bayesian optimization

Constrained Bayesian Accelerated Design of Acoustic Polyurethane Coatings with Metamaterial Features Under Hydrostatic Pressure

  • Elnaz Hajizadeh
    • Categories Civil and Environmental Engineering, Mechanical Engineering Tags , , ,

    Here we propose a novel, fully automated framework for accelerated design of underwater acoustic coatings, targeting the reduction of acoustic signature of naval platforms under operational conditions, by coupling Bayesian Optimization (BO) with a 2-step Finite Element Model (FEM). The developed FEMs evaluate the acoustic performance of polyurethane (PU) coatings with embedded metamaterial features under … Read more

    A novel UCB-based batch strategy for Bayesian optimization

  • Carmen-Ana Domínguez-Bravo
    • Categories Global Optimization, Multi-Criteria Optimization Tags , , ,

    The optimization of expensive black-box functions appears in many situations. Bayesian optimization methods have been successfully applied to solve these prob- lems using well-known single-point acquisition functions. Nowadays, the develop- ments in technology allow us to perform evaluations of some of these expensive function in parallel. Therefore, there is a need for batch infill criteria … Read more

    Scheduling of healthcare professionals using Bayesian Optimization

  • Guido Lagos
  • Francisco Jara-Moroni
    • Categories Applications - OR and Management Sciences, Scheduling, Stochastic Programming Tags , , ,

    In this paper we present a Bayesian optimization framework that iteratively “learns” good schedules for healthcare professionals of outpatient healthcare in a hospital, that minimize the overall number of patients in queue — we understand that a patient in schedule is one in queue. The hospital has several medical specialties and each is modeled as … Read more

    Quantifying uncertainty with ensembles of surrogates for blackbox optimization

  • Charles Audet
  • Sébastien Le Digabel
  • Renaud Saltet
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , , ,

    This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the constraints in order to conduct the optimization at a cheaper computational cost. This work proposes different … Read more

    TREGO: a Trust-Region Framework for Efficient Global Optimization

  • Youssef Diouane
  • V. Picheny
  • R. Le Riche
  • A. Scotto Di Perrotolo
    • Categories Global Optimization Tags , , ,

    Efficient Global Optimization (EGO) is the canonical form of Bayesian optimization that has been successfully applied to solve global optimization of expensive-to-evaluate black-box problems. However, EGO struggles to scale with dimension, and offers limited theoretical guarantees. In this work, a trust-region framework for EGO (TREGO) is proposed and analyzed. TREGO alternates between regular EGO steps … Read more