scholarly journals An Efficient Batch Constrained Bayesian Optimization Approach for Analog Circuit Synthesis via Multi-objective Acquisition Ensemble

Author(s):  
Shuhan Zhang ◽  
Fan Yang ◽  
Changhao Yan ◽  
Dian Zhou ◽  
Xuan Zeng
Author(s):  
Antonio Candelieri ◽  
Andrea Ponti ◽  
Ilaria Giordani ◽  
Francesco Archetti

The main goal of this paper is to show that Bayesian optimization could be regarded as a general framework for the data driven modelling and solution of problems arising in water distribution systems. Hydraulic simulation, both scenario based, and Monte Carlo is a key tool in modelling in water distribution systems. The related optimization problems fall in a simulation/optimization framework in which objectives and constraints are often black-box. Bayesian Optimization (BO) is characterized by a surrogate model, usually a Gaussian process, but also a random forest and increasingly neural networks and an acquisition function which drives the search for new evaluation points. These modelling options make BO nonparametric, robust, flexible and sample efficient particularly suitable for simulation/optimization problems. A defining characteristic of BO is its versatility and flexibility, given for instance by different probabilistic models, in particular different kernels, different acquisition functions. These characteristics of the Bayesian optimization approach are exemplified by the two problems: cost/energy optimization in pump scheduling and optimal sensor placement for early detection on contaminant intrusion. Different surrogate models have been used both in explicit and implicit control schemes. Showing that BO can drive the process of learning control rules directly from operational data. BO can also be extended to multi-objective optimization. Two algorithms have been proposed for multi-objective detection problem using two different acquisition functions.


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