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Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

Machine Learning · Statistics 2025-02-05 Haoxian Chen , Henry Lam

Recurrent neural networks (RNNs) are a powerful approach for time series prediction. However, their performance is strongly affected by their architecture and hyperparameter settings. The architecture optimization of RNNs is a…

Machine Learning · Computer Science 2021-04-26 Andrés Camero , Hao Wang , Enrique Alba , Thomas Bäck

In the automation of many kinds of processes, the observable outcome can often be described as the combined effect of an entire sequence of actions, or controls, applied throughout its execution. In these cases, strategies to optimise…

Robotics · Computer Science 2019-04-05 Rafael Oliveira , Fernando H. M. Rocha , Lionel Ott , Vitor Guizilini , Fabio Ramos , Valdir Grassi

We propose an extrinsic Bayesian optimization (eBO) framework for general optimization problems on manifolds. Bayesian optimization algorithms build a surrogate of the objective function by employing Gaussian processes and quantify the…

Optimization and Control · Mathematics 2023-01-02 Yihao Fang , Mu Niu , Pokman Cheung , Lizhen Lin

This paper proposes a model-based optimization method for the production of automotive seals in an extrusion process. The high production throughput, coupled with quality constraints and the inherent uncertainty of the process, encourages…

Systems and Control · Electrical Eng. & Systems 2024-10-31 Raul Cruz-Oliver , Luis Monzon , Edgar Ramirez-Laboreo , Jose-Manuel Rodriguez-Fortun

Bayesian optimization (BO) is an approach to globally optimizing black-box objective functions that are expensive to evaluate. BO-powered experimental design has found wide application in materials science, chemistry, experimental physics,…

Machine Learning · Computer Science 2023-10-10 Mimi Zhang , Andrew Parnell , Dermot Brabazon , Alessio Benavoli

Quadrotor flight is an extremely challenging problem due to the limited control authority encountered at the limit of handling. Model Predictive Contouring Control (MPCC) has emerged as a promising model-based approach for time optimization…

Optimizing multiple, non-preferential objectives for mixed-variable, expensive black-box problems is important in many areas of engineering and science. The expensive, noisy, black-box nature of these problems makes them ideal candidates…

Machine Learning · Computer Science 2022-11-15 Haris Moazam Sheikh , Philip S. Marcus

Parameter settings profoundly impact the performance of machine learning algorithms and laboratory experiments. The classical grid search or trial-error methods are exponentially expensive in large parameter spaces, and Bayesian…

Machine Learning · Computer Science 2017-04-18 Vu Nguyen , Santu Rana , Sunil Gupta , Cheng Li , Svetha Venkatesh

This paper presents an automated, model-free, data-driven method for the safe tuning of PID cascade controller gains based on Bayesian optimization. The optimization objective is composed of data-driven performance metrics and modeled using…

Systems and Control · Electrical Eng. & Systems 2021-08-12 Christopher König , Mohammad Khosravi , Markus Maier , Roy S. Smith , Alisa Rupenyan , John Lygeros

We propose constrained causal Bayesian optimization (cCBO), an approach for finding interventions in a known causal graph that optimize a target variable under some constraints. cCBO first reduces the search space by exploiting the graph…

Machine Learning · Statistics 2023-06-14 Virginia Aglietti , Alan Malek , Ira Ktena , Silvia Chiappa

This work presents PESMOC, Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based strategy for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the…

Machine Learning · Statistics 2021-04-15 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Bayesian optimization based on the Gaussian process upper confidence bound (GP-UCB) offers a theoretical guarantee for optimizing black-box functions. In practice, however, black-box functions often involve input uncertainty. To handle such…

Machine Learning · Statistics 2025-07-24 Yu Inatsu

Bayesian optimisation (BO) has been a successful approach to optimise functions which are expensive to evaluate and whose observations are noisy. Classical BO algorithms, however, do not account for errors about the location where…

Machine Learning · Computer Science 2019-02-22 Rafael Oliveira , Lionel Ott , Fabio Ramos

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

We study the problem of tuning the parameters of a room temperature controller to minimize its energy consumption, subject to the constraint that the daily cumulative thermal discomfort of the occupants is below a given threshold. We…

Systems and Control · Electrical Eng. & Systems 2023-10-03 Wenjie Xu , Bratislav Svetozarevic , Loris Di Natale , Philipp Heer , Colin N Jones

This work addresses data-driven inverse optimization (IO), where the goal is to estimate unknown parameters in an optimization model from observed decisions that can be assumed to be optimal or near-optimal solutions to the optimization…

Optimization and Control · Mathematics 2024-05-29 Yen-An Lu , Wei-Shou Hu , Joel A. Paulson , Qi Zhang

Automatic underwater vehicle hull Design optimization is a complex engineering process for generating a UUV hull with optimized properties on a given requirement. First, it involves the integration of involved computationally complex…

Robotics · Computer Science 2023-03-16 Harsh Vardhan , Peter Volgyesi , Will Hedgecock , Janos Sztipanovits

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

Macro placement is the problem of placing memory blocks on a chip canvas. It can be formulated as a combinatorial optimization problem over sequence pairs, a representation which describes the relative positions of macros. Solving this…