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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…

Numerical Analysis · Mathematics 2025-10-14 Jingyi Wang , Nai-Yuan Chiang , Tucker Hartland , J. Luc Peterson , Jerome Solberg , Cosmin G. Petra

As the manufacturing industry shifts from mass production to mass customization, there is a growing emphasis on adopting agile, resilient, and human-centric methodologies in line with the directives of Industry 5.0. Central to this…

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…

Optimization and Control · Mathematics 2019-01-25 Johannes Wiebe , Inês Cecílio , Ruth Misener

Real-world robots are becoming increasingly complex and commonly act in poorly understood environments where it is extremely challenging to model or learn their true dynamics. Therefore, it might be desirable to take a task-specific…

Systems and Control · Computer Science 2017-09-25 Somil Bansal , Roberto Calandra , Ted Xiao , Sergey Levine , Claire J. Tomlin

For certain industrial control applications an explicit function capturing the nontrivial trade-off between competing objectives in closed loop performance is not available. In such scenarios it is common practice to use the human innate…

Systems and Control · Electrical Eng. & Systems 2020-02-11 Alex. S. Ira , Chris Manzie , Iman Shames , Robert Chin , Dragan Nesic , Hayato Nakada , Takeshi Sano

In a standard setting of Bayesian optimization (BO), the objective function evaluation is assumed to be highly expensive. Multi-fidelity Bayesian optimization (MFBO) accelerates BO by incorporating lower fidelity observations available with…

This work shows how adaptivity can enhance value realization of digital twins in civil engineering. We focus on adapting the state transition models within digital twins represented through probabilistic graphical models. The bi-directional…

Machine Learning · Computer Science 2026-05-12 Eugenio Varetti , Matteo Torzoni , Marco Tezzele , Andrea Manzoni

We present a novel method for inferring ground-truth signal from multiple degraded signals, affected by different amounts of sensor exposure. The algorithm learns a multiplicative degradation effect by performing iterative corrections of…

Machine Learning · Computer Science 2020-09-08 Luka Kolar , Rok Šikonja , Lenart Treven

This paper investigates a new class of modifier-adaptation schemes to overcome plant-model mismatch in real-time optimization of uncertain processes. The main contribution lies in the integration of concepts from the areas of Bayesian…

Automated, data-driven quality management systems, which facilitate the transformation of data into useable information, are desired to enhance decision-making processes. Integration of accurate, reliable, and straightforward approaches…

Other Computer Science · Computer Science 2019-03-27 Wenying Ji

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

A multi-fidelity simulator is a numerical model, in which one of the inputs controls a trade-off between the realism and the computational cost of the simulation. Our goal is to estimate the probability of exceeding a given threshold on a…

Methodology · Statistics 2021-03-31 Rémi Stroh , Julien Bect , Séverine Demeyer , Nicolas Fischer , Emmanuel Vazquez

Model predictive control (MPC) is a powerful tool for controlling complex nonlinear systems under constraints, but often struggles with model uncertainties and the design of suitable cost functions. To address these challenges, we discuss…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Sebastian Hirt , Andreas Höhl , Johannes Pohlodek , Joachim Schaeffer , Maik Pfefferkorn , Richard D. Braatz , Rolf Findeisen

This paper tackles the multi-objective optimization of the cost functional of a path-following model predictive control for vehicle longitudinal and lateral control. While the inherent optimal character of the model predictive control and…

Robotics · Computer Science 2021-04-09 Ali Gharib , David Stenger , Robert Ritschel , Rick Voßwinkel

Multi-fidelity Gaussian process is a common approach to address the extensive computationally demanding algorithms such as optimization, calibration and uncertainty quantification. Adaptive sampling for multi-fidelity Gaussian process is a…

Machine Learning · Statistics 2019-07-30 Sayan Ghosh , Jesper Kristensen , Yiming Zhang , Waad Subber , Liping Wang

Optimal control for fully observed diffusion processes is well established and has led to numerous numerical implementations based on, for example, Bellman's principle, model free reinforcement learning, Pontryagin's maximum principle, and…

Optimization and Control · Mathematics 2026-04-29 Manfred Opper , Sebastian Reich

Identifying and calibrating quantitative dynamical models for physical quantum systems is important for a variety of applications. Here we present a closed-loop Bayesian learning algorithm for estimating multiple unknown parameters in a…

Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…

Machine Learning · Statistics 2022-03-16 Max Sklar

Construction projects frequently experience schedule delays and forecasting uncertainty due to variability in labor productivity, material availability, weather conditions, and project coordination. Conventional deterministic scheduling…

Computational Engineering, Finance, and Science · Computer Science 2026-05-19 Atena Khoshkonesh , Mohsen Mohammadagha , Vinayak Kaushal , Navid Ebrahimi

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau