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Bayesian optimization (BO) methods often rely on the assumption that the objective function is well-behaved, but in practice, this is seldom true for real-world objectives even if noise-free observations can be collected. Common approaches,…

Machine Learning · Statistics 2020-09-10 Erik Bodin , Markus Kaiser , Ieva Kazlauskaite , Zhenwen Dai , Neill D. F. Campbell , Carl Henrik Ek

Chemical plant design and optimisation have proven challenging due to the complexity of these real-world systems. The resulting complexity translates into high computational costs for these systems' mathematical formulations and simulation…

Neural and Evolutionary Computing · Computer Science 2022-04-28 Liezl Stander , Matthew Woolway , Terence L. Van Zyl

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

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

The central task in modeling complex dynamical systems is parameter estimation. This task involves numerous evaluations of a computationally expensive objective function. Surrogate-based optimization introduces a computationally efficient…

Machine Learning · Computer Science 2019-12-19 Žiga Lukšič , Jovan Tanevski , Sašo Džeroski , Ljupčo Todorovski

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

Machine Learning · Computer Science 2024-07-18 Hwanwoo Kim , Daniel Sanz-Alonso

Fast machine learning-based surrogate models are trained to emulate slow, high-fidelity engineering simulation models to accelerate engineering design tasks. This introduces uncertainty as the surrogate is only an approximation of the…

Machine Learning · Statistics 2020-10-08 Paul Westermann , Ralph Evins

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Many engineering problems involve the optimization of computationally expensive models for which derivative information is not readily available. The Bayesian optimization (BO) framework is a particularly promising approach for solving…

Optimization and Control · Mathematics 2022-02-10 Joel A. Paulson , Congwen Lu

Several applications such as nuclear forensics, nuclear fuel cycle simulations and sensitivity analysis require methods to quickly compute spent fuel nuclide compositions for various irradiation histories. Traditionally, this has been done…

Computational Physics · Physics 2021-03-16 Antonio Figueroa , Malte Goettsche

Multi-objective optimization aims to solve problems with competing objectives. Evaluating such problems is often slow or expensive, limiting the budget of evaluations. In many applications, historical data from related optimization tasks is…

Machine Learning · Computer Science 2026-05-12 Leonard Papenmeier , Petru Tighineanu

Bayesian optimization is a technique for optimizing black-box target functions. At the core of Bayesian optimization is a surrogate model that predicts the output of the target function at previously unseen inputs to facilitate the…

Machine Learning · Computer Science 2022-03-04 Felix Jimenez , Matthias Katzfuss

The optimization of industrial processes remains a critical challenge, particularly when no mathematical formulation of objective functions or constraints is available. This study addresses this issue by proposing a surrogate-based,…

Computational Engineering, Finance, and Science · Computer Science 2025-07-16 Eider Garate-Perez , Kerman López de Calle-Etxabe , Susana Ferreiro

Understanding structure-property relations is essential to optimally design materials for specific applications. Two-scale simulations are often employed to analyze the effect of the microstructure on a component's macroscopic properties.…

Computational Engineering, Finance, and Science · Computer Science 2022-10-25 Theron Guo , Francesco A. B. Silva , Ondřej Rokoš , Karen Veroy

It has been shown that cooperative coevolution (CC) can effectively deal with large scale optimization problems (LSOPs) through a divide-and-conquer strategy. However, its performance is severely restricted by the current…

Neural and Evolutionary Computing · Computer Science 2018-03-05 Bei Pang , Zhigang Ren , Yongsheng Liang , An Chen

Solving complex problems requires continuous effort in developing theory and practice to cope with larger, more difficult scenarios. Working with surrogates is normal for creating a proxy that realistically models the problem into the…

Neural and Evolutionary Computing · Computer Science 2026-02-10 Tomohiro Harada , Enrique Alba , Gabriel Luque

Inexpensive surrogates are useful for reducing the cost of science and engineering studies involving large-scale, complex computational models with many input parameters. A ridge approximation is one class of surrogate that models a…

Numerical Analysis · Mathematics 2019-03-01 Jeffrey M. Hokanson , Paul G. Constantine

Constrained blackbox optimization is a difficult problem, with most approaches coming from the mathematical programming literature. The statistical literature is sparse, especially in addressing problems with nontrivial constraints. This…

Recognizing the successes of treed Gaussian process (TGP) models as an interpretable and thrifty model for nonparametric regression, we seek to extend the model to classification. Both treed models and Gaussian processes (GPs) have,…

Methodology · Statistics 2010-09-28 Tamara Broderick , Robert B. Gramacy

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair