arXiv Machine Learning

Uncertainty Quantification of Engineering Structures by Polynomial Chaos Expansion and Multivariate Active Learning

arXiv:2606. 17233v1 Announce Type: new Abstract: In many engineering applications, a single high-fidelity model produces multiple quantities of interest (QoIs) under the same input parameters, e.

arXiv Machine Learning
Aug 6

Stochastic Emulation using Generalized Stratified Sampling for Performance-Based Risk Optimization of Structures

arXiv:2608. 05006v1 Announce Type: new Abstract: Metamodels are instrumental in reducing the computational burden associated with nested reliability analyses and optimization loops in Performance-Based Risk Optimization (PBRO) of structures under stochastic loads.

By Isabela D. Rodrigues, Seymour M. J. Spence, Henrique M. Kroetz, Andr\'e T. Beck
arXiv Statistics ML
Sep 11

Learning-Based Surrogate Method for Stochastic Optimization under Decision-Dependent Uncertainty with Adaptive Random Designs

The paper introduces a learning-based surrogate approach for stochastic optimization problems where uncertainty depends on the decision, modeled via a nonparametric regression. It constructs a surrogate that embeds iteratively updated Jacobian estimates, using an adaptive random design that focuses sampling near the current iterate to achieve dimension‑independent convergence of the Jacobian estimates. The resulting learning‑based stochastic prox‑linear (L‑SPL) algorithm demonstrates nonasymptotic convergence rates and outperforms existing methods in sample efficiency and objective value in numerical experiments.

By Boyang Shen, Junyi Liu
arXiv AI
Aug 19

Adaptive surrogate modeling for high-dimensional spatio-temporal output

This paper introduces an adaptive surrogate modeling framework tailored for problems with extremely high‑dimensional spatio‑temporal outputs. The approach first reduces dimensionality by mapping outputs to a low‑dimensional latent space, then builds a surrogate model there, and finally employs a novel adaptive sampling strategy that balances exploration and exploitation to refine the surrogate with minimal expensive physics‑model runs. The method is validated on a thermo‑mechanical analysis of a gas turbine engine blade.

By Berkcan Kapusuzoglu, Shunsaku Matsumoto, Yoshitomo Miyagi, Daigo Watanabe, Sankaran Mahadevan
arXiv Machine Learning
Sep 18

Expected Hypervolume Maximization for Multiobjective Optimization under Uncertainties

The paper proposes a Bayesian decision framework for multiobjective optimization under uncertainty, focusing on maximizing the expected hypervolume over a finite set of input points. It demonstrates that gradient‑based stochastic optimization can be applied, especially when dominated points are handled carefully, and suggests using Gaussian Processes as differentiable surrogate models when direct gradients are unavailable. Additionally, the authors introduce active learning strategies via acquisition functions to build surrogate models tailored to the multiobjective problem and evaluate these strategies on simple analytical benchmarks.

By Victor Trappler (Mines Saint-\'Etienne MSE, LIMOS, FAYOL-ENSMSE, FAYOL-ENSMSE)