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Identifying and calibrating quantitative dynamical models for physical quantum systems is important for a variety of applications. Here we present a closed-loop Bayesian learning algorithm for estimating multiple unknown parameters in a…

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Machine Learning · Statistics 2019-09-30 Valerio Perrone , Huibin Shen , Matthias Seeger , Cedric Archambeau , Rodolphe Jenatton

Bayesian optimization (BO) is a sample-efficient approach for tuning design parameters to optimize expensive-to-evaluate, black-box performance metrics. In many manufacturing processes, the design parameters are subject to random input…

Machine Learning · Computer Science 2022-06-06 Samuel Daulton , Sait Cakmak , Maximilian Balandat , Michael A. Osborne , Enlu Zhou , Eytan Bakshy

Dynamic environments pose great challenges for expensive optimization problems, as the objective functions of these problems change over time and thus require remarkable computational resources to track the optimal solutions. Although…

Neural and Evolutionary Computing · Computer Science 2024-08-14 Huan Zhang , Jinliang Ding , Liang Feng , Kay Chen Tan , Ke Li

We introduce a flexible, scalable Bayesian inference framework for nonlinear dynamical systems characterised by distinct and hierarchical variability at the individual, group, and population levels. Our model class is a generalisation of…

Machine Learning · Statistics 2019-10-03 Geoffrey Roeder , Paul K. Grant , Andrew Phillips , Neil Dalchau , Edward Meeds

When learning policies for robotic systems from data, safety is a major concern, as violation of safety constraints may cause hardware damage. SafeOpt is an efficient Bayesian optimization (BO) algorithm that can learn policies while…

Robotics · Computer Science 2021-05-28 Dominik Baumann , Alonso Marco , Matteo Turchetta , Sebastian Trimpe

We present a mathematical framework and computational methods to optimally design a finite number of sequential experiments. We formulate this sequential optimal experimental design (sOED) problem as a finite-horizon partially observable…

Machine Learning · Computer Science 2024-03-28 Wanggang Shen , Xun Huan

In many engineering systems, proper predictive maintenance and operational control are essential to increase efficiency and reliability while reducing maintenance costs. However, one of the major challenges is that many sensors are used for…

Applications · Statistics 2025-12-09 Boyang Xu , Yunyi Kang , Xinyu Zhao , Hao Yan , Feng Ju

Bayesian optimisation (BO) is a standard approach for sample-efficient global optimisation of expensive black-box functions, yet its scalability to high dimensions remains challenging. Here, we investigate nonlinear dimensionality reduction…

Optimization and Control · Mathematics 2025-10-20 Luo Long , Coralia Cartis , Paz Fink Shustin

Autonomous Experimentation Platforms (AEPs) are advanced manufacturing platforms that, under intelligent control, can sequentially search the material design space (MDS) and identify parameters with the desired properties. At the heart of…

Machine Learning · Computer Science 2023-02-28 Ahmed Shoyeb Raihan , Imtiaz Ahmed

The neural ordinary differential equation (ODE) framework has emerged as a powerful tool for developing accelerated surrogate models of complex physical systems governed by partial differential equations (PDEs). A popular approach for PDE…

Fluid Dynamics · Physics 2025-03-26 Ashish S. Nair , Shivam Barwey , Pinaki Pal , Jonathan F. MacArt , Troy Arcomano , Romit Maulik

Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…

Optimization and Control · Mathematics 2023-08-08 Yongsheng Mei , Tian Lan , Mahdi Imani , Suresh Subramaniam

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

This work presents a novel approach for the optimization of dynamic systems on finite-dimensional Lie groups. We rephrase dynamic systems as so-called neural ordinary differential equations (neural ODEs), and formulate the optimization…

Optimization and Control · Mathematics 2024-09-18 Yannik P. Wotte , Federico Califano , Stefano Stramigioli

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

Neural ODEs (NODEs) are continuous-time neural networks (NNs) that can process data without the limitation of time intervals. They have advantages in learning and understanding the evolution of complex real dynamics. Many previous works…

Machine Learning · Computer Science 2024-11-05 Wenjie Mei , Dongzhe Zheng , Shihua Li

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

Bayesian Optimization (BO) has shown great promise for the global optimization of functions that are expensive to evaluate, but despite many successes, standard approaches can struggle in high dimensions. To improve the performance of BO,…

Machine Learning · Computer Science 2022-06-17 Sebastian Ament , Carla Gomes

Bayesian Optimization (BO) machine learning method is increasingly used to guide experimental optimization tasks in materials science. To emulate the large number of input variables and noise-containing results in experimental materials…

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