqi Guo , Jonathan Woodring , Luke P. Van Roekel , Han-Wei Shen

Variational autoencoders (VAEs) are widely used deep generative models capable of learning unsupervised latent representations of data. Such representations are often difficult to interpret or control. We consider the problem of…

机器学习 · 计算机科学 2018-12-18 Jack Klys , Jake Snell , Richard Zemel

Multidisciplinary design optimization methods aim at adapting numerical optimization techniques to the design of engineering systems involving multiple disciplines. In this context, a large number of mixed continuous, integer and…

Heuristic optimisation algorithms explore the search space by sampling solutions, evaluating their fitness, and biasing the search in the direction of promising solutions. However, in many cases, this fitness function involves executing…

神经与进化计算 · 计算机科学 2024-10-07 Pablo S. Naharro , Pablo Toharia , Antonio LaTorre , José-María Peña

In this paper we study the efficacy of combining machine-learning methods with projection-based model reduction techniques for creating data-driven surrogate models of computationally expensive, high-fidelity physics models. Such surrogate…

流体动力学 · 物理学 2022-09-28 Kenny Chowdhary , Chi Hoang , Kookjin Lee , Jaideep Ray

The use of surrogate models instead of computationally expensive simulation codes is very convenient in engineering. Roughly speaking, there are two kinds of surrogate models: the deterministic and the probabilistic ones. These last are…

应用统计 · 统计学 2015-12-24 Malek Ben Salem , Olivier Roustant , Fabrice Gamboa , Lionel Tomaso

We present a framework for the efficient computation of optimal Bayesian decisions under intractable likelihoods, by learning a surrogate model for the expected utility (or its distribution) as a function of the action and data spaces. We…

机器学习 · 统计学 2023-11-13 Justin Alsing , Thomas D. P. Edwards , Benjamin Wandelt