4 code implementations • 13 Aug 2020 • Kjetil O. Lye, Siddhartha Mishra, Deep Ray, Praveen Chandrasekhar
We present a novel active learning algorithm, termed as iterative surrogate model optimization (ISMO), for robust and efficient numerical approximation of PDE constrained optimization problems.
1 code implementation • 20 Sep 2019 • Kjetil O. Lye, Siddhartha Mishra, Roberto Molinaro
We propose a multi-level method to increase the accuracy of machine learning algorithms for approximating observables in scientific computing, particularly those that arise in systems modeled by differential equations.
3 code implementations • 7 Mar 2019 • Kjetil O. Lye, Siddhartha Mishra, Deep Ray
Under the assumption that the underlying neural networks generalize well, we prove that the deep learning MC and QMC algorithms are guaranteed to be faster than the baseline (quasi-) Monte Carlo methods.