English
Related papers

Related papers: Accelerating Bayesian Optimization for Nonlinear S…

200 papers

On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex…

Computation · Statistics 2013-07-15 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes

In this work we propose a framework to address the issue of state dependent nonlinear equality-constrained state estimation using Bayesian filtering. This framework is constructed specifically for a linear approximation of Bayesian…

Optimization and Control · Mathematics 2020-03-16 Niladri Das , Raktim Bhattacharya

Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness…

Machine Learning · Statistics 2014-06-13 Jasper Snoek , Kevin Swersky , Richard S. Zemel , Ryan P. Adams

A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…

Machine Learning · Statistics 2023-07-03 Adrian G. Wills , Johannes Hendriks , Christopher Renton , Brett Ninness

Redox Flow Batteries are a promising option for large-scale stationary energy storage. The vanadium redox flow battery is the most widely commercialized system thanks to its chemical stability and performance. This work aims to optimize the…

Optimization and Control · Mathematics 2023-01-04 Diana Cremoncini , Guido Francesco Frate , Aldo Bischi , Lorenzo Ferrari

We apply the Bayesian model selection method (based on the Bayes factor) to optimize $\sqrt{s_\mathrm{NN}}$-dependence in the phenomenological parameters of the (3+1)-dimensional hybrid framework for describing relativistic heavy-ion…

Nuclear Theory · Physics 2026-03-02 Syed Afrid Jahan , Hendrik Roch , Chun Shen

Determining the optimal data mixture for large language model training remains a challenging problem with an outsized impact on performance. In practice, language model developers continue to rely on heuristic exploration since no…

With a Bayesian approach, the linear optics correction algorithm for storage rings is revisited. Starting from the Bayes' theorem, a complete linear optics model is simplified as "likelihood functions" and "prior probability distributions".…

Accelerator Physics · Physics 2019-04-18 Yongjun Li , Robert Rainer , Weixing Cheng

Bayesian optimization (BayesOpt) is a gold standard for query-efficient continuous optimization. However, its adoption for drug design has been hindered by the discrete, high-dimensional nature of the decision variables. We develop a new…

In a standard optimization approach, the underlying process model is first identified at a given set of operating conditions and this updated model is, then, used to calculate the optimal conditions for the process. This two-step procedure…

Optimization and Control · Mathematics 2015-08-27 Jasdeep S. Mandur , Hector M. Budman

Recent advances have extended the scope of Bayesian optimization (BO) to expensive-to-evaluate black-box functions with dozens of dimensions, aspiring to unlock impactful applications, for example, in the life sciences, neural architecture…

Machine Learning · Computer Science 2026-05-15 Leonard Papenmeier , Luigi Nardi , Matthias Poloczek

Tuning particle accelerators is a challenging and time-consuming task that can be automated and carried out efficiently using suitable optimization algorithms, such as model-based Bayesian optimization techniques. One of the major…

The identification of structured state-space model has been intensively studied for a long time but still has not been adequately addressed. The main challenge is that the involved estimation problem is a non-convex (or bilinear)…

Optimization and Control · Mathematics 2016-11-15 Chengpu Yu , Michel Verhaegen , Shahar Kovalsky , Ronen Basri

Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…

Computation · Statistics 2019-06-05 Xiao Lin , Gabriel Terejanu

In this paper the authors study a non-linear elliptic-parabolic system, which is motivated by mathematical models for lithium-ion batteries. One state satisfies a parabolic reaction diffusion equation and the other one an elliptic equation.…

Numerical Analysis · Mathematics 2023-08-02 Behzad Azmi , Andrea Petrocchi , Stefan Volkwein

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

Methodology · Statistics 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

Bayesian optimization is known to be difficult to scale to high dimensions, because the acquisition step requires solving a non-convex optimization problem in the same search space. In order to scale the method and keep its benefits, we…

Machine Learning · Computer Science 2019-05-29 Johannes Kirschner , Mojmír Mutný , Nicole Hiller , Rasmus Ischebeck , Andreas Krause

Aligning beamlines at synchrotron light sources is a high-dimensional, expensive-to-sample optimization problem, as beams are focused using a series of dynamic optical components. Bayesian Optimization is an efficient machine learning…

Accelerator Physics · Physics 2024-08-14 Megha R. Narayanan , Thomas W. Morris

We describe a method for Bayesian optimization by which one may incorporate data from multiple systems whose quantitative interrelationships are unknown a priori. All general (nonreal-valued) features of the systems are associated with…

Machine Learning · Computer Science 2020-01-06 Steven Atkinson , Sayan Ghosh , Natarajan Chennimalai-Kumar , Genghis Khan , Liping Wang

Bayesian optimization has been shown to be a powerful tool for solving black box problems during online accelerator optimization. The major advantage of Bayesian based optimization techniques is the ability to include prior information…

Accelerator Physics · Physics 2022-11-17 Connie Xu , Ryan Roussel , Auralee Edelen