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Some real problems require the evaluation of expensive and noisy objective functions. Moreover, the analytical expression of these objective functions may be unknown. These functions are known as black-boxes, for example, estimating the…

Machine Learning · Statistics 2021-07-12 Lucia Asencio Martín , Eduardo C. Garrido-Merchán

Standard approaches for uncertainty quantification in cardiovascular modeling pose challenges due to the large number of uncertain inputs and the significant computational cost of realistic three-dimensional simulations. We propose an…

Quantitative Methods · Quantitative Biology 2020-04-20 Casey M. Fleeter , Gianluca Geraci , Daniele E. Schiavazzi , Andrew M. Kahn , Alison L. Marsden

Multi-fidelity Gaussian process is a common approach to address the extensive computationally demanding algorithms such as optimization, calibration and uncertainty quantification. Adaptive sampling for multi-fidelity Gaussian process is a…

Machine Learning · Statistics 2019-07-30 Sayan Ghosh , Jesper Kristensen , Yiming Zhang , Waad Subber , Liping Wang

Stochastic multi-objective optimization (SMOO) has recently emerged as a powerful framework for addressing machine learning problems with multiple objectives. The bias introduced by the nonlinearity of the subproblem solution mapping…

Optimization and Control · Mathematics 2024-10-10 Linxi Yang , Liping Tang , Jiahao Lv , Yuehong He , Xinmin Yang

Bayesian optimization is an advanced tool to perform ecient global optimization It consists on enriching iteratively surrogate Kriging models of the objective and the constraints both supposed to be computationally expensive of the targeted…

Machine Learning · Computer Science 2025-04-14 Robin Grapin , Youssef Diouane , Joseph Morlier , Nathalie Bartoli , Thierry Lefebvre , Paul Saves , Jasper Bussemaker

This paper presents an efficient multi-fidelity Bayesian optimization approach for analog circuit synthesis. The proposed method can significantly reduce the overall computational cost by fusing the simple but potentially inaccurate…

Systems and Control · Electrical Eng. & Systems 2019-12-03 Shuhan Zhang , Wenlong Lyu , Fan Yang , Changhao Yan , Dian Zhou , Xuan Zeng , Xiangdong Hu

We introduce a novel Bayesian hybrid matrix factorisation model (HMF) for data integration, based on combining multiple matrix factorisation methods, that can be used for in- and out-of-matrix prediction of missing values. The model is very…

Machine Learning · Statistics 2017-04-18 Thomas Brouwer , Pietro Lió

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to…

Computation · Statistics 2017-07-28 Paul Feliot , Julien Bect , Emmanuel Vazquez

This paper introduces a modular framework for Mixed-variable and Combinatorial Bayesian Optimization (MCBO) to address the lack of systematic benchmarking and standardized evaluation in the field. Current MCBO papers often introduce…

Machine Learning · Computer Science 2023-12-12 Kamil Dreczkowski , Antoine Grosnit , Haitham Bou Ammar

Particle accelerators require constant tuning during operation to meet beam quality, total charge and particle energy requirements for use in a wide variety of physics, chemistry and biology experiments. Maximizing the performance of an…

Accelerator Physics · Physics 2021-06-16 Ryan Roussel , Adi Hanuka , Auralee Edelen

The optimal assignment of Large Language Models (LLMs) to specialized roles in multi-agent systems is a significant challenge, defined by a vast combinatorial search space, expensive black-box evaluations, and an inherent trade-off between…

Multiagent Systems · Computer Science 2025-11-18 Antonio Sabbatella

High-resolution simulation models are essential for representing complex physical systems, yet their substantial computational cost severely limits the number of feasible high-fidelity (HF) evaluations. This problem is often addressed…

Methodology · Statistics 2026-04-21 Hossein Mohammadi

A multi-fidelity simulator is a numerical model, in which one of the inputs controls a trade-off between the realism and the computational cost of the simulation. Our goal is to estimate the probability of exceeding a given threshold on a…

Methodology · Statistics 2021-03-31 Rémi Stroh , Julien Bect , Séverine Demeyer , Nicolas Fischer , Emmanuel Vazquez

In supply chain management, decision-making often involves balancing multiple conflicting objectives, such as cost reduction, service level improvement, and environmental sustainability. Traditional multi-objective optimization methods,…

Artificial Intelligence · Computer Science 2025-09-09 Niki Kotecha , Ehecatl Antonio del Rio Chanona

A multiobjective optimization method is proposed for obtaining the optimal plane trusses simultaneously for various aspect ratios of the initial ground structure as a set of Pareto optimal solutions generated through a single optimization…

Optimization and Control · Mathematics 2023-08-01 Makoto Ohsaki , Saku Aoyagi , Kazuki Hayashi

AI inference scaling is often tuned through 1D heuristics (a fixed reasoning pass) or 2D bivariate trade-offs (e.g., accuracy vs. compute), which fail to consider cost and latency constraints. We introduce a 3D optimization framework that…

Machine Learning · Computer Science 2025-11-18 Minseok Jung , Abhas Ricky , Muhammad Rameez Chatni

The paper presents a collection of analytical benchmark problems specifically selected to provide a set of stress tests for the assessment of multifidelity optimization methods. In addition, the paper discusses a comprehensive ensemble of…

We develop and analyze a method for stochastic simulation optimization based on Gaussian process models within a trust-region framework. We focus on settings where the variance of the objective function is large, making accurate estimation…

Optimization and Control · Mathematics 2026-03-10 Mickael Binois , Jeffrey Larson

We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…

Machine Learning · Computer Science 2025-04-03 Caroline Tatsuoka , Minglei Yang , Dongbin Xiu , Guannan Zhang

Aircraft aerodynamic design optimization must account for the varying operating conditions along the cruise segment as opposed to designing at one fixed operating condition, to arrive at more realistic designs. Conventional approaches…

Optimization and Control · Mathematics 2025-12-03 Kade Carlson , Ashwin Renganathan