Deterministic global optimization with Gaussian processes embedded

AM Schweidtmann, D Bongartz, D Grothe… - Mathematical …, 2021 - Springer
Gaussian processes (Kriging) are interpolating data-driven models that are frequently
applied in various disciplines. Often, Gaussian processes are trained on datasets and are …

Amortized bayesian optimization over discrete spaces

K Swersky, Y Rubanova, D Dohan… - … on Uncertainty in …, 2020 - proceedings.mlr.press
Bayesian optimization is a principled approach for globally optimizing expensive, black-box
functions by using a surrogate model of the objective. However, each step of Bayesian …

R2-B2: Recursive reasoning-based Bayesian optimization for no-regret learning in games

Z Dai, Y Chen, BKH Low, P Jaillet… - … on Machine Learning, 2020 - proceedings.mlr.press
This paper presents a recursive reasoning formalism of Bayesian optimization (BO) to model
the reasoning process in the interactions between boundedly rational, self-interested agents …

Optimizing Posterior Samples for Bayesian Optimization via Rootfinding

TA Adebiyi, B Do, R Zhang - arxiv preprint arxiv:2410.22322, 2024 - arxiv.org
Bayesian optimization devolves the global optimization of a costly objective function to the
global optimization of a sequence of acquisition functions. This inner-loop optimization can …

Rare Event Detection by Acquisition-Guided Sampling

H Liao, X Qian, JZ Huang, P Li - IEEE Transactions on …, 2024 - ieeexplore.ieee.org
Motivated by the challenges in detecting extremely rare failures for sophisticated
specifications in circuit design, we consider the problem of detecting regions of interest …

Global Optimization of Gaussian Process Acquisition Functions Using a Piecewise-Linear Kernel Approximation

Y **e, S Zhang, J Paulson, C Tsay - arxiv preprint arxiv:2410.16893, 2024 - arxiv.org
Bayesian optimization relies on iteratively constructing and optimizing an acquisition
function. The latter turns out to be a challenging, non-convex optimization problem itself …

Select wisely and explain: Active learning and probabilistic local post-hoc explainability

A Saini, R Prasad - Proceedings of the 2022 AAAI/ACM Conference on …, 2022 - dl.acm.org
Albeit the tremendous performance improvements in designing complex artificial
intelligence (AI) systems in data-intensive domains, the black-box nature of these systems …

Combining Bayesian optimization and Lipschitz optimization

MO Ahmed, S Vaswani, M Schmidt - Machine Learning, 2020 - Springer
Bayesian optimization and Lipschitz optimization have developed alternative techniques for
optimizing black-box functions. They each exploit a different form of prior about the function …

Optimization with trained machine learning models embedded

AM Schweidtmann, D Bongartz, A Mitsos - Encyclopedia of Optimization, 2022 - Springer
Optimization with Trained Machine Learning Models Embedded Page 1 O Optimization with
Trained Machine Learning Models Embedded Artur M. Schweidtmann1, Dominik Bongartz2 …

A principled approach to design using high fidelity fluid-structure interaction simulations

W Wu, C Bonneville, C Earls - Finite Elements in Analysis and Design, 2021 - Elsevier
A high fidelity fluid-structure interaction simulation may require many days to run, on
hundreds of cores. This poses a serious burden, both in terms of time and economic …