相关论文: A cGAN Ensemble-based Uncertainty-aware Surrogate …

Decision-making in manufacturing often involves optimizing key process parameters using data collected from simulation experiments. Gaussian processes are widely used to surrogate the underlying system and guide optimization. Uncertainty…

Offline optimization is an emerging problem in many experimental engineering domains including protein, drug or aircraft design, where online experimentation to collect evaluation data is too expensive or dangerous. To avoid that, one has…

This paper presents a novel methodology for tractably solving optimal control and offline reinforcement learning problems for high-dimensional systems. This work is motivated by the ongoing challenges of safety, computation, and optimality…

We propose a general framework for machine learning based optimization under uncertainty. Our approach replaces the complex forward model by a surrogate, which is learned simultaneously in a one-shot sense when solving the optimal control…

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the…

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…

The embedded ensemble propagation approach introduced in [49] has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational…

Offline optimization is an important task in numerous material engineering domains where online experimentation to collect data is too expensive and needs to be replaced by an in silico maximization of a surrogate of the black-box function.…

Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manufacturing variability. As a result, uncertainty…

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Nonlinear optimization-based control policies, such as those those arising in nonlinear Model Predictive Control, have seen remarkable success in recent years. These policies require solving computationally demanding nonlinear optimization…

Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

In real-world problems, uncertainties (e.g., errors in the measurement, precision errors) often lead to poor performance of numerical algorithms when not explicitly taken into account. This is also the case for control problems, where…

Offline optimization is a fundamental challenge in science and engineering, where the goal is to optimize black-box functions using only offline datasets. This setting is particularly relevant when querying the objective function is…

In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in…

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…

The requirement for identifying accurate system representations has not only been a challenge to fulfill, but it has compromised the scalability of formal methods, as the resulting models are often too complex for effective decision making…