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stat.ML2024
Local transfer learning Gaussian process modeling, with applications to surrogate modeling of expensive computer simulators
Xinming Wang, Simon Mak, John Miller +1
A critical bottleneck for scientific progress is the costly nature of computer simulations for complex systems. Surrogate models provide an appealing solution: such models are trai…
stat.ML2024★ 1 cited
Targeted Variance Reduction: Robust Bayesian Optimization of Black-Box Simulators with Noise Parameters
John Joshua Miller, Simon Mak
The optimization of a black-box simulator over control parameters arises in a myriad of scientific applications. In such applications, the simulator often takes the fo…