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Surrogate-assistance approaches have long been used in computationally expensive domains to improve the data-efficiency of optimization algorithms. Neuroevolution, however, has so far resisted the application of these techniques because it…

神经与进化计算 · 计算机科学 2018-04-18 Adam Gaier , Alexander Asteroth , Jean-Baptiste Mouret

Training of neural networks amounts to nonconvex optimization problems that are typically solved by using backpropagation and (variants of) stochastic gradient descent. In this work we propose an alternative approach by viewing the training…

最优化与控制 · 数学 2022-04-14 Brecht Evens , Puya Latafat , Andreas Themelis , Johan Suykens , Panagiotis Patrinos

Chemical plant design and optimisation have proven challenging due to the complexity of these real-world systems. The resulting complexity translates into high computational costs for these systems' mathematical formulations and simulation…

神经与进化计算 · 计算机科学 2022-04-28 Liezl Stander , Matthew Woolway , Terence L. Van Zyl

Bayesian optimization has been shown to be a powerful tool for solving black box problems during online accelerator optimization. The major advantage of Bayesian based optimization techniques is the ability to include prior information…

加速器物理 · 物理学 2022-11-17 Connie Xu , Ryan Roussel , Auralee Edelen

Neural networks are increasingly used in complex (data-driven) simulations as surrogates or for accelerating the computation of classical surrogates. In many applications physical constraints, such as mass or energy conservation, must be…

计算物理 · 物理学 2020-02-25 Jim Magiera , Deep Ray , Jan S. Hesthaven , Christian Rohde

We propose a novel surrogate modelling approach to efficiently and accurately approximate the response of complex dynamical systems driven by time-varying exogenous excitations over extended time periods. Our approach, namely manifold…

统计计算 · 统计学 2023-10-13 Styfen Schär , Stefano Marelli , Bruno Sudret

Deep neural networks are vulnerable to adversarial examples -- minor perturbations added to a model's input which cause the model to output an incorrect prediction. We introduce a new method for improving the efficacy of adversarial attacks…

计算机视觉与模式识别 · 计算机科学 2020-12-01 Chris Miller , Soroush Vosoughi

Agent-based simulators provide granular representations of complex intelligent systems by directly modelling the interactions of the system's constituent agents. Their high-fidelity nature enables hyper-local policy evaluation and testing…

State-of-the-art techniques for simultaneous localization and mapping (SLAM) employ iterative nonlinear optimization methods to compute an estimate for robot poses. While these techniques often work well in practice, they do not provide…

机器人学 · 计算机科学 2015-07-21 Luca Carlone , David Rosen , Giuseppe Calafiore , John Leonard , Frank Dellaert

The dominant paradigm for power system dynamic simulation is to build system-level simulations by combining physics-based models of individual components. The sheer size of the system along with the rapid integration of inverter-based…

系统与控制 · 电气工程与系统科学 2024-10-24 Matthew Bossart , Jose Daniel Lara , Ciaran Roberts , Rodrigo Henriquez-Auba , Duncan Callaway , Bri-Mathias Hodge

In the design optimization of metal forming, it is increasingly significant to use surrogate models to analyse the finite element analysis (FEA) simulations. However, traditional surrogate models using scalar based machine learning methods…

计算机视觉与模式识别 · 计算机科学 2020-10-08 Haosu Zhou , Qingfeng Xu , Nan Li

Recently, several optimization methods have been successfully applied to the hyperparameter optimization of deep neural networks (DNNs). The methods work by modeling the joint distribution of hyperparameter values and corresponding error.…

机器学习 · 计算机科学 2016-08-02 Ilija Ilievski , Jiashi Feng

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

Neural networks (NNs) have gained significant attention across various engineering disciplines, particularly in design optimization, where they are used to build surrogate models for high-dimensional regression problems. Despite their power…

计算工程、金融与科学 · 计算机科学 2026-03-30 Timm Gödde , Eisso H. Atzema , Bojana Rosić

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

机器学习 · 计算机科学 2024-07-18 Hwanwoo Kim , Daniel Sanz-Alonso

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,…

交易与市场微观结构 · 定量金融 2023-10-31 Tao Chen , Mike Ludkovski , Moritz Voß

Machine learning models of accelerator systems (`surrogate models') are able to provide fast, accurate predictions of accelerator physics phenomena. However, approaches to date typically do not include measured input diagnostics, such as…

加速器物理 · 物理学 2021-04-06 Lipi Gupta , Auralee Edelen , Nicole Neveu , Aashwin Mishra , Christopher Mayes , Young-Kee Kim

Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…

机器学习 · 统计学 2023-08-31 Ali Mohammad-Djafari , Ning Chu , Li Wang , Liang Yu

Many physics and engineering applications demand Partial Differential Equations (PDE) property evaluations that are traditionally computed with resource-intensive high-fidelity numerical solvers. Data-driven surrogate models provide an…

机器学习 · 计算机科学 2023-12-18 Raphaël Pestourie , Youssef Mroueh , Chris Rackauckas , Payel Das , Steven G. Johnson

Designing an inexpensive approximate surrogate model that captures the salient features of an expensive high-fidelity behavior is a prevalent approach in design optimization. In recent times, Deep Learning (DL) models are being used as a…

机器学习 · 计算机科学 2022-07-12 Harsh Vardhan , Janos Sztipanovits