Enabling Scale-Up Through Multi-Fidelity Adaptive Computing

Abstract

We present ideas from our ongoing work in adaptive computing - an optimization framework that allows us to strategically deploy various fidelity level experiments and simulations to guide decision making. The framework aims to enable uncertainty quantified scale-up of simulations and experiments, which causes increased complexity. A key feature of the framework is the integration of user-specified local model trustworthiness estimates. Adaptive sampling strategies allow us to optimally exploit the multiple fidelity level information and trustworthiness measures to arrive at the best decisions within a highly limited budget of objective function evaluations.