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The purpose of this paper is twofold. On one side, we present a general framework for Bayesian optimization and we compare it with some related fields in active learning and Bayesian numerical analysis. On the other hand, Bayesian…

Robotics · Computer Science 2018-02-13 Ruben Martinez-Cantin

Many applications require a learner to make sequential decisions given uncertainty regarding both the system's payoff function and safety constraints. In safety-critical systems, it is paramount that the learner's actions do not violate the…

Machine Learning · Computer Science 2020-05-06 Sanae Amani , Mahnoosh Alizadeh , Christos Thrampoulidis

This investigation presents novel adaptive control algorithms specifically designed to address and mitigate thermoacoustic instabilities. Two control strategies are available to alleviate this issue: active and passive. Active control…

Optimization and Control · Mathematics 2024-07-02 Bayu Dharmaputra , Pit Reckinger , Bruno Schuermans , Nicolas Noiray

The safety factor profile is a key property in determining the stability of tokamak plasmas. To design the safety factor profile in the United Kingdom's proposed Spherical Tokamak for Energy Production (STEP), we apply multi-objective…

BayesOpt is a library with state-of-the-art Bayesian optimization methods to solve nonlinear optimization, stochastic bandits or sequential experimental design problems. Bayesian optimization is sample efficient by building a posterior…

Machine Learning · Computer Science 2014-05-30 Ruben Martinez-Cantin

This paper addresses the integration of additional information sources into a Bayesian optimization framework while ensuring that safety constraints are satisfied. The interdependencies between these information sources are modeled using an…

Machine Learning · Computer Science 2025-05-06 Jannis O. Luebsen , Annika Eichler

A recent body of work addresses safety constraints in explore-and-exploit systems. Such constraints arise where, for example, exploration is carried out by individuals whose welfare should be balanced with overall welfare. In this paper, we…

Computer Science and Game Theory · Computer Science 2020-06-09 Gal Bahar , Omer Ben-Porat , Kevin Leyton-Brown , Moshe Tennenholtz

In several real-world applications in medical and control engineering, there are unsafe solutions whose evaluations involve inherent risk. This optimization setting is known as safe optimization and formulated as a specialized type of…

Neural and Evolutionary Computing · Computer Science 2024-05-20 Kento Uchida , Ryoki Hamano , Masahiro Nomura , Shota Saito , Shinichi Shirakawa

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

Numerical Analysis · Mathematics 2025-06-04 Ruibiao Song , Liying Zhang

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

A crucial task in system identification problems is the selection of the most appropriate model class, and is classically addressed resorting to cross-validation or using asymptotic arguments. As recently suggested in the literature, this…

Numerical Analysis · Mathematics 2015-06-09 Silvia Bonettini , Alessandro Chiuso , Marco Prato

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch

Learning to move is a primary goal for animals and robots, where ensuring safety is often important when optimizing control policies on the embodied systems. For complex tasks such as the control of human or humanoid control, the…

Machine Learning · Computer Science 2024-12-31 Yunyue Wei , Zeji Yi , Hongda Li , Saraswati Soedarmadji , Yanan Sui

Learning optimal control policies directly on physical systems is challenging since even a single failure can lead to costly hardware damage. Most existing model-free learning methods that guarantee safety, i.e., no failures, during…

Machine Learning · Computer Science 2023-06-13 Bhavya Sukhija , Matteo Turchetta , David Lindner , Andreas Krause , Sebastian Trimpe , Dominik Baumann

Safely controlling unknown dynamical systems is one of the biggest challenges in the field of control. Oftentimes, an approximate model of a system's dynamics exists which provides beneficial information for the selection of controls.…

Systems and Control · Electrical Eng. & Systems 2023-08-10 Ethan Lau , Vaibhav Srivastava , Shaunak D. Bopardikar

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Marcus Aloysius Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

Bayesian optimization has shown to be a fundamental global optimization algorithm in many applications: ranging from automatic machine learning, robotics, reinforcement learning, experimental design, simulations, etc. The most popular and…

Machine Learning · Computer Science 2015-06-09 Ruben Martinez-Cantin

Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…

Machine Learning · Statistics 2020-06-05 Peter D. Tonner , Daniel V. Samarov , A. Gilad Kusne

The optimisation of fed-batch (bio)chemical process recipes is subject to inherent, underlying, and unmeasurable fluctuations across batches, whose trajectories are difficult to model and costly to measure. Bayesian Optimisation (BayesOpt)…

The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex…

Machine Learning · Computer Science 2021-03-02 David Eriksson , Matthias Poloczek