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Bayesian optimization (BO) is an effective paradigm for the optimization of expensive-to-sample systems. Standard BO learns the performance of a system $f(x)$ by using a Gaussian Process (GP) model; this treats the system as a black-box and…

Machine Learning · Statistics 2025-01-03 Leonardo D. González , Victor M. Zavala

Bayesian optimization is a powerful optimization tool for problems where native first-order derivatives are unavailable. Recently, constrained Bayesian optimization (CBO) has been applied to many engineering applications where constraints…

Optimization and Control · Mathematics 2024-03-21 J. Wang , C. G. Petra , J. L. Peterson

Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling…

Numerical Analysis · Mathematics 2022-09-22 S. Ashwin Renganathan , Vishwas Rao , Ionel M. Navon

In materials informatics, searching for chemical materials with desired properties is challenging due to the vastness of the chemical space. Moreover, the high cost of evaluating properties necessitates a search with a few clues. In…

Quantum Physics · Physics 2023-12-18 Mikiya Doi , Yoshihiro Nakao , Takuro Tanaka , Masami Sako , Masayuki Ohzeki

Multi-fidelity machine learning methods address the accuracy-efficiency trade-off by integrating scarce, resource-intensive high-fidelity data with abundant but less accurate low-fidelity data. We propose a practical multi-fidelity strategy…

Machine Learning · Computer Science 2025-03-26 Jiaxiang Yi , Ji Cheng , Miguel A. Bessa

Multi-fidelity simulation is a widely used strategy to reduce the computational cost of many-query numerical simulation tasks such as uncertainty quantification, design space exploration, and design optimization. The reduced basis approach…

Numerical Analysis · Mathematics 2025-09-17 Murray Cutforth , Tiffany Fan , Tony Zahtila , Alireza Doostan , Eric Darve

Bayesian optimization (BO) is widely used to optimize expensive-to-evaluate black-box functions.BO first builds a surrogate model to represent the objective function and assesses its uncertainty. It then decides where to sample by…

Machine Learning · Computer Science 2024-01-25 Jiayu Zhao , Renyu Yang , Shenghao Qiu , Zheng Wang

Bayesian optimization (BO) is a powerful paradigm for derivative-free global optimization of a black-box objective function (BOF) that is expensive to evaluate. However, the overhead of BO can still be prohibitive for problems with highly…

Machine Learning · Computer Science 2019-12-18 Bin Liu

For a wide range of applications the structure of systems like Neural Networks or complex simulations, is unknown and approximation is costly or even impossible. Black-box optimization seeks to find optimal (hyper-) parameters for these…

Machine Learning · Computer Science 2023-09-06 Janina Schreiber , Damar Wicaksono , Michael Hecht

We consider the problem of optimizing hybrid structures (mixture of discrete and continuous input variables) via expensive black-box function evaluations. This problem arises in many real-world applications. For example, in materials design…

Machine Learning · Computer Science 2021-12-03 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa

A common goal throughout science and engineering is to solve optimization problems constrained by computational models. However, in many cases a high-fidelity numerical emulation of systems cannot be optimized due to code complexity and…

Numerical Analysis · Mathematics 2023-05-31 Joseph Hart , Bart van Bloemen Waanders

The accurate but fast calculation of molecular excited states is still a very challenging topic. For many applications, detailed knowledge of the energy funnel in larger molecular aggregates is of key importance requiring highly accurate…

Chemical Physics · Physics 2024-01-12 Vivin Vinod , Sayan Maity , Peter Zaspel , Ulrich Kleinekathöfer

Molecular dynamics (MD) is a powerful and popular tool for understanding the dynamical evolution of materials at the nano and mesoscopic scales. There are various flavors of MD ranging from the high fidelity albeit computationally expensive…

Computational Physics · Physics 2020-04-02 Rohit Batra , Subramanian Sankaranarayanan

We present a scale-bridging approach based on a multi-fidelity (MF) machine-learning (ML) framework leveraging Gaussian processes (GP) to fuse atomistic computational model predictions across multiple levels of fidelity. Through the…

Computational Physics · Physics 2020-08-06 Anh Tran , Julien Tranchida , Tim Wildey , Aidan P. Thompson

Bayesian optimization (BO) has proven to be an effective paradigm for the global optimization of expensive-to-sample systems. One of the main advantages of BO is its use of Gaussian processes (GPs) to characterize model uncertainty which…

Machine Learning · Statistics 2023-11-30 Leonardo D. González , Victor M. Zavala

This paper presents an Improved Bayesian Optimization (IBO) algorithm to solve complex high-dimensional epidemic models' optimal control solution. Evaluating the total objective function value for disease control models with hundreds of…

Methodology · Statistics 2021-08-03 Yuyang Chen , Kaiming Bi , Chih-Hang J. Wu , David Ben-Arieh , Ashesh Sinha

Accelerated discovery in materials science demands autonomous systems capable of dynamically formulating and solving design problems. In this work, we introduce a novel framework that leverages Bayesian optimization over a problem…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Danial Khatamsaz , Joseph Wagner , Brent Vela , Raymundo Arroyave , Douglas L. Allaire

Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Lukas P. Fröhlich , Edgar D. Klenske , Christian G. Daniel , Melanie N. Zeilinger

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many…

Machine Learning · Statistics 2018-08-06 Zi Wang , Clement Gehring , Pushmeet Kohli , Stefanie Jegelka

While many advanced statistical methods for the design of experiments exist, it is still typical for physical experiments to be performed adaptively based on human intuition. As a consequence, experimental resources are wasted on…

Methodology · Statistics 2025-03-04 Anton van Beek