Hoyle, Christopher | Search NASA

DOE OSTI2021

A Multi-Objective Bayesian Optimization Approach Using the Weighted Tchebycheff Method

Abstract Bayesian optimization (BO) is a low-cost global optimization tool for expensive black-box objective functions, where we learn from prior evaluated designs, update a posterior surrogate Gaussian process model, and select new designs for future evaluation using an acquisition function. This research focuses upon developing a BO model with multiple black-box objective functions. In the standard multi-objective (MO) optimization problem, the weighted Tchebycheff method is efficiently used to find both convex and non-convex Pareto frontiers. This approach requires knowledge of utopia values before we start optimization. However, in the BO framework, since the functions are expensive to evaluate, it is very expensive to obtain the utopia values as a prior knowledge. Therefore, in this paper, we develop a MO-BO framework where we calibrate with multiple linear regression (MLR) models to estimate the utopia value for each objective as a function of design input variables; the models are updated iteratively with sampled training data from the proposed MO-BO. These iteratively estimated mean utopia values are used to formulate the weighted Tchebycheff MO acquisition function. The proposed approach is implemented in two numerical test examples and one engineering design problem of optimizing thin tube geometries under constant loading of temperature and pressure, with minimizing the risk of creep-fatigue failure and design cost, along with risk-based and manufacturing constraints. Finally, the model accuracy with frequentist, Bayesian and without MLR-based calibration are compared to true Pareto solutions.

Engineering↗

DOE OSTI2021

An Approach to Bayesian Optimization for Design Feasibility Check on Discontinuous Black-Box Functions

The paper presents a novel approach to applying Bayesian Optimization (BO) in predicting an unknown constraint boundary, also representing the discontinuity of an unknown function, for a feasibility check on the design space, thereby representing a classification tool to discern between a feasible and infeasible region. Bayesian optimization is a low-cost black-box global optimization tool in the Sequential Design Methods where one learns and updates knowledge from prior evaluated designs, and proceeds to the selection of new designs for future evaluation. However, BO is best suited to problems with the assumption of a continuous objective function and does not guarantee true convergence when having a discontinuous design space. This is because of the insufficient knowledge of the BO about the nature of the discontinuity of the unknown true function. In this paper, we have proposed to predict the location of the discontinuity using a BO algorithm on an artificially projected continuous design space from the original discontinuous design space. The proposed approach has been implemented in a thin tube design with the risk of creep-fatigue failure under constant loading of temperature and pressure. The stated risk depends on the location of the designs in terms of safe and unsafe regions, where the discontinuities lie at the transition between those regions; therefore, the discontinuity has also been treated as an unknown creep-fatigue failure constraint. The proposed BO algorithm has been trained to maximize sampling toward the unknown transition region, to act as a high accuracy classifier between safe and unsafe designs with minimal training cost. The converged solution has been validated for different design parameters with classification error rate and function evaluations at an average of <1% and ~150, respectively. Finally, the performance of our proposed approach in terms of training cost and classification accuracy of thin tube design is shown to be better than the existing machine learning (ML) algorithms such as Support Vector Machine (SVM), Random Forest (RF), and Boosting.

Engineering↗