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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

Large-scale optimization problems are ubiquitous in the physical sciences; yet, high-fidelity models can often be complex and computationally prohibitive for optimization. A practical alternative is to use a low-fidelity model to facilitate…

Numerical Analysis · Mathematics 2026-04-03 Madhusudan Madhavan , Joseph Hart , Bart van Bloemen Waanders

This paper investigates a recursive formulation of auto-regressive multi-fidelity Gaussian process regression in the challenging setting of noisy and non-nested high- and low-fidelity data. We propose a decoupled optimization strategy based…

Applications · Statistics 2026-05-21 Nils Baillie , Baptiste Kerleguer , Cyril Feau , Josselin Garnier

Gaussian processes (GP) are a well studied Bayesian approach for the optimization of black-box functions. Despite their effectiveness in simple problems, GP-based algorithms hardly scale to high-dimensional functions, as their per-iteration…

Machine Learning · Statistics 2019-08-28 Daniele Calandriello , Luigi Carratino , Alessandro Lazaric , Michal Valko , Lorenzo Rosasco

We propose a robust optimization approach for constructing confidence bands for stochastic processes using a finite number of simulated sample paths. Our approach can be used to quantify uncertainty in realizations of stochastic processes…

Optimization and Control · Mathematics 2025-08-13 Timothy Chan , Jangwon Park , Vahid Sarhangian

Bayesian optimization (BO) has been widely used to optimize expensive and gradient-free objective functions across various domains. However, existing BO methods have not addressed the objective where both inputs and outputs are functions,…

Machine Learning · Statistics 2025-12-11 Jingru Huang , Haijie Xu , Manrui Jiang , Chen Zhang

Searching for accurate Machine and Deep Learning models is a computationally expensive and awfully energivorous process. A strategy which has been gaining recently importance to drastically reduce computational time and energy consumed is…

Machine Learning · Computer Science 2020-06-26 Antonio Candelieri , Riccardo Perego , Francesco Archetti

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)…

Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms,…

Machine Learning · Computer Science 2020-06-16 Armin Lederer , Markus Kessler , Sandra Hirche

Machine learning (ML) techniques have recently gained significant attention for solving compliance minimization (CM) problems. However, these methods typically provide poor feature boundaries, are very expensive, and lack a systematic…

Machine Learning · Computer Science 2025-11-06 Xiangyu Sun , Amin Yousefpour , Shirin Hosseinmardi , Ramin Bostanabad

Satellite-based positioning system such as GPS often suffers from large amount of noise that degrades the positioning accuracy dramatically especially in real-time applications. In this work, we consider a data-mining approach to enhance…

Machine Learning · Statistics 2019-06-05 Ming Lin , Xiaomin Song , Qi Qian , Hao Li , Liang Sun , Shenghuo Zhu , Rong Jin

Approximate computing is an emerging paradigm where design accuracy can be traded off for benefits in design metrics such as design area, power consumption or circuit complexity. In this work, we present a novel paradigm to synthesize…

Hardware Architecture · Computer Science 2018-05-17 Soheil Hashemi , Hokchhay Tann , Sherief Reda

Multi fidelity Bayesian optimization (MFBO) leverages experimental and or computational data of varying quality and resource cost to optimize towards desired maxima cost effectively. This approach is particularly attractive for chemical…

Machine Learning · Computer Science 2024-09-12 Edmund Judge , Mohammed Azzouzi , Austin M. Mroz , Antonio del Rio Chanona , Kim E. Jelfs

The graphics processing unit (GPU) has emerged as a powerful and cost effective processor for general performance computing. GPUs are capable of an order of magnitude more floating-point operations per second as compared to modern central…

Computation · Statistics 2012-07-24 Mark Franey , Pritam Ranjan , Hugh Chipman

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

In the pursuit of efficient optimization of expensive-to-evaluate systems, this paper investigates a novel approach to Bayesian multi-objective and multi-fidelity (MOMF) optimization. Traditional optimization methods, while effective, often…

Machine Learning · Computer Science 2024-03-21 Faran Irshad , Stefan Karsch , Andreas Döpp

Adhesive joints are increasingly used in industry for a wide variety of applications because of their favorable characteristics such as high strength-to-weight ratio, design flexibility, limited stress concentrations, planar force transfer,…

To enable closed form conditioning, a common assumption in Gaussian process (GP) regression is independent and identically distributed Gaussian observation noise. This strong and simplistic assumption is often violated in practice, which…

Machine Learning · Statistics 2024-06-04 Matias Altamirano , François-Xavier Briol , Jeremias Knoblauch

A common goal throughout science and engineering is to solve optimization problems constrained by computational models. However, in many cases a high-fidelity numerical emulation of systems cannot be optimized due to code complexity and…

Numerical Analysis · Mathematics 2023-05-31 Joseph Hart , Bart van Bloemen Waanders

Bayesian optimization (BO) is a powerful framework for optimizing expensive black-box objectives, yet extending it to graph-structured domains remains challenging due to the discrete and combinatorial nature of graphs. Existing approaches…

Machine Learning · Computer Science 2025-11-12 Shu Hong , Yongsheng Mei , Mahdi Imani , Tian Lan