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Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

Neural and Evolutionary Computing · Computer Science 2022-06-23 Jixiang Chen , Fu Luo , Zhenkun Wang

Automotive companies are increasingly looking for ways to make their products lighter, using novel materials and novel bonding processes to join these materials together. Finding the optimal process parameters for such adhesive bonding…

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

We propose practical extensions to Bayesian optimization for solving dynamic problems. We model dynamic objective functions using spatiotemporal Gaussian process priors which capture all the instances of the functions over time. Our…

Machine Learning · Statistics 2018-03-12 Favour M. Nyikosa , Michael A. Osborne , Stephen J. Roberts

Multidimensional imaging, capturing image data in more than two dimensions, has been an emerging field with diverse applications. Due to the limitation of two-dimensional detectors in obtaining the high-dimensional image data, computational…

Image and Video Processing · Electrical Eng. & Systems 2020-06-16 Didem Dogan , Figen S. Oktem

This paper considers multiple binary hypothesis tests with adaptive allocation of sensing resources from a shared budget over a small number of stages. A Bayesian formulation is provided for the multistage allocation problem of minimizing…

Methodology · Statistics 2014-11-05 Dennis Wei

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

Optimal experimental design (OED) is the general formalism of sensor placement and decisions about the data collection strategy for engineered or natural experiments. This approach is prevalent in many critical fields such as battery…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Emil Constantinescu

We propose a control-oriented optimal experimental design (cOED) approach for linear PDE-constrained Bayesian inverse problems. In particular, we consider optimal control problems with uncertain parameters that need to be estimated by…

Optimization and Control · Mathematics 2025-09-01 Madhusudan Madhavan , Alen Alexanderian , Arvind K. Saibaba , Bart van Bloemen Waanders , Rebekah D. White

This paper investigates a new class of modifier-adaptation schemes to overcome plant-model mismatch in real-time optimization of uncertain processes. The main contribution lies in the integration of concepts from the areas of Bayesian…

We propose a Bayesian optimization algorithm for objective functions that are sums or integrals of expensive-to-evaluate functions, allowing noisy evaluations. These objective functions arise in multi-task Bayesian optimization for tuning…

Machine Learning · Computer Science 2018-03-26 Saul Toscano-Palmerin , Peter I. Frazier

Estimating position and orientation change of a mobile platform from two consecutive point clouds provided by a high-resolution sensor is a key problem in autonomous navigation. In particular, scan matching algorithms aim to find the…

Signal Processing · Electrical Eng. & Systems 2021-06-09 Rico Mendrzik , Florian Meyer

In many applications, ranging from logistics to engineering, a designer is faced with a sequence of optimization tasks for which the objectives are in the form of black-box functions that are costly to evaluate. Furthermore, higher-fidelity…

Machine Learning · Computer Science 2025-01-09 Yunchuan Zhang , Sangwoo Park , Osvaldo Simeone

In a variety of scientific applications we wish to characterize a physical system using measurements or observations. This often requires us to solve an inverse problem, which usually has non-unique solutions so uncertainty must be…

Geophysics · Physics 2022-05-19 Xin Zhang , Muhammad Atif Nawaz , Xuebin Zhao , Andrew Curtis

Multi-objective optimisation problems involve finding solutions with varying trade-offs between multiple and often conflicting objectives. Ising machines are physical devices that aim to find the absolute or approximate ground states of an…

Artificial Intelligence · Computer Science 2023-05-22 Mayowa Ayodele , Richard Allmendinger , Manuel López-Ibáñez , Arnaud Liefooghe , Matthieu Parizy

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Incorporating a deep generative model as the prior distribution in inverse problems has established substantial success in reconstructing images from corrupted observations. Notwithstanding, the existing optimization approaches use gradient…

Machine Learning · Computer Science 2023-01-31 Tianci Liu , Tong Yang , Quan Zhang , Qi Lei

Multi-objective optimization is a widely studied problem in diverse fields, such as engineering and finance, that seeks to identify a set of non-dominated solutions that provide optimal trade-offs among competing objectives. However, the…

Neural and Evolutionary Computing · Computer Science 2024-01-15 Arash Heidari , Sebastian Rojas Gonzalez , Tom Dhaene , Ivo Couckuyt

Optimal experimental design (OED) plays an important role in the problem of identifying uncertainty with limited experimental data. In many applications, we seek to minimize the uncertainty of a predicted quantity of interest (QoI) based on…

Optimization and Control · Mathematics 2022-01-06 Keyi Wu , Peng Chen , Omar Ghattas