Related papers: Multi-Fidelity Methods for Optimization: A Survey

Markov chain Monte Carlo (MCMC) is an established approach for uncertainty quantification and propagation in scientific applications. A key challenge in applying MCMC to scientific domains is computation: the target density of interest is…

Federated bilevel optimization (FBO) has shown great potential recently in machine learning and edge computing due to the emerging nested optimization structure in meta-learning, fine-tuning, hyperparameter tuning, etc. However, existing…

Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…

We propose MUMBO, the first high-performing yet computationally efficient acquisition function for multi-task Bayesian optimization. Here, the challenge is to perform efficient optimization by evaluating low-cost functions somehow related…

Task offloading in three-layer fog computing environments presents a critical challenge due to user equipment (UE) mobility, which frequently triggers costly service migrations and degrades overall system performance. This paper addresses…

In recent years, solving optimization problems involving black-box simulators has become a point of focus for the machine learning community due to their ubiquity in science and engineering. The simulators describe a forward process…

Few real-world hybrid systems are amenable to formal verification, due to their complexity and black box components. Optimization-based falsification---a methodology of search-based testing that employs stochastic optimization---is…

Metal-organic frameworks (MOFs) offer a vast design space, and as such, computational simulations play a critical role in predicting their structural and physicochemical properties. However, MOF simulations remain difficult to access…

A ubiquitous challenge in design space exploration or uncertainty quantification of complex engineering problems is the minimization of computational cost. A useful tool to ease the burden of solving such systems is model reduction. This…

This paper introduces a multifidelity formulation that reduces the computational cost of the proper orthogonal decomposition (POD) of a high-fidelity model by leveraging data from cheaper, lower-fidelity models. POD is a prevalent technique…

Mathematical optimization is one of the cornerstones of modern engineering research and practice. Yet, throughout all application domains, mathematical optimization is, for the most part, considered to be a numerical discipline.…

Hyperparameter optimization (HPO) is crucial for fine-tuning machine learning models but can be computationally expensive. To reduce costs, Multi-fidelity HPO (MF-HPO) leverages intermediate accuracy levels in the learning process and…

Bayesian Optimization (BO) is an efficient tool for optimizing black-box functions, but its theoretical guarantees typically hold in the asymptotic regime. In many critical real-world applications such as drug discovery or materials design,…

We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to…

Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Multifidelity uncertainty propagation combines the efficiency of low-fidelity models with the accuracy of a high-fidelity model to construct statistical estimators of quantities of interest. It is well known that the effectiveness of such…

Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

Bayesian optimization (BO) is a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…

Bayesian optimisation (BO) is a surrogate-based optimisation technique that efficiently solves expensive black-box functions with small evaluation budgets. Recent studies consider trust regions to improve the scalability of BO approaches…

The idea of iterative process optimization based on collected output measurements, or "real-time optimization" (RTO), has gained much prominence in recent decades, with many RTO algorithms being proposed, researched, and developed. While…