相关论文: An acceleration strategy for randomize-then-optimi…

Optimization-based samplers such as randomize-then-optimize (RTO) [2] provide an efficient and parallellizable approach to solving large-scale Bayesian inverse problems. These methods solve randomly perturbed optimization problems to draw…

This paper studies two classes of sampling methods for the solution of inverse problems, namely Randomize-Then-Optimize (RTO), which is rooted in sensitivity analysis, and Langevin methods, which are rooted in the Bayesian framework. The…

Prior distributions for Bayesian inference that rely on the $l_1$-norm of the parameters are of considerable interest, in part because they promote parameter fields with less regularity than Gaussian priors (e.g., discontinuities and…

In Bayesian inverse problems, surrogate models are often constructed to speed up the computational procedure, as the parameter-to-data map can be very expensive to evaluate. However, due to the curse of dimensionality and the nonlinear…

Uncertainties such as manufacturing tolerances cause performance variations in complex engineering systems, making robust design optimization (RDO) essential. However, simulation-based RDO faces high computational cost for statistical…

Bayesian optimization (BO), which uses a Gaussian process (GP) as a surrogate to model its objective function, is popular for black-box optimization. However, due to the limitations of GPs, BO underperforms in some problems such as those…

The long runtime associated with simulating multidisciplinary systems challenges the use of Bayesian optimization for multidisciplinary design optimization (MDO). This is particularly the case if the coupled system is modeled in a…

In robotics, deep learning (DL) methods are used more and more widely, but their general inability to provide reliable confidence estimates will ultimately lead to fragile and unreliable systems. This impedes the potential deployments of DL…

Recently, deep neural networks (DNNs) have shown advantages in accelerating optimization algorithms. One approach is to unfold finite number of iterations of conventional optimization algorithms and to learn parameters in the algorithms.…

We present a novel active learning algorithm, termed as iterative surrogate model optimization (ISMO), for robust and efficient numerical approximation of PDE constrained optimization problems. This algorithm is based on deep neural…

Randomized algorithms are used in many state-of-the-art solvers for constraint satisfaction problems (CSP) and Boolean satisfiability (SAT) problems. For many of these problems, there is no single solver which will dominate others. Having…

Bayesian optimization (BO) is a widely used method for data-driven optimization that generally relies on zeroth-order data of objective function to construct probabilistic surrogate models. These surrogates guide the…

Posterior sampling for high-dimensional Bayesian inverse problems is a common challenge in real-world applications. Randomized Maximum Likelihood (RML) is an optimization based methodology that gives samples from an approximation to the…

Bayesian optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support…

Bayesian Optimization (BO), guided by Gaussian process (GP) surrogates, has proven to be an invaluable technique for efficient, high-dimensional, black-box optimization, a critical problem inherent to many applications such as industrial…

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

In this work, we describe a new approach that uses deep neural networks (DNN) to obtain regularization parameters for solving inverse problems. We consider a supervised learning approach, where a network is trained to approximate the…

In this work, we investigate the use of deep neural networks (DNNs) as surrogates for solving the inverse acoustic scattering problem of recovering a sound-soft obstacle from phaseless far-field measurements. We approximate the forward maps…

Bayesian optimization (BO) has become an indispensable tool for autonomous decision-making across diverse applications from autonomous vehicle control to accelerated drug and materials discovery. With the growing interest in self-driving…

Complex design problems are common in the scientific and industrial fields. In practice, objective functions or constraints of these problems often do not have explicit formulas, and can be estimated only at a set of sampling points through…