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Bayesian optimization is a powerful paradigm to optimize black-box functions based on scarce and noisy data. Its data efficiency can be further improved by transfer learning from related tasks. While recent transfer models meta-learn a…

Bayesian Optimization has become the reference method for the global optimization of black box, expensive and possibly noisy functions. Bayesian Op-timization learns a probabilistic model about the objective function, usually a Gaussian…

Machine Learning · Statistics 2020-03-10 Antonio Candelieri , Ilaria Giordani , Riccardo Perego , Francesco Archetti

High-resolution simulation models are essential for representing complex physical systems, yet their substantial computational cost severely limits the number of feasible high-fidelity (HF) evaluations. This problem is often addressed…

Methodology · Statistics 2026-04-21 Hossein Mohammadi

Bayesian optimization is widely used for optimizing expensive black box functions, but most existing approaches focus on scalar responses. In many scientific and engineering settings the response is functional, varying smoothly over an…

Machine Learning · Computer Science 2026-04-28 Pouya Ahadi , Reza Marzban , Ali Adibi , Kamran Paynabar

We propose a robust multi-fidelity Gaussian process for integrating sparse, high-quality reference monitors with dense but noisy citizen-science sensors. The approach replaces the Gaussian log-likelihood in the high-fidelity channel with a…

Methodology · Statistics 2025-11-21 Camilla Andreozzi , Pietro Colombo , Philipp Otto

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

Composite materials exhibit strongly hierarchical and anisotropic properties governed by coupled mechanisms spanning constituents, plies, laminates, structures, and manufacturing history. This intrinsic complexity makes predictive modeling…

Computational Physics · Physics 2026-05-05 Haizhou Wen , Elham Kiyani , Gang Li , Srikanth Pilla , George Em Karniadakis , Zhen Li

Approximate Bayesian Computation (ABC) methods often require extensive simulations, resulting in high computational costs. This paper focuses on multifidelity simulation models and proposes a pre-filtering hierarchical importance sampling…

Computation · Statistics 2026-02-03 Xuefei Cao , Shijia Wang , Yongdao Zhou

We study the problem of Reinforcement Learning (RL) using as few real-world samples as possible. A naive application of RL can be inefficient in large and continuous state spaces. We present two versions of Multi-Fidelity Reinforcement…

Robotics · Computer Science 2020-03-10 Varun Suryan , Nahush Gondhalekar , Pratap Tokekar

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…

Machine Learning · Statistics 2017-07-14 Evgeny Burnaev , Alexey Zaytsev

Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various…

Computational Engineering, Finance, and Science · Computer Science 2024-07-09 Andrea Vaiuso , Gabriele Immordino , Marcello Righi , Andrea Da Ronch

Solving inverse problems in cardiovascular modeling is particularly challenging due to the high computational cost of running high-fidelity simulations. In this work, we focus on Bayesian parameter estimation and explore different methods…

Machine Learning · Statistics 2025-12-22 Chloe H. Choi , Andrea Zanoni , Daniele E. Schiavazzi , Alison L. Marsden

Recently, there has been rising interest in Bayesian optimization -- the optimization of an unknown function with assumptions usually expressed by a Gaussian Process (GP) prior. We study an optimization strategy that directly uses an…

Machine Learning · Statistics 2018-08-14 Zi Wang , Bolei Zhou , Stefanie Jegelka

This paper introduces a methodology designed to augment the inverse design optimization process in scenarios constrained by limited compute, through the strategic synergy of multi-fidelity evaluations, machine learning models, and…

Computational Engineering, Finance, and Science · Computer Science 2024-06-04 Luka Grbcic , Juliane Müller , Wibe Albert de Jong

In reliability analysis, methods used to estimate failure probability are often limited by the costs associated with model evaluations. Many of these methods, such as multifidelity importance sampling (MFIS), rely upon a computationally…

A Bayesian optimization approach for maximizing the gas conversion rate in an industrial-scale bioreactor for syngas fermentation is presented. We have access to a high-fidelity, computational fluid dynamic (CFD) reactor model and a…

Signal Processing · Electrical Eng. & Systems 2023-11-13 Mahdi Eskandari , Lars Puiman , Jakob Zeitler

High-fidelity numerical simulations of partial differential equations (PDEs) given a restricted computational budget can significantly limit the number of parameter configurations considered and/or time window evaluated for modeling a given…

Machine Learning · Computer Science 2023-09-04 Paolo Conti , Mengwu Guo , Andrea Manzoni , Attilio Frangi , Steven L. Brunton , J. Nathan Kutz

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

Testing and evaluation are expensive but critical steps in the development of connected and automated vehicles (CAVs). In this paper, we develop an adaptive sampling framework to efficiently evaluate the accident rate of CAVs, particularly…

Robotics · Computer Science 2023-06-02 Xianliang Gong , Shuo Feng , Yulin Pan

Testing controllers in safety-critical systems is vital for ensuring their safety and preventing failures. In this paper, we address the falsification problem within learning-based closed-loop control systems through simulation. This…

Systems and Control · Electrical Eng. & Systems 2024-09-13 Zahra Shahrooei , Mykel J. Kochenderfer , Ali Baheri