Thinking inside the box: A tutorial on grey-box Bayesian optimization
Bayesian optimization (BO) is a framework for global optimization of expensive-to-evaluate
objective functions. Classical BO methods assume that the objective function is a black box …
objective functions. Classical BO methods assume that the objective function is a black box …
Emulation of physical processes with Emukit
Decision making in uncertain scenarios is an ubiquitous challenge in real world systems.
Tools to deal with this challenge include simulations to gather information and statistical …
Tools to deal with this challenge include simulations to gather information and statistical …
Bayesian optimization of function networks
We consider Bayesian optimization of the output of a network of functions, where each
function takes as input the output of its parent nodes, and where the network takes …
function takes as input the output of its parent nodes, and where the network takes …
Bayesian optimization with high-dimensional outputs
Bayesian optimization is a sample-efficient black-box optimization procedure that is typically
applied to a small number of independent objectives. However, in practice we often wish to …
applied to a small number of independent objectives. However, in practice we often wish to …
A general recipe for likelihood-free Bayesian optimization
The acquisition function, a critical component in Bayesian optimization (BO), can often be
written as the expectation of a utility function under a surrogate model. However, to ensure …
written as the expectation of a utility function under a surrogate model. However, to ensure …
Robust Bayesian target value optimization
We consider the problem of finding an input to a stochastic black box function such that the
scalar output of the black box function is as close as possible to a target value in the sense …
scalar output of the black box function is as close as possible to a target value in the sense …
Gaussian process surrogates for modeling uncertainties in a use case of forging superalloys
The avoidance of scrap and the adherence to tolerances is an important goal in
manufacturing. This requires a good engineering understanding of the underlying process …
manufacturing. This requires a good engineering understanding of the underlying process …
Scalable Bayesian optimization with randomized prior networks
Several fundamental problems in science and engineering consist of global optimization
tasks involving unknown high-dimensional (black-box) functions that map a set of …
tasks involving unknown high-dimensional (black-box) functions that map a set of …
BOIS: Bayesian optimization of interconnected systems
Bayesian optimization (BO) has proven to be an effective paradigm for the global
optimization of expensive-to-sample systems. One of the main advantages of BO is its use of …
optimization of expensive-to-sample systems. One of the main advantages of BO is its use of …
[PDF][PDF] Emukit: A Python toolkit for decision making under uncertainty
Emukit is a highly flexible Python toolkit for enriching decision making under uncertainty with
statistical emulation. It is particularly pertinent to complex processes and simulations where …
statistical emulation. It is particularly pertinent to complex processes and simulations where …