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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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71142213284 · Jun 202019922001200920172026
48 results for Surrogate Testing

The paper develops a faster surrogate model for simulators using hybrid methods.

problem The need for faster validation of automotive technologies using simulators.
method Testing classical methods and building hybrid models combining them.
result A hybrid surrogate model outperforms classical methods in multivariate time series prediction.

New method for testing directed graphs using surrogate data.

problem No established method for statistical testing on directed graphs.
method Define directed graph wide-sense stationary signals, generate surrogates preserving covariance, construct null distributions.
result Feasibility and superiority of new approach over existing methods.

Framework creates fast, interpretable surrogates for stochastic simulators with unbounded randomness.

problem Creating accurate and fast approximations for stochastic simulators with unbounded randomness.
method Probabilistic surrogate networks that retain structure of reference simulators and enable amortized inference.
result Surrogates accurately model stochastic programs with unbounded random variables and significantly speed up inference.

New method integrates real and synthetic data to improve machine learning models.

problem Expensive or impractical collection of high-quality data limits machine learning.
method Weighted empirical risk minimization approach for integrating surrogate data.
result Integrating surrogate data can significantly reduce test error on the original distribution.

Proposes a method for inference in high-dimensional classification with non-differentiable surrogate losses.

problem Lack of inference procedures for identifying driving factors in high-dimensional classification with non-differentiable surrogate losses.
method Kernel-smoothed decorrelated score and cross-fitted version for hypothesis tests and interval estimators.
result Valid and superior inference methods for high-dimensional classification with non-differentiable surrogate losses.

Study uses neural networks to detect nonlinear dynamics in short time series.

problem Challenges in testing dynamical nonlinearities in short time series.
method Recurrent neural network classification framework using raw time series data.
result Classifier accuracy is higher than 50% for chaotic processes, around 50% for nonlinearly correlated noise.

Improved neural network surrogates for ICF using manifold and cycle consistency.

problem Modeling and predicting complex physical processes in inertial confinement fusion.
method Training neural network surrogates that are consistent with the physical manifold and cyclically consistent.
result Surrogates are superior in predictive performance, more resilient to sampling artifacts, and more data efficient.

A new framework selects information sources to test hypotheses robustly, even with misclassifications.

problem Robust hypothesis testing with misclassification penalties.
method Introduces a misclassification penalty framework and an efficient greedy algorithm.
result Proposes a submodular surrogate metric for better selection.

Study compares 29 emulators across 60 test functions and 40 datasets.

problem Comparing the strengths and weaknesses of different emulators.
method Large-scale, fully reproducible comparison using R package duqling.
result Detailed empirical insights into emulator strengths and weaknesses.

Develops methods to create consistent surrogate models for agent-based simulators.

problem High computational costs and misjudgment of interventions in agent-based models.
method Causal abstractions to learn interventionally consistent surrogate models.
result Surrogates trained for interventional consistency closely mimic the agent-based model's behavior under interventions.

We describe GTApprox - a new tool for medium-scale surrogate modeling in industrial design. Compared to existing software, GTApprox brings several innovations: a few novel approximation algorithms, several advanced methods of automated model selection, novel options in the form of hints. We demonstrate the efficiency o…

2016-09-05abs ↗pdf ↗

LGV boosts adversarial attacks by improving surrogate models.

problem Improving the transferability of black-box adversarial attacks.
method LGV uses a pretrained surrogate model and multiple weight sets from additional training epochs to generate an effective surrogate ensemble.
result LGV outperforms other test-time transformations by significant margins.

Surrogate models improve chemical process equipment design and optimization.

problem Design and optimization of complex chemical processes.
method Development and validation of CFD simulators, active learning strategies, and regression techniques.
result Gaussian process regression outperformed other techniques in benchmarking.

A new sampling strategy improves reliability and robustness optimization for complex designs.

problem High sample requirements for optimizing reliability and robustness in complex designs.
method Local Latin Hypercube Refinement (LoLHR) for multi-objective design uncertainty optimization.
result LoLHR achieves better results compared to other surrogate-based strategies.

Novel CE-method variants reduce local minima convergence with fewer function evaluations.

problem Local minima and expensive function evaluations in optimization.
method Surrogate model-based CE-method variants to reduce local minima convergence.
result Surrogate model-based approach reduces local minima convergence using fewer function evaluations.

TgAE constructs surrogates for inverse modeling with theory-guided training.

problem Creating accurate surrogates for inverse modeling with limited data.
method Theory-guided Auto-Encoder (TgAE) framework based on CNN architecture.
result TgAE surrogate achieves satisfactory accuracy and efficiency in uncertainty quantification and parameter inversion.

POAP and pySOT improve surrogate optimization of expensive functions.

problem Optimizing expensive functions with concurrent evaluations.
method Event-driven asynchronous framework for optimization strategies.
result Asynchronous computation offers significant speed-up advantages.

SMT-EX enhances SMT for explaining surrogate models of mixed-variable design problems.

problem Making decisions and understanding complex systems using surrogate models of mixed-variable design problems.
method Integrates explainability techniques into SMT, including Shapley Additive Explanations, Partial Dependence Plot, and Individual Conditional Expectations.
result Demonstrates versatility in addressing diverse problem characteristics.

This research analyzes the consistency of convex and nonconvex surrogate losses for adversarially robust classification.

problem Ensuring classifiers are robust to adversarial perturbations.
method Analysis of convex and nonconvex surrogate losses through the lens of calibration.
result No convex surrogate loss is calibrated with respect to the adversarial 0-1 loss for linear models, but nonconvex losses can be calibrated under certain conditions.

Meta-model framework improves efficiency in parameter estimation of dynamical systems.

problem Efficiently estimating parameters of complex dynamical systems with computationally expensive objective functions.
method Dynamic adaptation of surrogate model and substitution strategy using a meta-model framework.
result Significant improvement in optimization efficiency, reducing evaluations by up to 77%.

MetaNOR learns common nonlocal kernels for efficient metamaterial modeling.

problem Efficiently modeling wave propagation in new metamaterials.
method Meta-learns a common nonlocal kernel from existing tasks and transfers this knowledge to new tasks with minimal data.
result Substantial improvements in sampling efficiency for new metamaterials.

We consider the problem of rank loss minimization in the setting of multilabel classification, which is usually tackled by means of convex surrogate losses defined on pairs of labels. Very recently, this approach was put into question by a negative result showing that commonly used pairwise surrogate losses, such as ex…

2012-06-27abs ↗pdf ↗

Proposes a framework to incorporate global sensitivity into local surrogate models.

problem Narrowing focus to local scale in surrogate modeling leads to re-learning global trends.
method Integrates global sensitivity analysis into local surrogate models through input warping.
result Local models become equally sensitive to all input directions, focusing on local dynamics.

This work improves surrogate models using low-fidelity data to enhance accuracy and efficiency.

problem Limited training data makes high-fidelity models unreliable.
method Uses low-fidelity data to augment input space and condition high-fidelity models.
result Increased predictive accuracy and reduced computational cost compared to existing methods.

Deep learning model predicts subsurface flow dynamics.

problem Predicting dynamic subsurface flow in channelized geological systems.
method Residual U-Net and Convolutional LSTM networks trained on pressure and saturation maps.
result Surrogate model accurately predicts pressure, saturation, and well rates for new realizations.

Method removes misleading data to improve ML model accuracy.

problem Unhealthy fear of missing out on data leads to model instability and poor performance.
method Bayesian sequential selection method that identifies and selects critical information.
result Improves sample-wise error convergence and eliminates model instabilities.

HASSO improves SO algorithms by dynamically tuning hyperparameters.

problem Inefficiency of hyperparameter tuning for SO algorithms.
method HASSO is a self-adjusting SO algorithm that dynamically tunes its own hyperparameters.
result HASSO enhances the performance of various SO algorithms across different test problems.

A machine learning surrogate model predicts earthquake-induced building responses.

problem Expensive FE model simulations for earthquake damage estimation.
method SVD-based earthquake characterization and machine learning model training.
result Deep neural network provides most accurate predictions of building responses.

Generative Bayesian Computation improves surrogates for expensive simulations.

problem Limitations of Gaussian process surrogates in handling complex, non-stationary data.
method Generative Bayesian Computation via Implicit Quantile Networks (IQNs).
result Generative Bayesian Computation outperforms traditional Gaussian process methods across various benchmarks.

A new method uses reinforcement learning for hyperparameter optimization.

problem Optimizing hyperparameters in machine learning models.
method Modeling hyperparameter optimization as a sequential decision problem and using reinforcement learning.
result The method outperforms state-of-the-art approaches for hyperparameter learning.

Optimizes expensive functions using adaptive RBF surrogate model.

problem Global optimization of expensive, possibly non-differentiable functions.
method Adaptive Radial Basis Function (RBF) surrogate model with uncertainty quantification.
result The proposed method identifies optimal points efficiently, especially for non-smooth surfaces.

Deep learning models match traditional surrogate models in accuracy and speed for satellite remote sensing.

problem Limited computational power hinders high-resolution numerical model simulations.
method Deep learning framework applied to satellite remote sensing data.
result Deep learning models can accurately and efficiently emulate numerical models.

Model predicts insolvency risks in banks due to liquidity and credit risks.

problem Determining insolvency regions in banks due to non-linear interaction between liquidity and credit risks.
method Developed a continuous-time structural dynamic model integrating Basel III requirements into a stochastic optimal control framework. Used Hamilton-Jacobi-Bellman (HJB) equation to solve for insolvency boundary. Derived surrogate analytical approximation for real-time monitoring.
result Calibrated model reveals significant non-linear threshold effects and accelerates insolvency transition.

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 satisfied to obtain reliable results. However, standard machine learning algorithm…

2019-04-29abs ↗pdf ↗

The paper proposes a method to model non-smooth functions using clustering, classification, and Gaussian process modeling.

problem Modeling discontinuities and non-smoothness in expensive computational models.
method Three-stage approach combining clustering, classification, and Gaussian process modeling.
result The approach successfully models discontinuities and non-smoothness in various functions.