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This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

Industrial applications frequently pose a notorious challenge for state-of-the-art methods in the contexts of optimization, designing experiments and modeling unknown physical response. This problem is aggravated by limited availability of…

Bayesian optimization (BO) is a powerful and data-efficient method for iterative materials discovery and design, particularly valuable when prior knowledge is limited, underlying functional relationships are complex or unknown, and the cost…

Computer experiments are often performed to allow modeling of a response surface of a physical experiment that can be too costly or difficult to run except using a simulator. Running the experiment over a dense grid can be prohibitively…

Applications · Statistics 2009-05-25 Robert B. Gramacy , Herbert K. H. Lee

Bayesian optimization is a popular formalism for global optimization, but its computational costs limit it to expensive-to-evaluate functions. A competing, computationally more efficient, global optimization framework is optimistic…

Machine Learning · Computer Science 2022-09-05 Julia Grosse , Cheng Zhang , Philipp Hennig

Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evaluations done by a human expert. Generating candidate…

Numerical simulations have revolutionized the industrial design process by reducing prototyping costs, design iterations, and enabling product engineers to explore the design space more efficiently. However, the growing scale of simulations…

Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…

Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…

Machine Learning · Computer Science 2021-01-05 Ruduan Plug

Beyond the conventional trial-and-error method, machine learning offers a great opportunity to accelerate the discovery of functional materials, but still often suffers from difficulties such as limited materials data and unbalanced…

Materials Science · Physics 2021-08-23 Xing-Yu Ma , Hou-Yi Lyu , Kuan-Rong Hao , Zhen-Gang Zhu , Qing-Bo Yan , Gang Su

Time series data account for a major part of data supply available today. Time series mining handles several tasks such as classification, clustering, query-by-content, prediction, and others. Performing data mining tasks on raw time series…

Neural and Evolutionary Computing · Computer Science 2018-12-11 Muhammad Marwan Muhammad Fuad

Identification of optimal dose combinations in early phase dose-finding trials is challenging, due to the trade-off between precisely estimating the many parameters required to flexibly model the possibly non-monotonic dose-response…

Methodology · Statistics 2024-02-13 James Willard , Shirin Golchi , Erica E. M. Moodie , Bruno Boulanger , Bradley P. Carlin

We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence…

Machine Learning · Computer Science 2010-12-14 Eric Brochu , Vlad M. Cora , Nando de Freitas

Quantification and minimization of uncertainty is an important task in the design of electromagnetic devices, which comes with high computational effort. We propose a hybrid approach combining the reliability and accuracy of a Monte Carlo…

Machine Learning · Computer Science 2022-04-12 Mona Fuhrländer , Sebastian Schöps

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

The integration of advanced technologies, such as Artificial Intelligence (AI), into manufacturing processes is attracting significant attention, paving the way for the development of intelligent systems that enhance efficiency and…

Neural and Evolutionary Computing · Computer Science 2025-12-09 Mohammadhossein Ghahramani , Yan Qiao , NaiQi Wu , Mengchu Zhou

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

Adaptive control approaches yield high-performance controllers when a precise system model or suitable parametrizations of the controller are available. Existing data-driven approaches for adaptive control mostly augment standard…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Christopher König , Matteo Turchetta , John Lygeros , Alisa Rupenyan , Andreas Krause