An increasing number of time-consuming simulators exhibit a complex noise structure that depends on the inputs. To conduct studies with limited budgets of evaluations, new surrogate methods are required to model simultaneously the mean and variance fields. To this end, we present recent advances in Gaussian process modeling with input-dependent...
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March 21, 2019 (v1)Conference paperUploaded on: December 4, 2022
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2022 (v1)Journal article
Bayesian Optimization, the application of Bayesian function approximation to finding optima of expensive functions, has exploded in popularity in recent years. In particular, much attention has been paid to improving its efficiency on problems with many parameters to optimize. This attention has trickled down to the workhorse of high...
Uploaded on: December 3, 2022 -
2021 (v1)Journal article
An increasing number of time-consuming simulators exhibit a complex noise structure that depends on the inputs. For conducting studies with limited budgets of evaluations, new surrogate methods are required in order to simultaneously model the mean and variance fields. To this end, we present the hetGP package, implementing many recent advances...
Uploaded on: December 4, 2022 -
December 28, 2022 (v1)Publication
This paper focuses on multi-label learning from small number of labelled data. We demonstrate that the straightforward binary-relevance extension of the interpolated label propagation algorithm, the harmonic function, is a competitive learning method with respect to many widely-used evaluation measures. This is achieved mainly by a new...
Uploaded on: February 22, 2023 -
February 5, 2024 (v1)Publication
Gaussian processes are a widely embraced technique for regression and classification due to their good prediction accuracy, analytical tractability and built-in capabilities for uncertainty quantification. However, they suffer from the curse of dimensionality whenever the number of variables increases. This challenge is generally addressed by...
Uploaded on: February 11, 2024 -
December 28, 2023 (v1)Publication
This paper proposes several approaches as baselines to compute a shared active subspace for multivariate vector-valued functions. The goal is to minimize the deviation between the function evaluations on the original space and those on the reconstructed one. This is done either by manipulating the gradients or the symmetric positive...
Uploaded on: January 12, 2024 -
2022 (v1)Journal article
In the continual effort to improve product quality and decrease operations costs, computational modeling is increasingly being deployed to determine feasibility of product designs or configurations. Surrogate modeling of these computer experiments via local models, which induce sparsity by only considering short range interactions, can tackle...
Uploaded on: December 3, 2022 -
April 3, 2023 (v1)Publication
One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by building a surrogate model of the black-box to simultaneously select multiple designs via an infill...
Uploaded on: April 14, 2023 -
2021 (v1)Journal article
In recent years, active subspace methods (ASMs) have become a popular means of performing subspace sensitivity analysis on black-box functions. Naively applied, however, ASMs require gradient evaluations of the target function. In the event of noisy, expensive, or stochastic simulators, evaluating gradients via finite differencing may be...
Uploaded on: December 4, 2022 -
2021 (v1)Journal article
We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic samplers, in particular with heavy-tailed simulation noise and low signal-to-noise ratio. To guard...
Uploaded on: December 4, 2022 -
June 2021 (v1)Conference paper
In this work we present a fully integrated framework for aerodynamic shape optimisation. In order to develop an efficient design chain, a high level of automation is required. To this end, we propose an isogeometric approach, in which the same mathematical representation is adopted for the shape to optimize, the computational domain and the...
Uploaded on: December 3, 2022 -
April 29, 2021 (v1)Publication
This chapter addresses the question of how to efficiently solve many-objective optimization problems in a computationally demanding black-box simulation context. We shall motivate the question by applications in machine learning and engineering, and discuss specific harsh challenges in using classical Pareto approaches when the number of...
Uploaded on: December 4, 2022 -
March 28, 2022 (v1)Conference paper
This work aims at proposing an aerodynamic design optimization methodology entirely based on Computer-Aided Design (CAD) representations, yielding a fully integrated geometry-simulation-optimization framework. Specifically, the geometry to optimize is defined thanks to CAD standards, like Non-Uniform Rational B-Splines (NURBS); the resolution...
Uploaded on: December 4, 2022 -
December 2022 (v1)Journal article
The objective of the current work is to define a design optimization methodology in aerodynamics, in which all numerical components are based on a unique geometrical representation, consistent with Computer-Aided Design (CAD) standards. In particular, the design is parameterized by Non-Uniform Rational B-Splines (NURBS), the computational...
Uploaded on: December 3, 2022 -
June 14, 2023 (v1)Conference paper
We analyze two calibration approaches for parameter identification and traffic speed reconstruction in macroscopic traffic flow models. We consider artificially created noisy loop detector data as our field measurements. Due to the knowledge of the ground truth calibration parameter, we can give a sound assessment with respect to the...
Uploaded on: October 11, 2023 -
November 2021 (v1)Conference paper
A major difficulty in aerodynamic design is related to the multiplicity of geometrical representations handled during the optimization process. From high-order Computer-Aided Design (CAD) objects to discrete mesh-based descriptions, several geometrical transformations have to be performed, that considerably impact the accuracy, the robustness...
Uploaded on: December 3, 2022 -
December 14, 2023 (v1)Publication
We propose a physics informed statistical framework for traffic travel time prediction. On one side, the discrepancy of the considered mathematical model is represented by a Gaussian process. On the other side, the traffic simulator is fed with boundary data predicted by a Gaussian process, forced to satisfy the mathematical equations at...
Uploaded on: December 17, 2023 -
December 6, 2024 (v1)Publication
This chapter presents specific aspects of Gaussian process modeling in the presence of complex noise. Starting from the standard homoscedastic model, various generalizations from the literature are presented: input varying noise variance, non-Gaussian noise, or quantile modeling. These approaches are compared in terms of goal, data availability...
Uploaded on: January 13, 2025 -
November 17, 2021 (v1)Publication
We propose a Bayesian approach for parameter uncertainty quantification in macroscopic traffic flow models from cross-sectional data. A bias term is introduced and modeled as a Gaussian process to account for the traffic flow models limitations. We validate the results comparing the error metrics of both first and second order models, showing...
Uploaded on: December 3, 2022 -
2024 (v1)Publication
Understanding and optimizing the design of helical micro-swimmers is crucial for advancing their application in various fields. This study presents an innovative approach combining Free-Form Deformation with Bayesian Optimization to enhance the shape of these swimmers. Our method facilitates the computation of generic swimmer shapes that...
Uploaded on: September 19, 2024 -
May 9, 2021 (v1)Conference paper
A novel computational methodology based on statistical learning multiobjective optimization is developed to optimize large-scale achromatic 3D metalenses in the visible regime. The optimized lens has a numerical aperture of 0.56 and an average focusing efficiency of 45%. The metasurface is a nanostructured interface with a subwavelength...
Uploaded on: December 4, 2022 -
2021 (v1)Journal article
International audience
Uploaded on: December 3, 2022 -
September 2021 (v1)Journal article
CityCOVID is a detailed agent-based model that represents the behaviors and social interactions of 2.7 million residents of Chicago as they move between and colocate in 1.2 million distinct places, including households, schools, workplaces, and hospitals, as determined by individual hourly activity schedules and dynamic behaviors such as...
Uploaded on: December 3, 2022 -
March 11, 2021 (v1)Publication
In this paper we are interested in optimizing the shape of multi-flagellated helical microswimmers. Mimicking the propagation of helical waves along the flagella, they self-propel by rotating their tails. The swimmer's dynamics is computed using the Boundary Element Method, implemented in the open source Matlab library $Gypsilab$. We exploit a...
Uploaded on: December 4, 2022 -
June 26, 2023 (v1)Publication
This poster emphasizes the paramount importance of employing optimization techniques to effectively address nonlocal resonance phenomena, accomplish multiobjective optimization, and seamlessly integrate uncertain quantification methods.
Uploaded on: December 25, 2023