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Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

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

Managing stock efficiently remains a core issue in modern logistics, where companies must reconcile cost efficiency with dependable service despite unpredictable market conditions. Conventional models often overlook the direct connection…

Optimization and Control · Mathematics 2026-04-14 Tianxiao Sun , Noah Schwarzkopf

In reinforcement learning (RL) algorithms, exploratory control inputs are used during learning to acquire knowledge for decision making and control, while the true dynamics of a controlled object is unknown. However, this exploring property…

Machine Learning · Computer Science 2021-03-08 Yoshihiro Okawa , Tomotake Sasaki , Hidenao Iwane

Many engineering systems are subject to spatially distributed uncertainty, i.e. uncertainty that can be modeled as a random field. Altering the mean or covariance of this uncertainty will in general change the statistical distribution of…

Optimization and Control · Mathematics 2014-07-09 Eric Dow , Qiqi Wang

Precise temperature measurements on systems of few ultracold atoms is of paramount importance in quantum technologies, but can be very resource-intensive. Here, we put forward an adaptive Bayesian framework that substantially boosts the…

Discrete-time stochastic optimal control remains a challenging problem for general, nonlinear systems under significant uncertainty, with practical solvers typically relying on the certainty equivalence assumption, replanning and/or…

Systems and Control · Electrical Eng. & Systems 2021-03-12 Joe Watson , Jan Peters

Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…

Methodology · Statistics 2014-07-04 Mikhail Belyaev , Evgeny Burnaev , Yermek Kapushev

Scientific discoveries are increasingly constrained by limited storage space and I/O capacities. For time-series simulations and experiments, their data often need to be decimated over timesteps to accommodate storage and I/O limitations.…

In complex simulation environments, certain parameter space regions may result in non-convergent or unphysical outcomes. All parameters can therefore be labeled with a binary class describing whether or not they lead to valid results. In…

Applications · Statistics 2019-02-19 Raoul Heese , Michal Walczak , Tobias Seidel , Norbert Asprion , Michael Bortz

We revisit the classic thermodynamic problem of maximum work extraction from two arbitrary sized hot and cold reservoirs, modelled as perfect gases. Assuming ignorance about the extent to which the process has advanced, which implies an…

Statistical Mechanics · Physics 2015-06-19 Ramandeep S. Johal

High-dimensional optimization is a critical challenge for operating large-scale scientific facilities. We apply a physics-informed Gaussian process (GP) optimizer to tune a complex system by conducting efficient global search. Typical GP…

Computational Physics · Physics 2021-07-14 Adi Hanuka , X. Huang , J. Shtalenkova , D. Kennedy , A. Edelen , V. R. Lalchand , D. Ratner , J. Duris

We are concerned with the simulation and optimization of large-scale gas pipeline systems in an error-controlled environment. The gas flow dynamics is locally approximated by sufficiently accurate physical models taken from a hierarchy of…

Optimization and Control · Mathematics 2021-11-10 Pia Domschke , Oliver Kolb , Jens Lang

The dramatic increase of observational data across industries provides unparalleled opportunities for data-driven decision making and management, including the manufacturing industry. In the context of production, data-driven approaches can…

Optimization and Control · Mathematics 2018-01-09 Najibesadat Sadati , Ratna Babu Chinnam , Milad Zafar Nezhad

Gaussian processes are a powerful framework for uncertainty-aware function approximation and sequential decision-making. Unfortunately, their classical formulation does not scale gracefully to large amounts of data and modern hardware for…

Machine Learning · Computer Science 2025-07-10 Jihao Andreas Lin

Model-based reinforcement learning is a powerful tool, but collecting data to fit an accurate model of the system can be costly. Exploring an unknown environment in a sample-efficient manner is hence of great importance. However, the…

Machine Learning · Computer Science 2023-04-27 Matthieu Blanke , Marc Lelarge

Model-based process simulation can be used to derive designs and operating conditions of chemical processes that optimally balance multiple objectives, such as quality, costs, or environmental impacts. This work focuses on identifying…

We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…

Machine Learning · Computer Science 2013-11-12 Yanshuai Cao , Marcus A. Brubaker , David J. Fleet , Aaron Hertzmann

Simulation of surface processes is a key part of computational chemistry that offers atomic-scale insights into mechanisms of heterogeneous catalysis, diffusion dynamics, as well as quantum tunneling phenomena. The most common theoretical…

Chemical Physics · Physics 2023-05-01 Wei Fang , Yu-Cheng Zhu , Yi-Han Cheng , Yi-Ping Hao , Jeremy O. Richardson

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots