BAMS uses Bayesian sampling to discover AV failures more efficiently and accurately.
problem Discovering potential failure cases in autonomous vehicles efficiently and accurately.
method Bayesian adaptive multifidelity sampling (BAMS) prioritizes exploration of low performance regions.
result BAMS discovers 10 times more issues than traditional methods with narrower rate estimates.
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.
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.
Entropy-based GP adaptive design improves failure probability estimation.
problem Limited accuracy in failure probability estimation due to model evaluation costs.
method Entropy-based Gaussian process (GP) adaptive design combined with multifidelity importance sampling (MFIS).
result More accurate failure probability estimates and higher confidence.
A cost-effective framework for gradual domain adaptation using multifidelity.
problem Degrading prediction performance due to large domain distance.
method Combines multifidelity and active domain adaptation.
result Improves prediction performance with reduced sample cost.
Paper introduces a bandit-learning method for multifidelity approximations.
problem Efficiently using data of varying fidelities in scientific computation.
method Formulates multifidelity approximation as a modified stochastic bandit problem and proposes AETC algorithm.
result Established optimality of AETC algorithm for multifidelity approximation.
Efficiently estimates material parameter space with multifidelity Gaussian process modeling.
problem Estimating a region of material parameter space with similar precipitate shapes.
method Multifidelity Gaussian process modeling to reduce computational cost.
result Significant reduction in sampling cost for accurate LER estimation.
RAAL optimizes black box function optimization with multifidelity models.
problem Time-consuming and unfeasible black box optimization.
method Resource Aware Multifidelity Active Learning (RAAL) for efficient optimization.
result RAAL optimizes black box function optimization with multifidelity models.
A new method uses multifidelity Gaussian process regression to solve nonlinear PDEs.
problem Efficiently solving nonlinear PDEs using kernel methods.
method Proposes a kernel learning approach based on cokriging for multifidelity simulations.
result Demonstrates improved performance on the Burgers' equation.
A new method for reducing model complexity using neural active manifolds.
problem Uncertainty quantification in computationally expensive models.
method Autoencoders and surrogate models to discover a neural active manifold.
result Neural active manifolds reduce model variance in multifidelity sampling.
MFNets constructs efficient multifidelity surrogates from diverse information sources.
problem Creating accurate surrogates from multiple, potentially costly or inaccurate data sources.
method Directed acyclic graph of connections, gradient-based minimization of least squares objective, flexible information source structure.
result Error reduction by orders-of-magnitude, especially in low-data scenarios.
Efficiently estimates rare events using multifidelity modeling.
problem Estimating rare events with computationally expensive models.
method Active learning with multifidelity modeling, adapting the number of high-fidelity simulations based on problem complexity and desired accuracy.
result Significantly reduced the number of high-fidelity model calls while maintaining accuracy.
Estimates reliability of nuclear fuel using advanced modeling techniques.
problem Determining the reliability of TRISO-coated particle fuel, which has small failure probabilities and expensive computational models.
method Coupled active learning, multifidelity modeling, and subset simulation.
result Multifidelity modeling strategies consistently reduce the number of high-fidelity model calls.
MF-GLaM models improve stochastic simulator emulation with multifidelity data.
problem Challenging to emulate stochastic simulators' full conditional probability distribution.
method Proposes MF-GLaMs to efficiently emulate HF stochastic simulators using LF data.
result MF-GLaMs achieve improved accuracy or comparable performance at reduced cost.
This paper develops mfEGRA, a multifidelity active learning method using data-driven adaptively refined surrogates for failure boundary location in reliability analysis. This work addresses the issue of prohibitive cost of reliability analysis using Monte Carlo sampling for expensive-to-evaluate high-fidelity models by…
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.
The computational effort for the evaluation of numerical simulations based on e.g. the finite-element method is high. Metamodels can be utilized to create a low-cost alternative. However the number of required samples for the creation of a sufficient metamodel should be kept low, which can be achieved by using adaptive…
In this work, we propose a framework that combines the approximation-theory-based multifidelity method and Gaussian-process-regression-based multifidelity method to achieve data-model convergence when stochastic simulation models and sparse accurate observation data are available. Specifically, the two types of multifi…
This paper provides a quantitative method for estimating the risk associated with candidate transportation technology, before it is developed and deployed. The proposed solution extends previous methods that rely exclusively on low-fidelity human-in-the-loop experimental data, or high-fidelity traffic data, by adopting…
Two multifidelity trust-region methods use low-fidelity models for efficient optimization.
problem Efficiently solving complex optimization problems with limited data.
method Sketched Trust-Region (STR) and SVD Trust-Region (SVDTR) methods using low-fidelity models.
result Potential gain in efficiency demonstrated through numerical examples.
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.
Method for creating synthetic multi-fidelity data sets.
problem Lack of representative synthetic datasets for multifidelity optimisation benchmarks.
method Systematic generation of synthetic fidelities from preexisting datasets.
result Allows systematic investigation of lower fidelity proxies' influence.
A method to improve surrogate model accuracy using multiple fidelity models.
problem Efficiently combining models of varying accuracy and computational cost.
method Multifidelity Gaussian process models and leave-one-out cross-validation.
result Reduced LOO-CV error at the highest fidelity through adaptive learning.
In this work, we propose a new Gaussian process regression (GPR)-based multifidelity method: physics-informed CoKriging (CoPhIK). In CoKriging-based multifidelity methods, the quantities of interest are modeled as linear combinations of multiple parameterized stationary Gaussian processes (GPs), and the hyperparameters…
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.
Automated HPO design using Bayesian optimization and benchmarking.
problem Designing effective hyperparameter optimization algorithms is manual and lacks systematic understanding.
method Formalized space of HPO candidates, Bayesian optimization for search, ablation analysis.
result Simple configurations can perform well in HPO, especially with right parameters.
The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The acquisition function typically depends on the mean and the variance of the surrogate mod…
In statistical modeling with Gaussian Process regression, it has been shown that combining (few) high-fidelity data with (many) low-fidelity data can enhance prediction accuracy, compared to prediction based on the few high-fidelity data only. Such information fusion techniques for multifidelity data commonly approach …
Proposes a stratified sampling method for high-dimensional models using neural active manifolds.
problem Uncertainty propagation in computationally expensive models with many inputs.
method Neural active manifolds for nonlinear dimensionality reduction, followed by stratification in the reduced space.
result Effective variance reduction in high-dimensional models using stratified sampling.
Importance sampling is often used in machine learning when training and testing data come from different distributions. In this paper we propose a new variant of importance sampling that can reduce the variance of importance sampling-based estimates by orders of magnitude when the supports of the training and testing d…
Paper proposes a method to estimate variance reduction in DNN training using importance sampling.
problem Challenges in assessing variance reduction during DNN training using importance sampling.
method Proposes a method for estimating variance reduction using minibatches sampled under importance sampling.
result Demonstrates consistent reduction in variance, improved training efficiency, and enhanced model accuracy.
Importance sampling is widely used in machine learning and statistics, but its power is limited by the restriction of using simple proposals for which the importance weights can be tractably calculated. We address this problem by studying black-box importance sampling methods that calculate importance weights for sampl…
The paper analyzes and improves privacy in machine learning through importance sampling.
problem Ensuring privacy in machine learning while maintaining utility and efficiency.
method Individualized privacy analysis of importance sampling, proposing two approaches for constructing sampling distributions.
result Proposed approaches optimize privacy-efficiency trade-off and outperform uniform sampling.
The paper explains how importance sampling can be used for optimization of rare events.
problem Minimizing tail risks in stochastic optimization formulations.
method Importance sampling for reducing sample requirements in estimating rare events.
result Effective importance sampling techniques for optimization of rare events.
Paper introduces a new sampling method combining Consistency Models with importance sampling.
problem Inherent errors in samples and high NFEs for high-quality samples in Boltzmann distributions.
method Combines Consistency Models with importance sampling to produce unbiased samples with minimal NFEs.
result Produces unbiased samples using only 6-25 NFEs, comparable to 100 NFEs for DDPMs.
Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform sampling can guarantee that the sampled stochastic quantity is an unbiased estim…
Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the mismatch between the current proposal and a target distribution. In this work, we prese…
Low-rank MPPCA improves importance sampling in high dimensions.
problem Estimating full-rank GMM covariance matrices in high dimensions is numerically unstable.
method Use MPPCA mixtures as low-rank proposals for importance sampling in high-dimensional spaces.
result Consistent gains in sample efficiency and quality of failure distribution characterization.
Framework improves gradient estimation for faster training convergence.
problem Efficiently estimating noisy gradients in stochastic optimization.
method Dynamic adaptive importance sampling combining multiple distributions.
result Adaptively weighted multiple importance sampling yields superior gradient estimates.
Importance-weighting is a popular and well-researched technique for dealing with sample selection bias and covariate shift. It has desirable characteristics such as unbiasedness, consistency and low computational complexity. However, weighting can have a detrimental effect on an estimator as well. In this work, we empi…
Off-policy policy estimators that use importance sampling (IS) can suffer from high variance in long-horizon domains, and there has been particular excitement over new IS methods that leverage the structure of Markov decision processes. We analyze the variance of the most popular approaches through the viewpoint of con…
We develop a new method to estimate failure probabilities in complex systems.
problem Estimating failure probabilities in safety-critical autonomous systems is challenging due to the rarity of failures and large state spaces.
method We propose an adaptive importance sampling algorithm that minimizes forward Kullback-Leibler divergence and uses Markov score ascent methods.
result Our method provides more accurate failure probability estimates than existing techniques.
BR-SNIS reduces bias in self-normalized IS without increasing variance.
problem Bias in self-normalized IS.
method Iterated sampling-importance resampling (ISIR) to form a bias-reduced estimator.
result Significant reduction in bias without increasing variance.
GAR generalizes autoregression for efficient multi-fidelity fusion.
problem Efficiently combining low-fidelity and high-fidelity simulation results.
method Generalized autoregression (GAR) using tensor formulation and latent features.
result GAR outperforms state-of-the-art methods with a large margin in RMSE.
We present a new method for conducting Monte Carlo inference in graphical models which combines explicit search with generalized importance sampling. The idea is to reduce the variance of importance sampling by searching for significant points in the target distribution. We prove that it is possible to introduce search…
Generative Adversarial Networks (GAN) training process, in most cases, apply Uniform or Gaussian sampling methods in the latent space, which probably spends most of the computation on examples that can be properly handled and easy to generate. Theoretically, importance sampling speeds up stochastic optimization in supe…
The paper improves importance sampling and MCMC methods for complex distributions.
problem Improving sampling efficiency for distributions with atoms or heavy tails.
method Develops minimax optimal trial distributions and importance-tempered MCMC.
result Importance-tempered MCMC can be uniformly ergodic for certain distributions.
New MCMC method corrects bias without extra cost.
problem Correcting bias in MCMC algorithms without additional computational cost.
method Generalized Markov Chain Importance Sampling methods.
result Proposed methods are more efficient than Metropolis-Hastings versions.