相关论文: Bayesian optimization of hyper-parameters in reser…

Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is method that heavily relies on probabilistic inference. This…

Machine-designed control of complex devices or experiments can discover strategies superior to those developed via simplified models. We describe an online optimization algorithm based on Gaussian processes and apply it to optimization of…

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

We introduce BayeSQP, a novel algorithm for general black-box optimization that merges the structure of sequential quadratic programming with concepts from Bayesian optimization. BayeSQP employs second-order Gaussian process surrogates for…

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

In this work, we propose a new approach towards the efficient optimization and implementation of reservoir computing hardware reducing the required domain expert knowledge and optimization effort. First, we adapt the reservoir input mask to…

For developing innovative systems architectures, modeling and optimization techniques have been central to frame the architecting process and define the optimization and modeling problems. In this context, for system-of-systems the use of…

In this paper, a multipurpose Bayesian-based method for data analysis, causal inference and prediction in the sphere of oil and gas reservoir development is considered. This allows analysing parameters of a reservoir, discovery dependencies…

We implemented a gradient-based algorithm for transition state search which uses Gaussian process regression. Besides a description of the algorithm, we provide a method to find the starting point for the optimization if only the reactant…

In this paper, we employ Bayesian optimization to concurrently explore the optimal values for both the shape parameter and the radius in the partition of unity interpolation using radial basis functions. Bayesian optimization is a…

We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

Bayesian Optimization is an iterative method, tailored to optimizing expensive black box objective functions. Surrogate models like Gaussian Processes, which are the gold standard in Bayesian Optimization, can be inefficient for inputs with…

We consider Bayesian optimization using Gaussian Process models, also referred to as kernel-based bandit optimization. We study the methodology of exploring the domain using random samples drawn from a distribution. We show that this random…

This work presents PESMOC, Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based strategy for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the…

Gaussian Process bandit optimization has emerged as a powerful tool for optimizing noisy black box functions. One example in machine learning is hyper-parameter optimization where each evaluation of the target function requires training a…

Reservoir computing is a novel machine learning algorithm that uses a nonlinear dynamical system to efficiently learn complex temporal patterns from data. The objective of this thesis is to investigate the principles of reservoir computing…

Deep learning has achieved impressive results on many problems. However, it requires high degree of expertise or a lot of experience to tune well the hyperparameters, and such manual tuning process is likely to be biased. Moreover, it is…

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…

We consider an on-line system identification setting, in which new data become available at given time steps. In order to meet real-time estimation requirements, we propose a tailored Bayesian system identification procedure, in which the…

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…