Differentiable Surrogate

Differentiable surrogates are approximations of complex, often non-differentiable, functions or models (e.g., black-box simulators, optimization problems) that allow for efficient gradient-based optimization. Current research focuses on developing and applying differentiable surrogates using neural networks, particularly for tasks like hyperparameter optimization, distributionally robust optimization, and improving the efficiency of existing algorithms (e.g., Model Predictive Control). This approach significantly enhances the tractability of otherwise computationally expensive or intractable problems across diverse fields, from image processing and building optimization to particle physics simulations. The resulting improvements in optimization speed and accuracy have broad implications for scientific modeling and engineering applications.

Papers