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The optimization of expensive-to-evaluate black-box functions over combinatorial structures is an ubiquitous task in machine learning, engineering and the natural sciences. The combinatorial explosion of the search space and costly…

Machine Learning · Statistics 2018-10-11 Ricardo Baptista , Matthias Poloczek

The recent decades have seen various attempts at accelerating the process of developing materials targeted towards specific applications. The performance required for a particular application leads to the choice of a particular material…

We propose a practical Bayesian optimization method using Gaussian process regression, of which the marginal likelihood is maximized where the number of model selection steps is guided by a pre-defined threshold. Since Bayesian optimization…

Machine Learning · Statistics 2020-10-19 Jungtaek Kim , Seungjin Choi

Global aerodynamic design optimization using Euler or Navier-Stokes equations requires very reliable surrogate modeling techniques since the computational effort for the underlying flow simulations is usually high. In general, for such…

Optimization and Control · Mathematics 2018-11-02 Emre Özkaya , Nicolas R. Gauger

Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…

Machine Learning · Statistics 2020-11-04 Michael Pearce , Janis Klaise , Matthew Groves

This paper proposes a simplified version of classical models for urban transportation networks, and studies the problem of controlling intersections with the goal of optimizing network-wide congestion. Differently from traditional…

Optimization and Control · Mathematics 2018-11-08 Gianluca Bianchin , Fabio Pasqualetti

High-dimensional optimization is a critical challenge for operating large-scale scientific facilities. We apply a physics-informed Gaussian process (GP) optimizer to tune a complex system by conducting efficient global search. Typical GP…

Computational Physics · Physics 2021-07-14 Adi Hanuka , X. Huang , J. Shtalenkova , D. Kennedy , A. Edelen , V. R. Lalchand , D. Ratner , J. Duris

We propose a novel holistic approach for safe autonomous exploration and map building based on constrained Bayesian optimisation. This method finds optimal continuous paths instead of discrete sensing locations that inherently satisfy…

Robotics · Computer Science 2017-03-02 Gilad Francis , Lionel Ott , Roman Marchant , Fabio Ramos

Computational models provide crucial insights into complex biological processes such as cancer evolution, but their mechanistic nature often makes them nonlinear and parameter-rich, complicating calibration. We systematically evaluate…

Analysis of PDEs · Mathematics 2025-09-24 Christina Schenk , Jacobo Ayensa Jiménez , Ignacio Romero

Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these…

Methodology · Statistics 2023-05-04 Moses Y-H. Chan , Matthew Plumlee , Stefan M. Wild

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…

Numerical Analysis · Mathematics 2025-03-19 Shane A. McQuarrie , Anirban Chaudhuri , Karen E. Willcox , Mengwu Guo

Fast machine learning-based surrogate models are trained to emulate slow, high-fidelity engineering simulation models to accelerate engineering design tasks. This introduces uncertainty as the surrogate is only an approximation of the…

Machine Learning · Statistics 2020-10-08 Paul Westermann , Ralph Evins

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Spatio-temporal systems exhibiting multi-scale behaviour are common in applications ranging from cyber-physical systems to systems biology, yet they present formidable challenges for computational modelling and analysis. Here we consider a…

Quantitative Methods · Quantitative Biology 2019-02-01 Michalis Michaelides , Jane Hillston , Guido Sanguinetti

We formulate selecting the best optimizing system (SBOS) problems and provide solutions for those problems. In an SBOS problem, a finite number of systems are contenders. Inside each system, a continuous decision variable affects the…

Methodology · Statistics 2025-11-04 Nian Si , Yifu Tang , Zeyu Zheng

We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…

Computational Physics · Physics 2019-06-26 Balasubramanya T. Nadiga , Chiyu Jiang , Daniel Livescu

Identifying the parameters of a model and rating competitive models based on measured data has been among the most important but challenging topics in modern science and engineering, with great potential of application in structural system…

Computation · Statistics 2017-08-02 F. A. DiazDelaO , A. Garbuno-Inigo , S. K. Au , I. Yoshida

There are a large number of optimization problems in physical models where the relationships between model parameters and outputs are unknown or hard to track. These models are named as black-box models in general because they can only be…

Machine Learning · Computer Science 2021-04-07 Zhongkai Shangguan , Lei Lin , Wencheng Wu , Beilei Xu

Scientists often express their understanding of the world through a computationally demanding simulation program. Analyzing the posterior distribution of the parameters given observations (the inverse problem) can be extremely challenging.…

Machine Learning · Computer Science 2014-01-14 Edward Meeds , Max Welling