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Bayesian optimal experimental design (BOED) provides a powerful, decision-theoretic framework for selecting experiments so as to maximise the expected utility of the data to be collected. In practice, however, its applicability can be…

Machine Learning · Statistics 2026-03-13 Louis Sharrock

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

We present a novel data-driven nested optimization framework that addresses the problem of coupling between plant and controller optimization. This optimization strategy is tailored towards instances where a closed-form expression for the…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Ali Baheri , Chris Vermillion

New manufacturing techniques such as 3D printing have recently enabled the creation of previously infeasible chemical reactor designs. Optimizing the geometry of the next generation of chemical reactors is important to understand the…

Computational Engineering, Finance, and Science · Computer Science 2022-11-01 Tom Savage , Nausheen Basha , Omar Matar , Ehecatl Antonio Del-Rio Chanona

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

We introduce a gradient-based approach for the problem of Bayesian optimal experimental design to learn causal models in a batch setting -- a critical component for causal discovery from finite data where interventions can be costly or…

Machine Learning · Computer Science 2023-06-05 Yashas Annadani , Panagiotis Tigas , Desi R. Ivanova , Andrew Jesson , Yarin Gal , Adam Foster , Stefan Bauer

Understanding the oscillating behaviors that govern organisms' internal biological processes requires interdisciplinary efforts combining both biological and computer experiments, as the latter can complement the former by simulating…

Applications · Statistics 2024-12-17 Youngdeok Hwang , Hang J. Kim , Won Chang , Christian Hong , Steven N. MacEachern

We propose a multistage method for making inference at all levels of a Bayesian hierarchical model (BHM) using natural data partitions to increase efficiency by allowing computations to take place in parallel form using software that is…

Methodology · Statistics 2021-09-23 Devin S. Johnson , Brian M. Brost , Mevin B. Hooten

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

Identification of optimal dose combinations in early phase dose-finding trials is challenging, due to the trade-off between precisely estimating the many parameters required to flexibly model the possibly non-monotonic dose-response…

Methodology · Statistics 2024-02-13 James Willard , Shirin Golchi , Erica E. M. Moodie , Bruno Boulanger , Bradley P. Carlin

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Computation · Statistics 2018-03-14 David J. Price , Nigel G. Bean , Joshua V. Ross , Jonathan Tuke

Bayesian optimization is a promising methodology for analog circuit synthesis. However, the sequential nature of the Bayesian optimization framework significantly limits its ability to fully utilize real-world computational resources. In…

Machine Learning · Computer Science 2021-06-30 Shuhan Zhang , Fan Yang , Changhao Yan , Dian Zhou , Xuan Zeng

Bayesian optimization provides sample-efficient global optimization for a broad range of applications, including automatic machine learning, engineering, physics, and experimental design. We introduce BoTorch, a modern programming framework…

In the pursuit of efficient optimization of expensive-to-evaluate systems, this paper investigates a novel approach to Bayesian multi-objective and multi-fidelity (MOMF) optimization. Traditional optimization methods, while effective, often…

Machine Learning · Computer Science 2024-03-21 Faran Irshad , Stefan Karsch , Andreas Döpp

Bayesian optimization (BO) is a powerful framework for estimating parameters of expensive simulation models, particularly in settings where the likelihood is intractable and evaluations are costly. In stochastic models every simulation is…

In multi-task Bayesian optimization, the goal is to leverage experience from optimizing existing tasks to improve the efficiency of optimizing new ones. While approaches using multi-task Gaussian processes or deep kernel transfer exist, the…

Hyperparameter optimization and neural architecture search can become prohibitively expensive for regular black-box Bayesian optimization because the training and evaluation of a single model can easily take several hours. To overcome this,…

The production process involved in the creation of biofuels consists of a number of operations and steps that require a meticulous understanding of the parameters and metrics. The production techniques again differ depending on the…

Other Quantitative Biology · Quantitative Biology 2023-08-03 Amardeep Singh

Bayesian optimization (BO) is a sequential optimization strategy that is increasingly employed in a wide range of areas including materials design. In real world applications, acquiring high-fidelity (HF) data through physical experiments…

Machine Learning · Computer Science 2023-09-07 Zahra Zanjani Foumani , Amin Yousefpour , Mehdi Shishehbor , Ramin Bostanabad
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