Apprentice

Open-source tool that builds fast, simple formulas to stand in for slow, costly simulations. Because the formulas are quick to run, they can be optimized quickly.

Apprentice (code and documentation) is an open source package for construction of multivariate analytic surrogate model for computationally expensive Monte-Carlo predictions. The surrogate model is used for numerical optimization of a prediction function since it can be prohibitively expensive to perform optimization over functions with the Monte-Carlo predictions. To summarize, Apprentice can be used for performing three tasks:

• Construct surrogate models to computationally expensive Monte-Carlo predictions
• Formulate a prediction function with surrogate models
• Perform numerical optimization over the prediction function