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Sparse Gaussian Processes are a key component of high-throughput Bayesian Optimisation (BO) loops; however, we show that existing methods for allocating their inducing points severely hamper optimisation performance. By exploiting the…

Machine Learning · Computer Science 2023-02-24 Henry B. Moss , Sebastian W. Ober , Victor Picheny

Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of…

Applications · Statistics 2022-04-20 Victoria Volodina , Nikki Sonenberg , Peter Challenor , Jim Q. Smith

Bayesian Optimization (BO), guided by Gaussian process (GP) surrogates, has proven to be an invaluable technique for efficient, high-dimensional, black-box optimization, a critical problem inherent to many applications such as industrial…

Large-scale battery energy storage systems (BESS) have found ever-increasing use across industry and society to accelerate clean energy transition and improve energy supply reliability and resilience. However, their optimal power management…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Amir Farakhor , Iman Askari , Di Wu , Yebin Wang , Huazhen Fang

Bayesian optimization (BO) is a powerful paradigm for derivative-free global optimization of a black-box objective function (BOF) that is expensive to evaluate. However, the overhead of BO can still be prohibitive for problems with highly…

Machine Learning · Computer Science 2019-12-18 Bin Liu

Bayesian optimization (BO) based on Gaussian process regression (GPR) is applied to different CFD (computational fluid dynamics) problems which can be of practical relevance. The problems are i) shape optimization in a lid-driven cavity to…

Fluid Dynamics · Physics 2021-11-15 Y. Morita , S. Rezaeiravesh , N. Tabatabaei , R. Vinuesa , K. Fukagata , P. Schlatter

Renewable energy resources and power electronics-interfaced loads introduce fast dynamics in distribution networks. These dynamics cannot be regulated by slow conventional solutions and require fast controllable energy resources such as…

Optimization and Control · Mathematics 2022-10-11 H. Sekhavatmaneshand , S. Mastellone

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

Machine Learning · Computer Science 2024-07-18 Hwanwoo Kim , Daniel Sanz-Alonso

We propose a novel constrained Bayesian Optimization (BO) algorithm optimizing the design process of Laterally-Diffused Metal-Oxide-Semiconductor (LDMOS) transistors while realizing a target Breakdown Voltage (BV). We convert the…

Machine Learning · Computer Science 2023-08-21 Ping-Ju Chuang , Ali Saadat , Sara Ghazvini , Hal Edwards , William G. Vandenberghe

The increasing integration of renewable energy sources (RESs) and distributed energy resources (DERs) has significantly heightened operational complexity and uncertainty in modern power systems. Concurrently, the widespread deployment of…

Systems and Control · Electrical Eng. & Systems 2025-05-26 Bendong Tan , Tong Su , Yu Weng , Ketian Ye , Parikshit Pareek , Petr Vorobev , Hung Nguyen , Junbo Zhao , Deepjyoti Deka

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

We study the multi-agent Bayesian optimization (BO) problem, where multiple agents maximize a black-box function via iterative queries. We focus on Entropy Search (ES), a sample-efficient BO algorithm that selects queries to maximize the…

Machine Learning · Computer Science 2023-03-13 Haitong Ma , Tianpeng Zhang , Yixuan Wu , Flavio P. Calmon , Na Li

Standard Bayesian Optimization (BO) assumes uniform smoothness across the search space an assumption violated in multi-regime problems such as molecular conformation search through distinct energy basins or drug discovery across…

Machine Learning · Computer Science 2026-01-29 Yan Zhang , Xuefeng Liu , Sipeng Chen , Sascha Ranftl , Chong Liu , Shibo Li

An exciting branch of machine learning research focuses on methods for learning, optimizing, and integrating unknown functions that are difficult or costly to evaluate. A popular Bayesian approach to this problem uses a Gaussian process…

Machine Learning · Statistics 2018-04-02 Anqi Wu , Mikio C. Aoi , Jonathan W. Pillow

Carbon Capture and Storage (CCS) stands as a pivotal technology for fostering a sustainable future. The process, which involves injecting supercritical CO$_2$ into underground formations, a method already widely used for Enhanced Oil…

Machine Learning · Computer Science 2026-05-05 Sofianos Panagiotis Fotias , Vassilis Gaganis

This work presents a new procedure for obtaining predictive distributions in the context of Gaussian process (GP) modeling, with a relaxation of the interpolation constraints outside ranges of interest: the mean of the predictive…

Computation · Statistics 2026-01-13 Sébastien Petit , Julien Bect , Emmanuel Vazquez

Gaussian Process (GP) kernels are central to Bayesian optimization (BO), yet designing effective kernels for high-dimensional problems still relies on extensive manual engineering. Existing automated approaches struggle in high dimensions…

Machine Learning · Computer Science 2026-05-21 Taeyoung Yun , Woocheol Shin , Inhyuck Song , Jaewoo Lee , Jinkyoo Park

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

Gaussian processes~(Kriging) are interpolating data-driven models that are frequently applied in various disciplines. Often, Gaussian processes are trained on datasets and are subsequently embedded as surrogate models in optimization…

Optimization and Control · Mathematics 2024-01-17 Artur M. Schweidtmann , Dominik Bongartz , Daniel Grothe , Tim Kerkenhoff , Xiaopeng Lin , Jaromil Najman , Alexander Mitsos

This paper proposes an automatic controller tuning framework based on linear optimal control combined with Bayesian optimization. With this framework, an initial set of controller gains is automatically improved according to a pre-defined…

Robotics · Computer Science 2017-09-21 Alonso Marco , Philipp Hennig , Jeannette Bohg , Stefan Schaal , Sebastian Trimpe
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