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This paper describes PyOED, a highly extensible scientific package that enables developing and testing model-constrained optimal experimental design (OED) for inverse problems. Specifically, PyOED aims to be a comprehensive Python toolkit…

Mathematical Software · Computer Science 2023-12-20 Abhijit Chowdhary , Shady E. Ahmed , Ahmed Attia

Questions of `how best to acquire data' are essential to modeling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental design (OED) formalizes these questions and creates…

Methodology · Statistics 2026-05-01 Xun Huan , Jayanth Jagalur , Youssef Marzouk

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

Computational models are powerful tools for understanding human cognition and behavior. They let us express our theories clearly and precisely, and offer predictions that can be subtle and often counter-intuitive. However, this same…

Accelerated discovery in materials science demands autonomous systems capable of dynamically formulating and solving design problems. In this work, we introduce a novel framework that leverages Bayesian optimization over a problem…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Danial Khatamsaz , Joseph Wagner , Brent Vela , Raymundo Arroyave , Douglas L. Allaire

Bayesian optimal experimental design (BOED) is a methodology to identify experiments that are expected to yield informative data. Recent work in cognitive science considered BOED for computational models of human behavior with tractable and…

Machine Learning · Computer Science 2021-11-01 Simon Valentin , Steven Kleinegesse , Neil R. Bramley , Michael U. Gutmann , Christopher G. Lucas

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…

Machine Learning · Statistics 2020-01-15 Adam Foster , Martin Jankowiak , Eli Bingham , Paul Horsfall , Yee Whye Teh , Tom Rainforth , Noah Goodman

Bayesian optimal experimental design (BOED) selects experiments to maximize information gain about model parameters. However, in decision-critical settings, reducing parameter uncertainty does not necessarily improve downstream decisions,…

Machine Learning · Computer Science 2026-05-26 Jinwoo Go , Xiaoning Qian , Byung-Jun Yoon

In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…

Numerical Analysis · Mathematics 2017-08-17 Lars Ruthotto , Julianne Chung , Matthias Chung

Algorithm selection and hyperparameter tuning remain two of the most challenging tasks in machine learning. Automated machine learning (AutoML) seeks to automate these tasks to enable widespread use of machine learning by non-experts. This…

Machine Learning · Computer Science 2019-05-22 Chengrun Yang , Yuji Akimoto , Dae Won Kim , Madeleine Udell

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

Optimization and Control · Mathematics 2021-02-01 Alen Alexanderian

Deep learning has been widely used in various applications from different fields such as computer vision, natural language processing, etc. However, the training models are often manually developed via many costly experiments. This manual…

Machine Learning · Computer Science 2022-11-22 Thanh Phuong Pham

Bayesian experimental design (BED) is a principled framework for data-efficient design of sequential experiments. However, existing BED methods are unable to adapt to dynamic constraints inherent in real-world tasks due to budget…

Machine Learning · Statistics 2026-05-27 Yujia Guo , Daolang Huang , Xinyu Zhang , Sammie Katt , Samuel Kaski , Ayush Bharti

We consider optimal experimental design (OED) for Bayesian inverse problems, where the experimental design variables have a certain multiway structure. Given $d$ different experimental variables with $m_i$ choices per design variable $1 \le…

Numerical Analysis · Mathematics 2025-06-03 Hugo Díaz , Arvind K. Saibaba , Srinivas Eswar , Vishwas Rao , Zichao Wendy Di

Outlier detection is an important data mining task with numerous practical applications such as intrusion detection, credit card fraud detection, and video surveillance. However, given a specific complicated task with big data, the process…

Machine Learning · Computer Science 2020-06-23 Yuening Li , Zhengzhang Chen , Daochen Zha , Kaixiong Zhou , Haifeng Jin , Haifeng Chen , Xia Hu

This paper proposes an adaptive random experiment design (ARED) algorithm that can be applied to optimize the multiple factors and levels experiments. The algorithm takes real-time model error as the adaptive condition, and outputs a model…

Signal Processing · Electrical Eng. & Systems 2020-09-01 Zhou Qiao , Duan Xiaochang , Tang Wei

A model-based optimal experiment design (OED) of nonlinear systems is studied. OED represents a methodology for optimizing the geometry of the parametric joint-confidence regions (CRs), which are obtained in an a posteriori analysis of the…

Optimization and Control · Mathematics 2020-08-14 Anwesh Reddy Gottu Mukkula , Radoslav Paulen

Autonomous vehicle (AV) systems rely on robust perception models as a cornerstone of safety assurance. However, objects encountered on the road exhibit a long-tailed distribution, with rare or unseen categories posing challenges to a…

Computer Vision and Pattern Recognition · Computer Science 2024-03-27 Mingfu Liang , Jong-Chyi Su , Samuel Schulter , Sparsh Garg , Shiyu Zhao , Ying Wu , Manmohan Chandraker

Conventional Bayesian optimal experimental design seeks to maximize the expected information gain (EIG) on model parameters. However, the end goal of the experiment often is not to learn the model parameters, but to predict downstream…

Computation · Statistics 2024-08-20 Atlanta Chakraborty , Xun Huan , Tommie Catanach

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman
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