Optimization has played an important role in simulation for several decades now. Since that time advances in machine learning have led to the ability to build highly accurate emulators (aka predictive models). These emulators play a key role in Uncertainty Quantification (UQ) as many of the techniques that make up UQ can be too computationally costly to implement directly on the simulation and so the training of a much cheaper to evaluate emulator of the simulation is required in practice.
Using emulators and ideas from UQ, scientists, engineers, and data scientists familiar with optimization can get more value out of their simulations and achieve faster and more reliable optimization results. Examples of the benefits include:
This webinar will provide an introduction to machine learning based UQ and emulation and their benefits to optimization. Examples will be used to highlight the additional benefits of such an approach over more basic optimization techniques.