# A Principled Method for the Creation of Synthetic Multi-fidelity Data Sets

arXiv: https://arxiv.org/abs/2208.05667 · HTML: https://mlsanity.com/paper/2208.05667/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 9 of its 21 references that are in the map.
- First posted on arXiv 11 Aug 2022.

## Builds on (most cited first, 9 of 9)

- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [Weight Uncertainty in Neural Networks](https://mlsanity.com/paper/1505.05424/) (2015)
- [Probabilistic Backpropagation for Scalable Learning of Bayesian Neural Networks](https://mlsanity.com/paper/1502.05336/) (2015)
- [COCO: A Platform for Comparing Continuous Optimizers in a Black-Box Setting](https://mlsanity.com/paper/1603.08785/) (2016)
- [Multi-fidelity Bayesian Optimisation with Continuous Approximations](https://mlsanity.com/paper/1703.06240/) (2017)
- [HPOBench: A Collection of Reproducible Multi-Fidelity Benchmark Problems for HPO](https://mlsanity.com/paper/2109.06716/) (2021)
- [A General Framework for Multi-fidelity Bayesian Optimization with Gaussian Processes](https://mlsanity.com/paper/1811.00755/) (2018)
- [Spectral Mixture Kernels for Multi-Output Gaussian Processes](https://mlsanity.com/paper/1709.01298/) (2017)
- [Analytical Benchmark Problems for Multifidelity Optimization Methods](https://mlsanity.com/paper/2204.07867/) (2022)

## Abstract (arXiv)

Multifidelity and multioutput optimisation algorithms are of active interest in many areas of computational design as they allow cheaper computational proxies to be used intelligently to aid experimental searches for high-performing species. Characterisation of these algorithms involves benchmarks that typically either use analytic functions or existing multifidelity datasets. However, analytic functions are often not representative of relevant problems, while preexisting datasets do not allow systematic investigation of the influence of characteristics of the lower fidelity proxies. To bridge this gap, we present a methodology for systematic generation of synthetic fidelities derived from preexisting datasets. This allows for the construction of benchmarks that are both representative of practical optimisation problems while also allowing systematic investigation of the influence of the lower fidelity proxies.