scholarly journals Robust Gaussian Process-Based Global Optimization Using a Fully Bayesian Expected Improvement Criterion

Author(s):  
Romain Benassi ◽  
Julien Bect ◽  
Emmanuel Vazquez
2019 ◽  
Vol 471 ◽  
pp. 80-96 ◽  
Author(s):  
Ruwang Jiao ◽  
Sanyou Zeng ◽  
Changhe Li ◽  
Yuhong Jiang ◽  
Yaochu Jin

2017 ◽  
Author(s):  
Guillaume Pirot ◽  
Tipaluck Krityakierne ◽  
David Ginsbourger ◽  
Philippe Renard

Abstract. A Bayesian optimization approach to localize a contaminant source is proposed. The localization problem is illustrated with two 2D synthetic cases which display sharp transmissivity contrasts and specific connectivity patterns. These cases generate highly non-linear objective functions that present multiple local minima. A derivative-free global optimization algorithm relying on a Gaussian Process model and on the Expected Improvement criterion is used to efficiently localize the minimum of the objective function which identifies the contaminant source. In addition, the generated objective functions are made available as a benchmark to further allow the comparison of optimization algorithms on functions characterized by multiple minima and inspired by concrete field applications.


2016 ◽  
Vol 68 (3) ◽  
pp. 641-662 ◽  
Author(s):  
Dawei Zhan ◽  
Jiachang Qian ◽  
Yuansheng Cheng

Author(s):  
Arunabha Batabyal ◽  
Sugrim Sagar ◽  
Jian Zhang ◽  
Tejesh Dube ◽  
Xuehui Yang ◽  
...  

Abstract A persistent problem in the selective laser sintering process is to maintain the quality of additively manufactured parts, which can be attributed to the various sources of uncertainty. In this work, a two-particle phase-field microstructure model has been analyzed. The sources of uncertainty as the two input parameters were surface diffusivity and inter-particle distance. The response quantity of interest (QOI) was selected as the size of the neck region that develops between the two particles. Two different cases with equal and unequal sized particles were studied. It was observed that the neck size increased with increasing surface diffusivity and decreased with increasing inter-particle distance irrespective of particle size. Sensitivity analysis found that the inter-particle distance has more influence on variation in neck size than that of surface diffusivity. The machine learning algorithm Gaussian Process Regression was used to create the surrogate model of the QOI. Bayesian Optimization method was used to find optimal values of the input parameters. For equal-sized particles, optimization using Probability of Improvement provided optimal values of surface diffusivity and inter-particle distance as 23.8268 and 40.0001, respectively. The Expected Improvement as an acquisition function gave optimal values 23.9874 and 40.7428, respectively. For unequal sized particles, optimal design values from Probability of Improvement were 23.9700 and 33.3005, respectively, while those from Expected Improvement were 23.9893 and 33.9627, respectively. The optimization results from the two different acquisition functions seemed to be in good agreement.


2011 ◽  
Vol 54 (1) ◽  
pp. 59-73 ◽  
Author(s):  
Jack P. C. Kleijnen ◽  
Wim van Beers ◽  
Inneke van Nieuwenhuyse

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