相关论文: A Batched Scalable Multi-Objective Bayesian Optimi…

Optimization algorithms are very different from human optimizers. A human being would gain more experiences through problem-solving, which helps her/him in solving a new unseen problem. Yet an optimization algorithm never gains any…

We developed a parallel Bayesian optimization algorithm for large eddy simulations. These simulations challenge optimization methods because they take hours or days to compute, and their objective function contains noise as turbulent…

Bayesian optimization has become a fundamental global optimization algorithm in many problems where sample efficiency is of paramount importance. Recently, there has been proposed a large number of new applications in fields such as…

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

The architectural advancements in deep neural networks have led to remarkable leap-forwards across a broad array of computer vision tasks. Instead of relying on human expertise, neural architecture search (NAS) has emerged as a promising…

Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…

Black-box optimization problems, which are common in many real-world applications, require optimization through input-output interactions without access to internal workings. This often leads to significant computational resources being…

Surrogate-based optimization relies on so-called infill criteria (acquisition functions) to decide which point to evaluate next. When Kriging is used as the surrogate model of choice (also called Bayesian optimization), one of the most…

Bayesian inverse problems arise in various scientific and engineering domains, and solving them can be computationally demanding. This is especially the case for problems governed by partial differential equations, where the repeated…

Bayesian optimization is a popular and versatile approach that is well suited to solve challenging optimization problems. Their popularity comes from their effective minimization of expensive function evaluations, their capability to…

In constraint learning, we use a neural network as a surrogate for part of the constraints or of the objective function of an optimization model. However, the tractability of the resulting model is heavily influenced by the size of the…

The increasing use of stochastic models for describing complex phenomena warrants surrogate models that capture the reference model characteristics at a fraction of the computational cost, foregoing potentially expensive Monte Carlo…

Surrogate-assisted evolutionary algorithms have been widely developed to solve complex and computationally expensive multi-objective optimization problems in recent years. However, when dealing with high-dimensional optimization problems,…

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Surrogate-assisted evolutionary algorithms (SAEAs) hold significant importance in resolving expensive optimization problems~(EOPs). Extensive efforts have been devoted to improving the efficacy of SAEAs through the development of proficient…

Bayesian Optimization (BO) is a widely used approach for blackbox optimization that leverages a Gaussian process (GP) model and an acquisition function to guide future sampling. While effective in low-dimensional settings, BO faces…

Optimizing multiple, non-preferential objectives for mixed-variable, expensive black-box problems is important in many areas of engineering and science. The expensive, noisy, black-box nature of these problems makes them ideal candidates…

This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…