Proposes a method to refine PDE-driven high-dimensional rare-event simulation.
problem Challenges in constructing accurate surrogates for rare-event simulation.
method Adaptive importance sampling framework that refines a locally constructed surrogate.
result Achieves accuracy comparable to true-model adaptive importance sampling with fewer high-fidelity evaluations.
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.
Surrogate-based analysis of interactions via local effect smooths
problem Detecting and characterizing feature interactions in machine learning models
method Surrogate-based analysis using generalized additive models
result Empirical validation of effectiveness for pairwise interactions
Local update methods' performance depends on learning rates, affecting convergence rates and alignment with true loss.
problem The performance of local update methods in federated learning and meta-learning is sensitive to learning rates.
method Proved that local update methods perform SGD on a surrogate loss function, characterized the surrogate loss, and derived convergence rates.
result Proper learning rate tuning is crucial for near-optimal behavior in communication-limited settings.
Local surrogate explainers vary in objectives, leading to incomparable explanations.
problem Variability in objectives among local surrogate explainers.
method Review of multiple local surrogate explainers, focusing on extracted information.
result Diverse explanations from similar methods due to differing objectives.
Local surrogate models, to approximate the local decision boundary of a black-box classifier, constitute one approach to generate explanations for the rationale behind an individual prediction made by the back-box. This paper highlights the importance of defining the right locality, the neighborhood on which a local su…
Surrogate explainers of black-box machine learning predictions are of paramount importance in the field of eXplainable Artificial Intelligence since they can be applied to any type of data (images, text and tabular), are model-agnostic and are post-hoc (i.e., can be retrofitted). The Local Interpretable Model-agnostic …
Local surrogate model improves time series forecasts and provides interpretable explanations.
problem Improving time series forecasting accuracy while maintaining interpretability.
method A local surrogate model is used to correct the base model's predictions, making the corrections interpretable by re-fitting the base model to the error-predicted data.
result The method can discover and explain underlying patterns in the data, improving both accuracy and interpretability.
LOL-GP model improves surrogate modeling of expensive simulators.
problem Costly computer simulations for complex systems.
method Local transfer learning Gaussian process.
result Improved surrogate performance over existing methods.
We address the problem of training models with black-box and hard-to-optimize metrics by expressing the metric as a monotonic function of a small number of easy-to-optimize surrogates. We pose the training problem as an optimization over a relaxed surrogate space, which we solve by estimating local gradients for the me…
In this paper, a new sequential surrogate-based optimization (SSBO) algorithm is developed, which aims to improve the global search ability and local search efficiency for the global optimization of expensive black-box models. The proposed method involves three basic sub-criteria to infill new samples asynchronously to…
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.
We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with intractable likelihoods. Optimization of these forward models is particularly chall…
Interpretable surrogates of black-box predictors trained on high-dimensional tabular datasets can struggle to generate comprehensible explanations in the presence of correlated variables. We propose a model-agnostic interpretable surrogate that provides global and local explanations of black-box classifiers to address …
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.
A new framework reduces inconsistencies in chaotic surrogate modeling.
problem Consistency issues between probabilistic objectives and dynamical system dynamics.
method KAFFEE (Kalman-Aware Framework For Ergodic Emulation), a differentiable extended Kalman filter.
result KAFFEE mitigates the dynamic-probabilistic consistency gap, improving reconstruction and predictive scores.
This study proposes an efficient surrogate for Darcy flow inverse problems.
problem Efficiently constructing accurate surrogate models for high-dimensional complex inverse problems.
method Sequential Bayesian design strategy to acquire a locally accurate surrogate model focusing on high-probability regions.
result The proposed method accelerates inversion accuracy and computational speed.
Thanks to their versatility, ease of deployment and high-performance, surrogate models have become staple tools in the arsenal of uncertainty quantification (UQ). From local interpolants to global spectral decompositions, surrogates are characterised by their ability to efficiently emulate complex computational models …
Paper proposes using tree-based surrogate models for efficient Shapley computation.
problem Efficient computation of Shapley values using conditional expectations.
method Surrogate model-based tree for approximating Shapley and SHAP values.
result The proposed algorithm improves accuracy and unifies global interpretation.
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.
Area under ROC (AUC) is an important metric for binary classification and bipartite ranking problems. However, it is difficult to directly optimizing AUC as a learning objective, so most existing algorithms are based on optimizing a surrogate loss to AUC. One significant drawback of these surrogate losses is that they …
A new method for creating simpler models from complex ones.
problem Creating accurate approximations of complex models at reduced costs.
method Sequential adaptive surrogate modeling based on locally spectral expansions.
result Stochastic spectral embedding (SSE) shows good approximation capabilities and scalability.
New insights into convergence and accuracy trade-offs in federated and meta-learning.
problem Understanding the trade-offs between convergence and accuracy in federated and meta-learning.
method Generalized local update methods, proving equivalence to first-order optimization on a surrogate loss.
result Novel convergence rates and insights into the importance of algorithmic choices in communication-limited settings.
Graph Neural Simulators improve data efficiency for PDE surrogates.
problem Lack of data efficiency in neural operators for PDE systems.
method Graph Neural Simulators (GNS) leverage message-passing and numerical time-stepping to learn PDE dynamics efficiently.
result GNS achieves less than 1% relative L2 error using only 3% of available trajectories.
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.
MVRSM optimizes expensive functions with mixed variables, outperforming state-of-the-art methods.
problem Minimizing expensive functions with mixed continuous and integer variables.
method Mixed-Variable ReLU-based Surrogate Modelling (MVRSM) using rectified linear units.
result MVRSM outperforms state-of-the-art methods on synthetic and real-life benchmarks.
Proposes a model to interpret complex ML algorithms.
problem Complex ML models are hard to interpret.
method Uses model-based regression trees and interpretable main-effects models.
result Surrogate model provides interpretable results with good predictive performance.
New technique debiases distributed optimization, improving convergence rate.
problem Bias in local estimates limits effectiveness of distributed second order optimization.
method Surrogate sketching and scaled regularization to eliminate bias.
result The debiased local estimates lead to faster convergence in distributed optimization.
SVH-PSL uses Stein Variational Gradient Descent and Hypernetworks to improve Pareto set learning for expensive MOO.
problem Fragmented surrogate models and pseudo-local optima in expensive multi-objective optimization problems.
method SVH-PSL integrates Stein Variational Gradient Descent (SVGD) with Hypernetworks to address fragmentation and pseudo-local optima.
result SVH-PSL significantly improves the quality of the learned Pareto set, offering a promising solution for expensive MOO.
We introduce the functional mean-shift algorithm, an iterative algorithm for estimating the local modes of a surrogate density from functional data. We show that the algorithm can be used for cluster analysis of functional data. We propose a test based on the bootstrap for the significance of the estimated local modes …
New method speeds up Bayesian inverse problem solving with neural operators.
problem Solving infinite-dimensional Bayesian inverse problems with high computational cost.
method Delayed-acceptance geometric MCMC driven by derivative-informed neural operator surrogates.
result Significant speedup in generating posterior samples (3-9 times faster).
Paper develops algorithms for nonsmooth, nonconvex statistical learning problems.
problem Nonsmooth and nonconvex objectives in statistical learning.
method Bregman-surrogate algorithm framework, including local linear approximation, mirror descent, iterative thresholding, DC programming.
result Global convergence rates for nonconvex and nonsmooth objectives in high dimensions.
LIMEtree offers faithful explanations for multiple classes in predictive models.
problem Generating explanations for several classes can be difficult due to conflicting evidence.
method LIMEtree uses multi-output regression trees for consistent and faithful explanations of multiple classes.
result LIMEtree provides diverse explanation types and outperforms LIME in evaluations.
A method compares AI corrections to a base model for explaining predictions.
problem Creating explanations for AI predictions.
method Introduces a surrogate model to correct a simpler base model and provides criteria for accuracy and fidelity.
result Induces neighborhoods of instances with ideal accuracy and fidelity.
Gradient-informed BNNs improve Bayesian optimization performance.
problem Improving Bayesian optimization with gradient information.
method Gradient-informed loss function for Bayesian neural networks.
result Gradient information enhances BNN predictions and BO convergence.
A new method reduces high-dimensional parameter spaces for faster numerical tasks.
problem Efficiently reducing high-dimensional parameter spaces for numerical tasks.
method Local Active Subspaces (LAS) combining active subspaces with clustering techniques.
result Significant speed-up in numerical tasks through efficient dimension reduction.
Deep Jump Gaussian Processes model high-dimensional piecewise functions.
problem Modeling high-dimensional piecewise continuous functions with limited accuracy.
method Integrates region-specific locally linear projections with Jump Gaussian Processes (JGP) to capture local low-dimensional subspace structures.
result DJGP achieves superior predictive accuracy and more reliable uncertainty quantification compared to existing methods.
Unified approach for federated learning using MM optimization.
problem Scaling stochastic optimization to federated learning.
method Unified Majorize-Minimize (MM) framework for stochastic optimization, extended to federated learning.
result Unified algorithm \QSMM\ for federated learning that aggregates surrogate majorizing functions.
Local GP approach improves simulation efficiency for large datasets.
problem High computational cost of traditional Gaussian processes for large-scale simulations.
method Hybridizes global and local GP approximations with strategic placement of inducing points.
result Local inducing points enhance accuracy and computational efficiency.
Adapts Gaussian process surrogate evaluation with conformal prediction for better coverage guarantees.
problem Uncertainty quantification and model specification issues in Gaussian process surrogate models.
method Adaptive cross-conformal prediction intervals using posterior standard deviation weighting.
result Conformal prediction intervals provide significant correlation with surrogate model error and frequentist coverage guarantees.
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.
Motivated by applications in hyperspectral imaging we investigate methods for approximating a high-dimensional non-negative matrix Y by a product of two lower-dimensional, non-negative matrices K and X. This so-called non-negative matrix factorization is based…
Conformal prediction improves prediction intervals for PCEs, especially in sparse cases.
problem Quantifying local model errors in PCEs for small datasets.
method Integration of conformal prediction methods (full and Jackknife+) into full and sparse PCEs.
result Better-calibrated prediction intervals for both full and sparse PCEs.
KrigHedge uses Gaussian processes to approximate option Greeks efficiently.
problem Computing option Greeks in complex models is computationally expensive or inexact.
method Gaussian process surrogates trained on noisy option prices, with analytical differentiation for sensitivities.
result The method provides accurate Delta approximations and quantifies hedging loss.
Surrogate model construction for vector-valued outputs
problem Improving surrogate model accuracy and stability for complex engineering systems
method Adaptive sequential sampling for polynomial chaos expansion
result Improves surrogate accuracy and stability
A new method estimates rare failure events in complex systems.
problem Estimating the probability of rare failure events in non-linear systems.
method Stochastic Spectral Embedding (SSE) combined with modifications for efficient rare event estimation.
result Rare failure probability decomposed into conditional probabilities for easier computation.
Improves local model explanations using GANs and Linear Model Trees.
problem Need for accurate and intuitive explanations of complex machine learning models.
method Generative Adversarial Network (GAN) for synthetic data generation and Linear Model Trees for surrogate model training.
result Significantly improved local model explanations with contextual information.
BOinG optimizes HPO problems by focusing on promising local regions.
problem Expensive black-box optimization problems, especially hyperparameter optimization.
method Two-stage approach: global surrogate model followed by local model.
result BOinG exploits the structure of typical HPO problems and performs well on mid-sized problems.