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We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic…

机器学习 · 统计学 2020-03-03 Xiong Lyu , Mickael Binois , Michael Ludkovski

Aircraft design relies heavily on solving challenging and computationally expensive Multidisciplinary Design Optimization problems. In this context, there has been growing interest in multi-fidelity models for Bayesian optimization to…

最优化与控制 · 数学 2026-04-01 Oihan Cordelier , Youssef Diouane , Nathalie Bartoli , Eric Laurendeau

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

统计理论 · 数学 2019-09-24 Evgeny Pchelintsev , Serguei Pergamenshchikov

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…

数值分析 · 数学 2023-09-13 Francesco Romor , Marco Tezzele , Markus Mrosek , Carsten Othmer , Gianluigi Rozza

Simulation optimization is often hindered by the high cost of running simulations. Multi-fidelity methods offer a promising solution by incorporating cheaper, lower-fidelity simulations to reduce computational time. However, the bias in…

最优化与控制 · 数学 2025-08-07 Yunsoo Ha , Juliane Mueller

The key task of physical simulation is to solve partial differential equations (PDEs) on discretized domains, which is known to be costly. In particular, high-fidelity solutions are much more expensive than low-fidelity ones. To reduce the…

机器学习 · 统计学 2020-06-11 Zheng Wang , Wei Xing , Robert Kirby , Shandian Zhe

Multifidelity models integrate data from multiple sources to produce a single approximator for the underlying process. Dense low-fidelity samples are used to reduce interpolation error, while sparse high-fidelity samples are used to…

机器学习 · 统计学 2024-02-27 Viv Bone , Chris van der Heide , Kieran Mackle , Ingo H. J. Jahn , Peter M. Dower , Chris Manzie

Gaussian Process Regression (GPR) is an important type of supervised machine learning model with inherent uncertainty measure in its predictions. We propose a new framework, nuGPR, to address the well-known challenge of high computation…

机器学习 · 计算机科学 2025-10-15 Ziqi Zhao , Vivek Sarin

Optimizing complex manufacturing processes often involves a trade-off between data accuracy and acquisition cost. High-fidelity data are accurate but limited, while low-fidelity data are abundant but often biased. Balancing these two…

统计方法学 · 统计学 2026-03-04 Fan Zhang , Qiong Zhang , Madhura Limaye , Dhanashree Shinde , Gang Li , Sai Aditya Pradeep , Srikanth Pilla

Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian…

机器学习 · 计算机科学 2025-01-08 Sebastian Ament , Elizabeth Santorella , David Eriksson , Ben Letham , Maximilian Balandat , Eytan Bakshy

In this paper, we propose \texttt{FGPR}: a Federated Gaussian process ($\mathcal{GP}$) regression framework that uses an averaging strategy for model aggregation and stochastic gradient descent for local client computations. Notably, the…

机器学习 · 统计学 2024-04-01 Xubo Yue , Raed Al Kontar

Multi-fidelity machine learning methods address the accuracy-efficiency trade-off by integrating scarce, resource-intensive high-fidelity data with abundant but less accurate low-fidelity data. We propose a practical multi-fidelity strategy…

机器学习 · 计算机科学 2025-03-26 Jiaxiang Yi , Ji Cheng , Miguel A. Bessa

The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…

机器学习 · 计算机科学 2012-07-02 Edward Snelson , Zoubin Ghahramani

Various frameworks have been proposed to predict mechanical system responses by combining data from different fidelities for design optimization and uncertainty quantification as reviewed by Fern\'andez-Godino et al. and Peherstorfer et…

数据分析、统计与概率 · 物理学 2017-05-09 Yiming Zhang , Nam-Ho Kim , Chanyoung Park , Raphael T. Haftka

Outer loop tasks such as optimization, uncertainty quantification or inference can easily become intractable when the underlying high-fidelity model is computationally expensive. Similarly, data-driven architectures typically require large…

机器学习 · 计算机科学 2025-12-03 Cristian J. Villatoro , Gianluca Geraci , Daniele E. Schiavazzi

In a standard setting of Bayesian optimization (BO), the objective function evaluation is assumed to be highly expensive. Multi-fidelity Bayesian optimization (MFBO) accelerates BO by incorporating lower fidelity observations available with…

Gaussian processes (GPs) are generally regarded as the gold standard surrogate model for emulating computationally expensive computer-based simulators. However, the problem of training GPs as accurately as possible with a minimum number of…

统计方法学 · 统计学 2024-11-26 Hossein Mohammadi , Peter Challenor

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

机器学习 · 统计学 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

Multi-fidelity (MF) methods are gaining popularity for enhancing surrogate modeling and design optimization by incorporating data from various low-fidelity (LF) models. While most existing MF methods assume a fixed dataset, adaptive…

机器学习 · 统计学 2024-02-06 Yi-Ping Chen , Liwei Wang , Yigitcan Comlek , Wei Chen

The design process of complex systems such as new configurations of aircraft or launch vehicles is usually decomposed in different phases which are characterized for instance by the depth of the analyses in terms of number of design…

机器学习 · 计算机科学 2020-07-01 Loïc Brevault , Mathieu Balesdent , Ali Hebbal