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Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

Multitask Gaussian processes (MTGP) are the Gaussian process (GP) framework's solution for multioutput regression problems in which the $T$ elements of the regressors cannot be considered conditionally independent given the observations.…

Machine Learning · Computer Science 2022-08-26 Óscar García-Hinde , Vanessa Gómez-Verdejo , Manel Martínez-Ramón

There is an abundance of prior research on the optimization of production systems, but there is a research gap when it comes to optimizing which components should be included in a design, and how they should be connected. To overcome this…

Neural and Evolutionary Computing · Computer Science 2024-02-05 N. Paape , J. A. W. M. van Eekelen , M. A. Reniers

In order to scale standard Gaussian process (GP) regression to large-scale datasets, aggregation models employ factorized training process and then combine predictions from distributed experts. The state-of-the-art aggregation models,…

Machine Learning · Statistics 2018-06-05 Haitao Liu , Jianfei Cai , Yi Wang , Yew-Soon Ong

Gaussian process (GP) models are commonly used statistical metamodels for emulating expensive computer simulators. Fitting a GP model can be numerically unstable if any pair of design points in the input space are close together. Ranjan,…

Computation · Statistics 2015-11-20 Blake MacDonald , Pritam Ranjan , Hugh Chipman

We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and…

Machine Learning · Statistics 2018-10-01 Timur Takhtaganov , Juliane Müller

Complex computer codes or models can often be run in a hierarchy of different levels of complexity ranging from the very basic to the sophisticated. The top levels in this hierarchy are typically expensive to run, which limits the number of…

Methodology · Statistics 2023-07-19 Louise Kimpton , James Salter , Tim Dodwell , Hossein Mohammadi , Peter Challenor

We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

Multi-output Gaussian process (MGP) is commonly used as a transfer learning method to leverage information among multiple outputs. A key advantage of MGP is providing uncertainty quantification for prediction, which is highly important for…

Machine Learning · Statistics 2024-09-06 Wang Xinming , Li Yongxiang , Yue Xiaowei , Wu Jianguo

Gaussian process (GP) regression is a popular surrogate modeling tool for computer simulations in engineering and scientific domains. However, it often struggles with high computational costs and low prediction accuracy when the simulation…

Machine Learning · Computer Science 2025-02-25 Lulu Kang , Minshen Xu

Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…

Machine Learning · Statistics 2025-10-13 Qiyu Wei , Haowei Wang , Zirui Cao , Songhao Wang , Richard Allmendinger , Mauricio A Álvarez

In multiprocessor systems, one of the main factors of systems' performance is task scheduling. The well the task be distributed among the processors the well be the performance. Again finding the optimal solution of scheduling the tasks…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-08-10 Probir Roy , Md. Mejbah Ul Alam , Nishita Das

In this paper we present a novel analysis of variance Gaussian process (ANOVA-GP) emulator for models governed by partial differential equations (PDEs) with high-dimensional random inputs. Gaussian process (GP) is a widely used surrogate…

Computational Engineering, Finance, and Science · Computer Science 2020-05-14 Chen Chen , Qifeng Liao

High-dimensional Bayesian optimization (BO) tasks such as molecular design often require 10,000 function evaluations before obtaining meaningful results. While methods like sparse variational Gaussian processes (SVGPs) reduce computational…

Machine Learning · Computer Science 2025-06-11 Natalie Maus , Kyurae Kim , Geoff Pleiss , David Eriksson , John P. Cunningham , Jacob R. Gardner

Variable selection is recognized as one of the most critical steps in statistical modeling. The problems encountered in engineering and social sciences are commonly characterized by over-abundance of explanatory variables, non-linearities…

Computation · Statistics 2016-07-14 Ankur Sinha , Pekka Malo , Timo Kuosmanen

Classical evolutionary approaches for multiobjective optimization are quite accurate but incur a lot of queries to the objectives; this can be prohibitive when objectives are expensive oracles. A sample-efficient approach to solving…

Optimization and Control · Mathematics 2025-02-18 Ashwin Renganathan , Kade E. Carlson

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

This paper presents an evolutionary algorithm with a new goal-sequence domination scheme for better decision support in multi-objective optimization. The approach allows the inclusion of advanced hard/soft priority and constraint…

Artificial Intelligence · Computer Science 2011-06-02 E. F. Khor , T. H. Lee , R. Sathikannan , K. C. Tan

In this paper, a nonlinear symbolic regression technique using an evolutionary algorithm known as multi-gene genetic programming (MGGP) is applied for a data-driven modelling between the dependent and the independent variables. The…

Neural and Evolutionary Computing · Computer Science 2014-03-05 Indranil Pan , Daya Shankar Pandey , Saptarshi Das

Multi-fidelity optimization employs surrogate models that integrate information from varying levels of fidelity to guide efficient exploration of complex design spaces while minimizing the reliance on (expensive) high-fidelity objective…

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