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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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285683111 · Jun 202019922001200920172026
48 results for fidelity relationships

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.

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.

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.

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.

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.

CAGES optimizes expensive RL problems by efficiently learning gradients from multiple sources.

problem Optimizing expensive-to-evaluate functions in high-dimensional spaces.
method Cost-Aware Gradient Entropy Search (CAGES) for multi-fidelity Bayesian optimization.
result Significant performance improvements on synthetic and RL benchmark problems.

Gradient-enhanced deep GPs improve multifidelity model accuracy.

problem Improving accuracy in multifidelity models using gradient data.
method Extending deep Gaussian processes to incorporate gradient data.
result Gradient-enhanced deep GP outperforms other models in predicting aerodynamic coefficients.

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.

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.

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.

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.

TTERGM models improve social network predictions by incorporating triadic relationships.

problem Lack of models capturing triadic relationships and social learning theories in temporal network data.
method Introduced TTERGM, a generative model that includes triadic relationships and social learning theory as additional probability distributions. Parameters are estimated via Monte Carlo maximum likelihood.
result TTERGM achieves improved accuracy and fidelity compared to existing models on social network data.

New protocol evaluates synthetic data for temporal consistency.

problem Synthetic data generators can produce invalid timestamps and trajectories.
method Characterize datasets by four properties, then measure timestamp validity and dynamics.
result Temporal fidelity must be measured, not inferred from static data.

The paper compares multi-fidelity methods for Gaussian process surrogates in physics.

problem Limited availability of data due to expensive simulations.
method Extending non-linear autoregressive methods to multi-fidelity models and incorporating delay terms.
result Multi-fidelity methods generally have smaller prediction error for the same computational cost.

FNO model predicts GCS pressure fields with 81% less data, even with limited high-fidelity data.

problem Accurate prediction of complex physical behaviors in large-scale 3D geological carbon storage problems with limited data.
method Multi-fidelity Fourier Neural Operator (FNO) for efficient training with multi-fidelity datasets.
result Multi-fidelity FNO model predicts pressure fields with reasonable accuracy even with limited high-fidelity data.

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.

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.

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.

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.

Computational simulations with different fidelity have been widely used in engineering design. A high-fidelity (HF) model is generally more accurate but also more time-consuming than an low-fidelity (LF) model. To take advantages of both HF and LF models, multi-fidelity surrogate models that aim to integrate informatio…

2019-06-22abs ↗pdf ↗

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.

RMFGP combines multi-fidelity models for efficient uncertainty quantification.

problem Efficiently infer quantities of interest with limited high-fidelity data.
method Rotated multi-fidelity Gaussian process with dimension reduction and Bayesian active learning.
result RMFGP model improves accuracy and efficiency in high-dimensional problems.

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.

We develop a novel multi-fidelity framework that goes far beyond the classical AR(1) Co-kriging scheme of Kennedy and O'Hagan (2000). Our method can handle general discontinuous cross-correlations among systems with different levels of fidelity. A combination of multi-fidelity Gaussian Processes (AR(1) Co-kriging) and …

2016-04-26abs ↗pdf ↗

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.

Combines multi-fidelity and asynchronous batch methods for faster experimental design.

problem Designing optimal experimental setups for battery performance.
method Algorithm combining multi-fidelity and asynchronous batch Bayesian Optimization.
result Algorithm outperforms single-fidelity batch and multi-fidelity sequential methods.

Conditional DGP learns effective kernels from low-fidelity data.

problem Learning effective kernels for multi-fidelity regression.
method Conditional DGP with moment matching for implicit kernel approximation.
result Effective kernels are learned from lower-fidelity data, improving multi-fidelity regression.

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.

Paper presents MF-PIDNN for physics-informed deep learning with low-fidelity data.

problem Challenges in systems with unknown or approximate governing differential equations and limited high-fidelity data.
method Transfer learning between physics-informed and data-driven deep learning models.
result Model provides accurate predictions even in data-scarce regions.

This work introduces a new metric to assess the fidelity of surrogate models to the underlying data-generating signal.

problem The limitations of fidelity-based explanations in explainable AI.
method Introduces the linearity score λ(f)λ(f) to quantify the extent of a regression network's linear decodability.
result High-fidelity surrogates can underperform compared to simpler models and even linear baselines trained directly on the data.

Enhances Gaussian process regression with multi-fidelity models and active subspaces for high-dimensional problems.

problem Data scarcity and high-dimensional input spaces with low intrinsic dimensionality.
method Employ Gaussian processes in a Bayesian setting, augmenting with low-fidelity models, and exploiting active subspaces.
result Improves model accuracy through multi-fidelity Gaussian process regression with active subspaces.

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.

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 ↗

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.

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.

Fidel-TS creates a new benchmark for time series forecasting models.

problem Lack of high-quality benchmarks for time series forecasting models.
method Formalized high-fidelity benchmark principles, including data sourcing integrity, leak-free design, and structural clarity. Created Fidel-TS, a new large-scale benchmark.
result Demonstrated the limitations of prior benchmarks and potential discrepancies in model evaluation.