arXiv Machine Learning

Information-Based Calibration of Uncertainty Quantification in Product-of-Experts Gaussian Process Models

arXiv Machine Learning
Aug 27

Gradient-based Sample Selection for Faster Bayesian Optimization

The paper introduces Gradient-based Sample Selection Bayesian Optimization (GSSBO), a method that builds the Gaussian process surrogate on a strategically chosen subset of samples rather than the full dataset. By using gradient information to eliminate redundant points while keeping diversity and representativeness, GSSBO achieves sublinear regret bounds and reduces the cubic computational cost of standard BO. Experiments on synthetic and real-world tasks show that this approach maintains comparable optimization performance while significantly cutting GP fitting time and resource usage.

By Qiyu Wei, Haowei Wang, Zirui Cao, Songhao Wang, Richard Allmendinger, Mauricio A \'Alvarez
arXiv Machine Learning
Jul 22

Uncertainty Quantification for AI-Driven Crash Simulation Surrogates: A Comparative Study of Monte Carlo Dropout and Deep Ensemble on Open-Source Bumper Beam Benchmark

arXiv:2607. 18294v1 Announce Type: new Abstract: Machine learning surrogate models are increasingly being explored in engineering product development to augment simulation-driven design, offering near-instantaneous predictions that complement computationally expensive high-fidelity analyses.

By Sudeep Chavare
arXiv Machine Learning
Aug 24

Exact and general decoupled solutions of the LMC Multitask Gaussian Process model

The paper presents an exact, efficient solution for the Linear Model of Co‑regionalization (LMC) multitask Gaussian Process by decoupling latent processes under a mild noise‑model assumption. It introduces a full parametrization of the resulting projected LMC, enabling linear‑time optimization and simplifying tasks such as training updates and leave‑one‑out cross‑validation. Experiments on synthetic and real data demonstrate that projected LMC is competitive with state‑of‑the‑art multitask GP models while offering greater interpretability and computational ease.

By Olivier Truffinet (CEA Saclay), Karim Ammar (CEA Saclay), Jean-Philippe Argaud (EDF R&D), Bertrand Bouriquet (EDF)