Thinking inside the box: A tutorial on grey-box Bayesian optimization

R Astudillo, PI Frazier - 2021 Winter Simulation Conference …, 2021 - ieeexplore.ieee.org
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 …

Emulation of physical processes with Emukit

A Paleyes, M Pullin, M Mahsereci, C McCollum… - arxiv preprint arxiv …, 2021 - arxiv.org
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 …

Bayesian optimization of function networks

R Astudillo, P Frazier - Advances in neural information …, 2021 - proceedings.neurips.cc
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 …

Bayesian optimization with high-dimensional outputs

WJ Maddox, M Balandat, AG Wilson… - Advances in neural …, 2021 - proceedings.neurips.cc
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 …

A general recipe for likelihood-free Bayesian optimization

J Song, L Yu, W Neiswanger… - … Conference on Machine …, 2022 - proceedings.mlr.press
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 …

Robust Bayesian target value optimization

JG Hoffer, S Ranftl, BC Geiger - Computers & Industrial Engineering, 2023 - Elsevier
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 …

Gaussian process surrogates for modeling uncertainties in a use case of forging superalloys

JG Hoffer, BC Geiger, R Kern - applied sciences, 2022 - mdpi.com
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 …

Scalable Bayesian optimization with randomized prior networks

MA Bhouri, M Joly, R Yu, S Sarkar… - Computer Methods in …, 2023 - Elsevier
Several fundamental problems in science and engineering consist of global optimization
tasks involving unknown high-dimensional (black-box) functions that map a set of …

BOIS: Bayesian optimization of interconnected systems

LD González, VM Zavala - IFAC-PapersOnLine, 2024 - Elsevier
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 …

[PDF][PDF] Emukit: A Python toolkit for decision making under uncertainty

A Paleyes, M Mahsereci… - Python in Science …, 2023 - pdfs.semanticscholar.org
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 …