Robust Active Learning for More Efficient and Reliable Paths to Optimal Design

Active multi-fidelity surrogate modeling is developed for multi-condition airfoil shape optimization to reduce high-fidelity CFD cost while retaining RANS-consistent aerodynamic metrics. The framework couples a low-fidelity-informed Gaussian process regression transfer model with uncertainty-triggered sampling and a synchronized elitism rule embedded in a hybrid genetic algorithm. Low-fidelity XFOIL evaluations provide inexpensive features, while sparse RANS simulations are adaptively allocated when predictive uncertainty exceeds a threshold; elite candidates are mandatorily validated at high fidelity, and the population is re-evaluated to prevent evolutionary selection based on outdated fitness values produced by earlier surrogate states. The method is demonstrated for a two-point problem at $Re=6\times10^6$ with cruise at $α=2^\circ$ (maximize $E=L/D$) and take-off at $α=10^\circ$ (maximize $C_L$) using a 12-parameter CST representation. Independent multi-fidelity surrogates per flight condition enable decoupled refinement. The optimized design improves cruise efficiency by 41.05% and take-off lift by 20.75% relative to the best first-generation individual. Over the full campaign, RANS evaluations were required for only 14.78% and 9.5% of the condition-specific candidate evaluations at cruise and take-off, respectively. These percentages quantify the reduction in high-fidelity usage relative to the fixed automated RANS workflow adopted as the high-fidelity reference in this study.

In multi-fidelity optimization, biased approximations of varying costs of the target function are available. This paper studies the problem of optimizing a locally smooth function with a limited budget, where the learner has to make a tradeoff between the cost and the bias of these approximations. We first prove lower bounds for the simple regret under different assumptions on the fidelities, based on a cost-to-bias function. We then present the Kometo algorithm which achieves, with additional logarithmic factors, the same rates without any knowledge of the function smoothness and fidelity assumptions, and improves previously proven guarantees. We finally empirically show that our algorithm outperforms previous multi-fidelity optimization methods without the knowledge of problem-dependent parameters.

In engineering design and scientific computing, computational cost and predictive accuracy are intrinsically coupled. High-fidelity simulations provide accurate predictions but at substantial computational costs, while lower-fidelity approximations offer efficiency at the expense of accuracy. Multi-fidelity surrogate modelling addresses this trade-off by combining abundant low-fidelity data with sparse high-fidelity observations. However, existing methods rely on global correlation assumptions that can often fail in practice to capture how fidelity relationships vary across the input space, leading to poor performance, particularly under tight budget constraints. We introduce MAST, a method that blends corrected low-fidelity observations with high-fidelity predictions, trusting high-fidelity near observed samples and relying on corrected low-fidelity elsewhere. MAST achieves this through explicit discrepancy modelling and distance-based weighting with closed-form variance propagation, producing a single heteroscedastic Gaussian process. Across multi-fidelity synthetic benchmarks, MAST shows a marked improvement over the current state-of-the-art techniques. Crucially, MAST maintains robust performance across varying total budget and fidelity gaps, conditions under which competing methods exhibit significant degradation or unstable behaviour. More broadly, MAST provides a spatially adaptive framework for multi-fidelity Gaussian-process modelling, in which the contribution of low-fidelity information is governed by its proximity to high-fidelity calibration data, opening a new direction for more reliable surrogate construction under sparse and budget-constrained settings.