Train a cheap neural surrogate globally, then use an ensemble or bootstrap covariance to identify inputs near the estimated upper-tail boundary and inputs where high-fidelity correction is uncertain. Fit a Tikhonov-regularized residual model on the acquired expensive labels and use the corrected predictor for CVaR estimation or risk-constrained optimization. The acquisition policy deliberately ignores easy central-region samples unless they influence the tail threshold.
Construct a spatially varying diffusion layer whose coefficient matrix is explicitly uniformly elliptic and whose local mean oscillation is penalized. Use it inside an implicit residual block, so the learned operator remains a controlled perturbation of a constant-coefficient elliptic operator rather than becoming an unstable collection of unrelated local filters.