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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.

168,695 papers · 148 categories

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215430644859 · Jun 202019922001200920172026
48 results for fidelity improvement

This work improves surrogate models for balancing accuracy and cost in multi-fidelity methods.

problem Balancing accuracy and computational cost in multi-fidelity methods.
method Develops context-aware surrogate models for multi-fidelity importance sampling and Bayesian inverse problems.
result Context-aware surrogate models can lead to runtime speedups of up to one order of magnitude.

Improves Bayesian optimization for multi-fidelity functions.

problem Inefficient estimation of black-box functions due to ignored or oversimplified correlations between fidelities.
method Proposes DNN-MFBO using deep neural networks to capture complex relationships between fidelities.
result Shows significant improvement in optimization performance on synthetic and real-world datasets.

Proposes a method to estimate conditional quantiles using both high-fidelity and low-fidelity data.

problem Difficulty in estimating conditional quantiles with scarce high-fidelity data.
method Two-stage, model-agnostic method using local quantile link and level function estimation.
result The method yields more accurate quantile estimates and tighter prediction intervals.

Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both fundamental machine learning procedures such as Bayesian optimization, as well as mor…

2019-03-18abs ↗pdf ↗

Proposes a method to improve surrogate modeling and design optimization using latent variables.

problem Improving efficiency in multi-fidelity adaptive sampling without hierarchical assumptions.
method A framework using a latent variable Gaussian process to capture correlations between different fidelity models and optimize adaptive sampling.
result Demonstrates superior performance in convergence rate and robustness compared to existing methods.

Enhances multi-fidelity modeling with DGPs for different input domains.

problem Improving prediction accuracy with multi-fidelity models using different input domains.
method Extends Deep Gaussian Processes (DGPs) to handle different input domains for high and low-fidelity models.
result Demonstrates improved performance on real-world physical problems.

Paper optimizes multi-fidelity function with fast learning rates.

problem Optimizing a locally smooth function with limited budget and varying fidelity approximations.
method Kometo algorithm that achieves simple regret rates without knowing function smoothness or fidelity assumptions.
result Kometo algorithm outperforms previous methods empirically.

Efficiently predicts high-fidelity PDE solutions using multi-fidelity Gaussian processes.

problem Expensive high-fidelity solutions for PDEs on discretized domains.
method Multi-Fidelity High-Order Gaussian Process (MFHoGP) that integrates multi-fidelity examples and scales to large numbers of outputs.
result Significantly reduces the cost of high-fidelity PDE solutions through efficient Gaussian process modeling.

New methods combine low and high-fidelity data for accurate surrogate modeling.

problem Challenges in surrogate modeling for high-dimensional outputs with limited training data.
method Projection-based multifidelity linear regression methods integrating low-fidelity and high-fidelity data.
result Multifidelity methods achieve up to 12% improvement in median accuracy compared to single-fidelity methods.

New method finds failures in high-fidelity simulators with fewer steps.

problem Finding failures in high-fidelity simulators is expensive and impractical.
method Adaptive stress testing with backward algorithm adaptation from low-fidelity to high-fidelity.
result Significantly fewer high-fidelity simulation steps needed to find failures.

Improved accuracy in dynamic response variation analysis using multi-fidelity data fusion.

problem Inefficient characterization of dynamic response variation due to limited high-fidelity data.
method Composite Neural Network fusion approach for multi-level, heterogeneous datasets.
result Improved accuracy in frequency response variation characterization.

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.

New method optimizes aircraft design with reduced computation using multi-fidelity models.

problem Efficiently solve complex aircraft design problems with limited computational resources.
method Proposes novel multi-fidelity selection strategies that consider both objective and constraint information.
result Shows 86%86\% to 200%200\% more constraint compliant solutions with a limited budget.

New method uses low-fidelity simulations to efficiently infer parameters of high-fidelity models.

problem Challenges in inferring parameters of computationally expensive high-fidelity models.
method Multifidelity simulation-based inference using transfer learning and adaptive selection of high-fidelity parameters.
result Significant reduction in the number of high-fidelity simulations required for inference.

Enhances inverse design optimization with machine learning and reduced fidelity simulations.

problem Limited compute resources in inverse design optimization.
method Synergy of multi-fidelity simulations, machine learning, and search space reduction.
result Significant computational resource savings and improved optimization performance.

Paper explores using bi-fidelity data to train neural networks for uncertainty quantification.

problem Training neural networks requires large amounts of data, which may not be available for computationally expensive systems.
method Transfer learning techniques using high- and low-fidelity models, including standard transfer and bi-fidelity weighted learning.
result Bi-fidelity transfer learning improves accuracy over standard training approaches.

New approach uses low-fidelity data to train ML models efficiently.

problem Training ML models with scarce high-fidelity data leads to high variance and poor generalization.
method Multifidelity linear regression using approximate control variates.
result Multifidelity training achieves similar accuracy with reduced high-fidelity data.

New method tackles constrained optimization in multi-fidelity Bayesian optimization.

problem Efficiently identifying feasible regions in constrained optimization problems.
method Proposes CMFBO method with novel acquisition functions.
result Demonstrates effectiveness on synthetic problems and real-world ICF and joint design problems.

Enhanced multi-fidelity models improve digital twin accuracy and uncertainty quantification.

problem Lack of detailed application-specific data and inaccurate sensor data hinder surrogate model learning for digital twins.
method Proposes a multi-fidelity surrogate model framework integrating PCFE and GP, and deep-HPCFE with auto-regression schemes.
result Demonstrates improved accuracy and uncertainty quantification in digital twin systems.

Unified framework for efficient surrogate modeling in manufacturing.

problem Large data requirements and heterogeneous data sources in manufacturing.
method Hierarchical multi-task multi-fidelity (H-MT-MF) framework for Gaussian process-based surrogate modeling.
result Improves prediction accuracy by up to 23% compared to existing methods.

rMFBO improves MFBO by making it robust to unreliable low-fidelity sources.

problem Optimizing expensive functions with unreliable low-fidelity approximations.
method rMFBO (robust MFBO) integrates a theoretical guarantee to make GP-based MFBO robust to unreliable sources.
result rMFBO outperforms earlier MFBO methods on unreliable sources.

Improved local explainer aggregation for interpretable machine learning models.

problem Improving the interpretability of black box machine learning models.
method Non-convex optimization and integer optimization framework for local explainer aggregation.
result Our method outperforms existing methods in terms of coverage and fidelity, particularly in multi-class settings.

New method improves multi-fidelity Bayesian optimization by accounting for local correlations and varying noise.

problem Existing multi-fidelity Bayesian optimization methods assume global correlation and constant noise, which limits performance.
method Proposes an MF emulation method that learns noise models for each data source and leverages locally correlated LF sources.
result Improves performance of multi-fidelity Bayesian optimization by accounting for local correlations and varying noise.

New method learns PDE solutions from low-fidelity data.

problem Challenges in learning PDE surrogates with scarce data.
method Flow matching in infinite-dimensional space with conditional neural operators.
result Accurately learns PDE solutions across different resolutions and fidelities.

Neural network fusion reduces data acquisition costs for multi-fidelity sources.

problem Reducing cost in acquiring information from multiple data sources with varying fidelity.
method Employing a novel neural network architecture for nonlinear manifold learning of multi-fidelity data.
result Our approach provides high predictive power and quantifies various sources uncertainties.

Proposes a multi-fidelity machine learning strategy integrating low-fidelity deterministic and high-fidelity Bayesian models.

problem Addressing the accuracy-efficiency trade-off in machine learning with scarce high-fidelity data.
method Integrates a non-probabilistic regression model for low-fidelity with a Bayesian model for high-fidelity, trained in a staggered scheme.
result Achieves comparable performance in mean and uncertainty estimation with reduced training time and effective mitigation of overfitting.

This paper reviews Gaussian process-based multi-fidelity techniques for different fidelity relationships.

problem Combining accurate and cheap models for complex system design.
method Gaussian process-based multi-fidelity modeling techniques for varying fidelity relationships.
result Comparison of techniques on analytical and aerospace engineering problems.

The study optimizes wind farm yaw control using Gaussian process regression and high-fidelity simulations.

problem Improving yaw control inputs for maximum power production in wind farms.
method Gaussian process regression and modifier adaptation scheme based on high-fidelity simulation data.
result Both modifier adaptation and Bayesian optimization improve power production with smaller yaw misalignments.

FCOC framework improves financial volatility forecasting.

problem Tackles dual challenges of feature fidelity and model responsiveness in financial volatility forecasting.
method Synergizes fractal feature extraction and dynamic chaotic oscillation processing.
result Demonstrates profound and generalizable impact on S\&P 500 and DJI datasets.

Machine learning combines high- and low-fidelity models for efficient uncertainty quantification and optimization.

problem Efficiently combining high- and low-fidelity models for uncertainty quantification and optimization.
method Machine learning-based multi-fidelity methods for uncertainty quantification and optimization.
result Unified perspective on multi-fidelity priors for optimization.

A new MCMC method combines low and high-fidelity models to reduce computation.

problem Inefficient computation of expensive target densities in scientific applications.
method Pseudo-marginal MCMC approach using a telescoping series of low-fidelity models.
result Asymptotically exact multi-fidelity MCMC algorithms for reduced computational cost.

This paper presents a method to efficiently estimate rare event probabilities using a combination of high and low-fidelity models.

problem Estimating the probability of failure for complex systems using high-fidelity models is expensive and inaccurate for rare events.
method The paper introduces a multi-fidelity surrogate modeling strategy using active learning and subset simulation to merge high and low-fidelity models.
result The method significantly reduces computational cost while maintaining high accuracy in estimating rare event probabilities.