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Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

Methodology · Statistics 2023-02-03 Nicholas W. Barendregt , Emily G. Webb , Zachary P. Kilpatrick

Inferring viscoelasticity parameters is a key challenge that often leads to non-unique solutions when fitting rheological data. In this context, we propose a machine learning approach that utilizes Bayesian optimization for parameter…

Soft Condensed Matter · Physics 2025-02-27 Isaac Y. Miranda-Valdez , Tero Mäkinen , Juha Koivisto , Mikko J. Alava

Numerical simulations have revolutionized the industrial design process by reducing prototyping costs, design iterations, and enabling product engineers to explore the design space more efficiently. However, the growing scale of simulations…

Active policy search combines the trial-and-error methodology from policy search with Bayesian optimization to actively find the optimal policy. First, policy search is a type of reinforcement learning which has become very popular for…

Robotics · Computer Science 2024-02-13 Ruben Martinez-Cantin

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

We optimize the jet mixing using large eddy simulations (LES) at a Reynolds number of $3000$. Key methodological enablers consist of Bayesian optimization, a surrogate model enhanced by deep learning, and persistent data topology for…

Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the…

Machine Learning · Computer Science 2024-09-06 Navid Ansari , Alireza Javanmardi , Eyke Hüllermeier , Hans-Peter Seidel , Vahid Babaei

We provide a method to solve optimization problem when objective function is a complex stochastic simulator of an urban transportation system. To reach this goal, a Bayesian optimization framework is introduced. We show how the choice of…

Computation · Statistics 2019-01-15 Laura Schultz , Vadim Sokolov

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated datasets. This issue is compounded further when…

Methodology · Statistics 2022-04-07 Markus Hainy , David J. Price , Olivier Restif , Christopher Drovandi

Bayesian optimization (BO) has shown impressive results in a variety of applications within low-to-moderate dimensional Euclidean spaces. However, extending BO to high-dimensional settings remains a significant challenge. We address this…

Machine Learning · Statistics 2024-03-11 Shouri Hu , Jiawei Li , Zhibo Cai

Most machine learning methods require careful selection of hyper-parameters in order to train a high performing model with good generalization abilities. Hence, several automatic selection algorithms have been introduced to overcome tedious…

Machine Learning · Computer Science 2020-01-17 Raju Ram , Sabine Müller , Franz-Josef Pfreundt , Nicolas R. Gauger , Janis Keuper

Achieving ultimate bounds in estimation processes is the main objective of quantum metrology. In this context, several problems require measurement of multiple parameters by employing only a limited amount of resources. To this end,…

We propose an efficient transfer Bayesian optimization method, which finds the maximum of an expensive-to-evaluate black-box function by using data on related optimization tasks. Our method uses auxiliary information that represents the…

Machine Learning · Statistics 2019-09-18 Tomoharu Iwata , Takuma Otsuka

The design and optimization of optical components, such as Bragg gratings, are critical for applications in telecommunications, sensing, and photonic circuits. To overcome the limitations of traditional design methods that rely heavily on…

Optics · Physics 2025-05-07 M. R. Mahani , Igor A. Nechepurenko , Thomas Flisgen , Andreas Wicht

In this paper, we present the application of a recently developed algorithm for Bayesian multi-objective optimization to the design of a commercial aircraft environment control system (ECS). In our model, the ECS is composed of two…

Optimization and Control · Mathematics 2016-10-10 Paul Feliot , Yves Le Guennec , Julien Bect , Emmanuel Vazquez

Aircraft design relies heavily on solving challenging and computationally expensive Multidisciplinary Design Optimization problems. In this context, there has been growing interest in multi-fidelity models for Bayesian optimization to…

Optimization and Control · Mathematics 2026-04-01 Oihan Cordelier , Youssef Diouane , Nathalie Bartoli , Eric Laurendeau

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any…

Machine Learning · Statistics 2017-07-17 Tom Rainforth , Tuan Anh Le , Jan-Willem van de Meent , Michael A. Osborne , Frank Wood

Applying Bayesian optimization in problems wherein the search space is unknown is challenging. To address this problem, we propose a systematic volume expansion strategy for the Bayesian optimization. We devise a strategy to guarantee that…

Machine Learning · Statistics 2019-10-30 Huong Ha , Santu Rana , Sunil Gupta , Thanh Nguyen , Hung Tran-The , Svetha Venkatesh