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Gaussian Process bandit optimization has emerged as a powerful tool for optimizing noisy black box functions. One example in machine learning is hyper-parameter optimization where each evaluation of the target function requires training a…

Machine Learning · Computer Science 2016-11-15 Tarun Kathuria , Amit Deshpande , Pushmeet Kohli

Improving the power output from wind farms is vital in transitioning to renewable electricity generation. However, in wind farms, wind turbines often operate in the wake of other turbines, leading to a reduction in the wind speed and the…

Fluid Dynamics · Physics 2024-07-31 Andrew Mole , Sylvain Laizet

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…

Machine Learning · Computer Science 2025-11-18 Mike Diessner , Joseph O'Connor , Andrew Wynn , Sylvain Laizet , Yu Guan , Kevin Wilson , Richard D. Whalley

Bayesian optimization has become widely popular across various experimental sciences due to its favorable attributes: it can handle noisy data, perform well with relatively small datasets, and provide adaptive suggestions for sequential…

Other Quantitative Biology · Quantitative Biology 2025-08-15 Maximilian Siska , Emma Pajak , Katrin Rosenthal , Antonio del Rio Chanona , Eric von Lieres , Laura Marie Helleckes

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

The increase in complexity of autonomous systems is accompanied by a need of data-driven development and validation strategies. Advances in computer graphics and cloud clusters have opened the way to massive parallel high fidelity…

Machine Learning · Computer Science 2023-01-05 Osama Maqbool , Jürgen Roßmann

The present paper deals with the problem of improving the efficiency of large scale turbulent flow simulations. The high-fidelity methods for modelling turbulent flows become available for a wider range of applications thanks to the…

Computational Physics · Physics 2018-04-10 Boris Krasnopolsky

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Machine Learning · Statistics 2019-05-10 Ali Hebbal , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Nouredine Melab

Accelerator physics relies on numerical algorithms to solve optimization problems in online accelerator control and tasks such as experimental design and model calibration in simulations. The effectiveness of optimization algorithms in…

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Extending Bayesian optimization to batch evaluation can enable the designer to make the most use of parallel computing technology. However, most of current batch approaches do not scale well with the batch size. That is, their performances…

Machine Learning · Computer Science 2025-04-25 Dawei Zhan , Zhaoxi Zeng , Shuoxiao Wei , Ping Wu

Physical simulation-based optimization is a common task in science and engineering. Many such simulations produce image- or tensor-based outputs where the desired objective is a function of those outputs, and optimization is performed over…

Machine Learning · Computer Science 2021-12-01 Wesley Maddox , Qing Feng , Max Balandat

Tuning control policies manually to meet high-level objectives is often time-consuming. Bayesian optimization provides a data-efficient framework for automating this process using numerical evaluations of an objective function. However,…

Machine Learning · Computer Science 2026-03-26 Lukas Theiner , Maik Pfefferkorn , Yongpeng Zhao , Sebastian Hirt , Rolf Findeisen

Large Eddy Simulations of turbulent flows are powerful tools used in many engineering and geophysical settings. Choosing the right value of the free parameters for their subgrid scale models is a crucial task for which the current methods…

Fluid Dynamics · Physics 2021-02-03 M. Buzzicotti , P. Clark Di Leoni

Complex robot navigation and control problems can be framed as policy search problems. However, interactive learning in uncertain environments can be expensive, requiring the use of data-efficient methods. Bayesian optimization is an…

Machine Learning · Computer Science 2025-01-29 Javier Garcia-Barcos , Ruben Martinez-Cantin

Most real optimization problems are defined over a mixed search space where the variables are both discrete and continuous. In engineering applications, the objective function is typically calculated with a numerically costly black-box…

Optimization and Control · Mathematics 2022-05-04 Jhouben Cuesta-Ramirez , Rodolphe Le Riche , Olivier Roustant , Guillaume Perrin , Cedric Durantin , Alain Gliere

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Machine Learning · Statistics 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

Due to the need for robust uncertainty quantification, Bayesian neural learning has gained attention in the era of deep learning and big data. Markov Chain Monte-Carlo (MCMC) methods typically implement Bayesian inference which faces…

Machine Learning · Computer Science 2020-05-15 Rohitash Chandra , Konark Jain , Arpit Kapoor , Ashray Aman

We provide a method to solve optimization problem when objective function is a complex stochastic simulator of an urban transportation system. To reach this goal, a Bayesian optimization framework is introduced. We show how the choice of…

Computation · Statistics 2019-01-15 Laura Schultz , Vadim Sokolov

Building local surrogates to accelerate stationary point searches on potential energy surfaces spans decades of effort. Done correctly, surrogates can reduce the number of expensive electronic structure evaluations by roughly an order of…

Machine Learning · Statistics 2026-04-30 Rohit Goswami