arXiv Machine Learning

Multifidelity-Augmented Gaussian Process Inputs for Surrogate Modeling from Scarce Data

arXiv:2603. 22050v2 Announce Type: replace-cross Abstract: Supervised machine learning describes the practice of fitting a parameterized model to labeled input-output data.

arXiv Machine Learning
Aug 27

Multi-output Gaussian process prediction of physical fields under linear equality constraints

The paper tackles the challenge of predicting multiple high‑dimensional physical fields that must satisfy linear equality constraints, a common scenario in physics‑informed machine learning. It critiques the conventional approach of deducing one field from others, showing its sensitivity to arbitrary choices and its impact on accuracy and uncertainty. To address this, the authors introduce a symmetric framework that first applies a row‑wise PCA to preserve constraints in a latent space, then trains a linearly‑constrained multi‑output Gaussian process using a specially parametrized kernel, and validate the method on population dynamics and CFD problems involving Reynolds stress tensors.

By Mahamat Hamdan Nassouradine, Cl\'ement Gauchy, Pierre-Emmanuel Angeli, S\'ebastien da Veiga
arXiv Machine Learning
Aug 3

Frugal Bayesian Optimization: Scalable Surrogates for Data- and Resource-Limited Discovery

arXiv:2607. 29225v1 Announce Type: new Abstract: Bayesian Optimization (BO) is widely adopted for data-efficient optimization in scientific and engineering applications, yet its computational cost is rarely evaluated alongside optimization performance.

By Panagiotis Krokidas, Christoforos Rekatsinas, Vassilis Sioros, Grigorios M. Chatziathanasiou, Efi-Maria Papia, George Giannakopoulos
arXiv Machine Learning
Jul 27

Smart predict-then-robustly-optimize

arXiv:2607. 21773v1 Announce Type: new Abstract: In this paper, we propose and study a robust variant of the smart predict-then-optimize approach that accounts for prediction shifts due to disturbance in the covariate feature space.

By Aakil Caunhye, Xuefei Lu, Belen Martin-Barragan
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)
arXiv Machine Learning
Jul 7

Distribution-free Deviation Bounds and The Role of Domain Knowledge in Learning via Model Selection with Cross-validation Risk Estimation

arXiv:2303. 08777v3 Announce Type: replace-cross Abstract: Cross-validation is one of the most widely used tools for risk estimation and model selection in statistics and machine learning, yet its theoretical properties when embedded in a learning procedure remain insufficiently understood.

By Diego Marcondes, Cl\'audia Peixoto