arXiv Machine Learning

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.

arXiv Machine Learning
Jun 29

Categorical Optimization with Bayesian Anchored Latent Trust Regions for Structural Design under High-Dimensional Uncertainty

arXiv:2604. 25241v2 Announce Type: replace Abstract: Categorical structural optimization under aleatoric uncertainty is challenging because each design variable must be selected from a finite catalog of admissible instances, while each candidate design may require expensive stochastic finite-element evaluations.

By Zhangyong Liang, Jie Hou, Huanhuan Gao, Manyu Xiao
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