Related papers: Process-constrained batch Bayesian approaches for …

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Recently, multi-fidelity Bayesian optimization (MFBO) has been successfully applied to many engineering design optimization problems, where the cost of high-fidelity simulations and experiments can be prohibitive. However, challenges remain…

Development and optimization of biopharmaceutical production processes with cell cultures is cost- and time-consuming and often performed rather empirically. Efficient optimization of multiple-objectives like process time, viable cell…

Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition…

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Uncertainty quantification has become an efficient tool for uncertainty-aware prediction, but its power in yield-aware optimization has not been well explored from either theoretical or application perspectives. Yield optimization is a much…

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

Many real-world problems can be phrased as a multi-objective optimization problem, where the goal is to identify the best set of compromises between the competing objectives. Multi-objective Bayesian optimization (BO) is a sample efficient…

We propose an adaptive optimisation approach for tuning stochastic model predictive control (MPC) hyper-parameters while jointly estimating probability distributions of the transition model parameters based on performance rewards. In…

In chemical and manufacturing processes, unit failures due to equipment degradation can lead to process downtime and significant costs. In this context, finding an optimal maintenance strategy to ensure good unit health while avoiding…

Preference feedback, in the form of pairwise comparisons rather than scalar scores, has seen increasing use in applications such as human-, laboratory-, and expert-in-the-loop design, as well as scientific discovery. We propose a Thompson…

We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

In discrete-variable black-box optimization, the number of candidate solutions grows combinatorially, while each evaluation is often expensive. Therefore, it is important to identify promising solutions efficiently within a limited number…

Bayesian optimization (BO) has contributed greatly to improving model performance by suggesting promising hyperparameter configurations iteratively based on observations from multiple training trials. However, only partial knowledge (i.e.,…

Sparse Gaussian Processes are a key component of high-throughput Bayesian Optimisation (BO) loops; however, we show that existing methods for allocating their inducing points severely hamper optimisation performance. By exploiting the…

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…

Thompson sampling (TS) has optimal regret and excellent empirical performance in multi-armed bandit problems. Yet, in Bayesian optimization, TS underperforms popular acquisition functions (e.g., EI, UCB). TS samples arms according to the…

Bayesian optimization (BO) has for sequential optimization of expensive black-box functions demonstrated practicality and effectiveness in many real-world settings. Meta-Bayesian optimization (meta-BO) focuses on improving the sample…

Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…

Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…