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Real world constrained multiobjective optimization problems (CMOPs) are prevalent and often come with stringent time-sensitive requirements. However, most contemporary constrained multiobjective evolutionary algorithms (CMOEAs) suffer from…

Neural and Evolutionary Computing · Computer Science 2026-01-27 Weixiong Huang , Rui Wang , Wenhua Li , Sheng Qi , Tianyu Luo , Delong Chen , Tao Zhang , Ling Wang

Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these…

Methodology · Statistics 2023-05-04 Moses Y-H. Chan , Matthew Plumlee , Stefan M. Wild

Recently, there has been a growing interest in mixed-categorical metamodels based on Gaussian Process (GP) for Bayesian optimization. In this context, different approaches can be used to build the mixed-categorical GP. Many of these…

Optimization and Control · Mathematics 2024-05-14 Paul Saves , Youssef Diouane , Nathalie Bartoli , Thierry Lefebvre , Joseph Morlier

Genetic programming (GP) is an evolutionary computation technique to solve problems in an automated, domain-independent way. Rather than identifying the optimum of a function as in more traditional evolutionary optimization, the aim of GP…

Neural and Evolutionary Computing · Computer Science 2019-05-15 Andrei Lissovoi , Pietro S. Oliveto

For many linear and nonlinear systems that arise from the discretization of partial differential equations the construction of an efficient multigrid solver is a challenging task. Here we present a novel approach for the optimization of…

Numerical Analysis · Mathematics 2019-10-09 Jonas Schmitt , Sebastian Kuckuk , Harald Köstler

Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for…

Machine Learning · Statistics 2023-05-09 Michael Minyi Zhang , Bianca Dumitrascu , Sinead A. Williamson , Barbara E. Engelhardt

Gaussian Process (GP) models are popular statistical surrogates used for emulating computationally expensive computer simulators. The quality of a GP model fit can be assessed by a goodness of fit measure based on optimized likelihood.…

Computation · Statistics 2013-09-27 Andrew Butler , Thomas D. Humphries , Pritam Ranjan , Ronald D. Haynes

With the ever increasing complexity of specifications, manual sizing for analog circuits recently became very challenging. Especially for innovative, large-scale circuits designs, with tens of design variables, operating conditions and…

Machine Learning · Computer Science 2022-06-07 Catalin Visan , Octavian Pascu , Marius Stanescu , Elena-Diana Sandru , Cristian Diaconu , Andi Buzo , Georg Pelz , Horia Cucu

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The…

Machine Learning · Statistics 2019-02-20 Leonid Matyushin , Alexey Zaytsev , Oleg Alenkin , Andrey Ustuzhanin

Gaussian processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations…

Machine Learning · Statistics 2017-10-24 Vladimir Feinberg , Li-Fang Cheng , Kai Li , Barbara E Engelhardt

Significant effort has been made to solve computationally expensive optimization problems in the past two decades, and various optimization methods incorporating surrogates into optimization have been proposed. Most research focuses on…

Optimization and Control · Mathematics 2022-04-11 Julian Blank , Kalyanmoy Deb

In this paper, we extend a famous motion planning approach GPMP2 to multi-robot cases, yielding a novel centralized trajectory generation method for the multi-robot formation. A sparse Gaussian Process model is employed to represent the…

Robotics · Computer Science 2021-08-02 Shuang Guo , Bo Liu , Shen Zhang , Jifeng Guo , Changhong Wang

In this work, we use Deep Gaussian Processes (DGPs) as statistical surrogates for stochastic processes with complex distributions. Conventional inferential methods for DGP models can suffer from high computational complexity as they require…

Machine Learning · Statistics 2023-05-02 Liang Ding , Rui Tuo , Shahin Shahrampour

Multi-output Gaussian process (MOGP) regression allows modelling dependencies among multiple correlated response variables. Similarly to standard Gaussian processes, MOGPs are sensitive to model misspecification and outliers, which can…

The optimization of atomic structures plays a pivotal role in understanding and designing materials with desired properties. However, conventional computational methods often struggle with the formidable task of navigating the vast…

Materials Science · Physics 2024-11-19 Peder Lyngby , Casper Larsen , Karsten Wedel Jacobsen

Numerous engineering problems of interest to the industry are often characterized by expensive black-box objective experiments or computer simulations. Obtaining insight into the problem or performing subsequent optimizations requires…

Machine Learning · Statistics 2019-07-29 Piyush Pandita , Jesper Kristensen , Liping Wang

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

Due to the increasing demand for high performance and cost reduction within the framework of complex system design, numerical optimization of computationally costly problems is an increasingly popular topic in most engineering fields. In…

Optimization and Control · Mathematics 2018-06-12 Julien Pelamatti , Loïc Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

Evolutionary algorithms are widely used to solve optimisation problems. However, challenges of transparency arise in both visualising the processes of an optimiser operating through a problem and understanding the problem features produced…

Neural and Evolutionary Computing · Computer Science 2020-06-23 Mathew Walter , David Walker , Matthew Craven

In this paper, we consider the problem of Gaussian process (GP) optimization with an added robustness requirement: The returned point may be perturbed by an adversary, and we require the function value to remain as high as possible even…

Machine Learning · Statistics 2018-11-05 Ilija Bogunovic , Jonathan Scarlett , Stefanie Jegelka , Volkan Cevher
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