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[](https://github.com/SciML/ColPrac)
A surrogate model is an approximation method that mimics the behavior of a computationally
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expensive simulation. In more mathematical terms: suppose we are attempting to optimize a function
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`f(p)`, but each calculation of `f` is very expensive. It may be the case we need to solve a PDE for each point or use advanced numerical linear algebra machinery, which is usually costly. The idea is then to develop a surrogate model `g` which approximates `f` by training on previous data collected from evaluations of `f`.
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