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MATSuMoTo is the MATLAB Surrogate Model Toolbox for computationally expensive, black-box, global optimization problems that may have continuous, mixed-integer, or pure integer variables. Due to the black-box nature of the objective…

最优化与控制 · 数学 2014-04-17 Juliane Mueller

A common challenge in computer experiments and related fields is to efficiently explore the input space using a small number of samples, i.e., the experimental design problem. Much of the recent focus in the computer experiment literature,…

统计方法学 · 统计学 2019-07-01 Boya Zhang , D. Austin Cole , Robert B. Gramacy

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

In various approaches to learning, notably in domain adaptation, active learning, learning under covariate shift, semi-supervised learning, learning with concept drift, and the like, one often wants to compare a baseline classifier to one…

机器学习 · 计算机科学 2017-07-14 Marco Loog , Jesse H. Krijthe , Are C. Jensen

High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…

系统与控制 · 电气工程与系统科学 2025-09-05 E. Javier Olucha , Rajiv Singh , Amritam Das , Roland Tóth

Global aerodynamic design optimization using Euler or Navier-Stokes equations requires very reliable surrogate modeling techniques since the computational effort for the underlying flow simulations is usually high. In general, for such…

最优化与控制 · 数学 2018-11-02 Emre Özkaya , Nicolas R. Gauger

Machine learning models are widely regarded as a way forward to tackle multi-query challenges that arise once expensive black-box simulations such as computational fluid dynamics are investigated. However, ensuring the desired level of…

机器学习 · 计算机科学 2026-01-30 Jigar Parekh , Philipp Bekemeyer

To integrate strategic, tactical and operational decisions, the two-stage optimization has been widely used to guide dynamic decision making. In this paper, we study the two-stage stochastic programming for complex systems with unknown…

最优化与控制 · 数学 2019-10-15 Wei Xie , Yuan Yi , Hua Zheng

Evolutionary Algorithms (EAs) are often challenging to apply in real-world settings since evolutionary computations involve a large number of evaluations of a typically expensive fitness function. For example, an evaluation could involve…

神经与进化计算 · 计算机科学 2024-04-08 Mohammed Ghaith Altarabichi , Sławomir Nowaczyk , Sepideh Pashami , Peyman Sheikholharam Mashhadi

We are interested in building low-dimensional surrogate models to reduce optimization costs, while having theoretical guarantees that the optimum will satisfy the constraints of the full-size model, by making conservative approximations.…

数值分析 · 数学 2025-11-12 Philippe-André Luneau

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,…

With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…

机器学习 · 统计学 2026-01-13 Yifan Chen , Yun Yang

Surrogate models are a well established approach to reduce the number of expensive function evaluations in continuous optimization. In the context of genetic programming, surrogate modeling still poses a challenge, due to the complex…

神经与进化计算 · 计算机科学 2018-07-04 Martin Zaefferer , Jörg Stork , Oliver Flasch , Thomas Bartz-Beielstein

Computational models are utilized in many scientific domains to simulate complex systems. Sensitivity analysis is an important practice to aid our understanding of the mechanics of these models and the processes they describe, but…

统计方法学 · 统计学 2022-08-12 Massimo Aufiero , Lucas Janson

We use a simulation study to compare three methods for adaptive experimentation: Thompson sampling, Tempered Thompson sampling, and Exploration sampling. We gauge the performance of each in terms of social welfare and estimation accuracy,…

统计方法学 · 统计学 2022-07-05 Samantha Horn , Sabina J. Sloman

Surrogate-assisted search-based testing (SA-SBT) aims to reduce the computational time for testing compute-intensive systems. Surrogates enhance testing techniques by improving test case generation focusing the testing budget on the most…

软件工程 · 计算机科学 2023-05-02 Shiva Nejati , Lev Sorokin , Damir Safin , Federico Formica , Mohammad Mahdi Mahboob , Claudio Menghi

In uncertainty quantification, variance-based global sensitivity analysis quantitatively determines the effect of each input random variable on the output by partitioning the total output variance into contributions from each input.…

数值分析 · 数学 2024-05-28 Dongjin Lee , Elle Lavichant , Boris Kramer

This study aims to provide a comprehensive assessment of single-objective and multi-objective optimisation algorithms for the design of an elbow-type draft tube, as well as to introduce a computationally efficient optimisation workflow. The…

最优化与控制 · 数学 2024-01-18 Ante Sikirica , Ivana Lučin , Marta Alvir , Lado Kranjčević , Zoran Čarija

Anomaly detection in time-series has a wide range of practical applications. While numerous anomaly detection methods have been proposed in the literature, a recent survey concluded that no single method is the most accurate across various…

机器学习 · 计算机科学 2023-03-14 Mononito Goswami , Cristian Challu , Laurent Callot , Lenon Minorics , Andrey Kan

Recent developments of advanced driver-assistance systems necessitate an increasing number of tests to validate new technologies. These tests cannot be carried out on track in a reasonable amount of time and automotive groups rely on…

机器学习 · 统计学 2022-12-16 Clara Carlier , Arnaud Franju , Matthieu Lerasle , Mathias Obrebski