# Contour location via entropy reduction leveraging multiple information sources

arXiv: https://arxiv.org/abs/1805.07489 · HTML: https://mlsanity.com/paper/1805.07489/

## Key facts

- Cited by 10 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 19 May 2018.

## Built on by (most cited first, 10 of 10)

- [Triangulation candidates for Bayesian optimization](https://mlsanity.com/paper/2112.07457/) (2021)
- [Entropy-based adaptive design for contour finding and estimating reliability](https://mlsanity.com/paper/2105.11357/) (2021)
- [Multifidelity linear regression for scientific machine learning from scarce data](https://mlsanity.com/paper/2403.08627/) (2024)
- [Bayesian sequential design of computer experiments for quantile set inversion](https://mlsanity.com/paper/2211.01008/) (2022)
- [Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometry](https://mlsanity.com/paper/2301.13749/) (2023)
- [MISO-wiLDCosts: Multi Information Source Optimization with Location Dependent Costs](https://mlsanity.com/paper/2102.04951/) (2021)
- [REMAL: Residual Equilibrium Manifold Active Learning for Surrogate-Based Multidisciplinary Design Analysis](https://mlsanity.com/paper/2606.13245/) (2026)
- [Multifidelity Cross-validation](https://mlsanity.com/paper/2407.01495/) (2024)
- [An (ε,δ)-accurate level set estimation with a stopping criterion](https://mlsanity.com/paper/2503.20272/) (2025)
- [Actively Learning Joint Contours of Multiple Computer Experiments](https://mlsanity.com/paper/2512.13530/) (2025)

## Abstract (arXiv)

We introduce an algorithm to locate contours of functions that are expensive to evaluate. The problem of locating contours arises in many applications, including classification, constrained optimization, and performance analysis of mechanical and dynamical systems (reliability, probability of failure, stability, etc.). Our algorithm locates contours using information from multiple sources, which are available in the form of relatively inexpensive, biased, and possibly noisy approximations to the original function. Considering multiple information sources can lead to significant cost savings. We also introduce the concept of contour entropy, a formal measure of uncertainty about the location of the zero contour of a function approximated by a statistical surrogate model. Our algorithm locates contours efficiently by maximizing the reduction of contour entropy per unit cost.
