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At least 109 records · Page 6

Descriptor Aided Bayesian Optimization for Many-Level Qualitative Variables With Materials Design Applications

Abstract Engineering design often involves qualitative and quantitative design variables, which requires systematic methods for the exploration of these mixed-variable design spaces. Expensive simulation techniques, such as those required to evaluate optimization objectives in materials design applications, constitute the main portion of the cost of the design process and underline the need for efficient search strategies—Bayesian optimization (BO) being one of the most widely adopted. Although recent developments in mixed-variable Bayesian optimization have shown promise, the effects of dimensionality of qualitative variables have not been well studied. High-dimensional qualitative variables, i.e., with many levels, impose a large design cost as they typically require a larger dataset to quantify the effect of each level on the optimization objective. We address this challenge by leveraging domain knowledge about underlying physical descriptors, which embody the physics of the underlying physical phenomena, to infer the effect of unobserved levels that have not been sampled yet. We show that physical descriptors can be intuitively embedded into the latent variable Gaussian process approach—a mixed-variable GP modeling technique—and used to selectively explore levels of qualitative variables in the Bayesian optimization framework. This physics-informed approach is particularly useful when one or more qualitative variables are high dimensional (many-level) and the modeling dataset is small, containing observations for only a subset of levels. Through a combination of mathematical test functions and materials design applications, our method is shown to be robust to certain types of incomplete domain knowledge and significantly reduces the design cost for problems with high-dimensional qualitative variables.

Engineering↗

Low-Earth Orbit Trajectory Optimization in the Presence of Atmospheric Uncertainty

The previous 20 to 25 years have seen a tremendous increase in space exploration, and with that an increase in the level of logistics planning needed to ensure mission success. For spacecraft that are designed to be periodically re-supplied, a key logistics consumable is propellant, as it constitutes the greatest up-mass on re-supply vehicles. A trajectory design strategy is therefore desired that minimizes propellant usage in order to ease the demand for propellant re-supply missions. This thesis develops such a strategy in three stages, and uses the International Space Station (ISS) as its testbed, as no other LEO spacecraft is more challenging from a space logistics standpoint. First, the ISS trajectory planning problem is formulated as a constrained burn optimization problem assuming a deterministic atmosphere. The cost function is total ∆v, with constraints imposed on longitude of ascending viii node (LAN) and semi-major axis (SMA) altitude. Analytic derivatives are constructed for both the cost and constraints, which are necessary given the 6-week to 2-year time frames being considered. A gradient-based optimizer is then utilized to find locally-optimal solutions to real-world ISS trajectory planning problems. Second, atmospheric uncertainty is addressed by constructing a probabilistic model of space weather data using Gaussian Processes (GPs). Bayesian inference is performed using the GP model to generate mean and covariance estimates for space weather predictions, whose pedigree is assessed against test data. The predictions are then mapped into atmospheric density via the analytic Jacchia-Roberts density model, and the effect of space weather uncertainty on orbital lifetime is examined. Third, an ISS burn execution uncertainty model is developed. This model, along with the space weather uncertainty model, are deployed in a linear covariance analysis to ascertain their combined effect on LAN and SMA altitude dispersions. The deterministic constraints from the original problem are re-formulated as stochastic constraints, where now the constraint uncertainty interval is required to fall within specified bounds. An updated optimization framework is constructed using the original ∆v cost function along with the stochastic constraints to solve the trajectory optimization problem under atmospheric uncertainty. Finally, the complete architecture is summarized for deployment in an operational setting.

Trajectory Optimization↗

Enhancing Gaussian Process Surrogates for Optimization and Posterior Approximation via Random Exploration

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical GP-UCB algorithm, but the additional random exploration step accelerates their convergence, nearly achieving the optimal convergence rate. Furthermore, to facilitate Bayesian inference with intractable likelihoods, we propose to utilize optimization iterates for maximum a posteriori estimation to build a Gaussian process surrogate model for the unnormalized log-posterior density. We provide bounds for the Hellinger distance between the true and the approximate posterior distributions in terms of the number of design points. We demonstrate the effectiveness of our Bayesian optimization algorithms in nonconvex benchmark objective functions, in a machine learning hyperparameter tuning problem, and in a black-box engineering design problem. The effectiveness of our posterior approximation approach is demonstrated in two Bayesian inference problems for parameters of dynamical systems.

Bayesian inference↗

Augmenting a Simulation Campaign for Hybrid Computer Model and Field Data Experiments

The Kennedy and O’Hagan (KOH) calibration framework uses coupled Gaussian processes (GPs) to meta-model an expensive simulator (first GP), tune its “knobs” (calibration inputs) to best match observations from a real physical/field experiment and correct for any modeling bias (second GP) when predicting under new field conditions (design inputs). There are well-established methods for placement of design inputs for data-efficient planning of a simulation campaign in isolation, that is, without field data: space-filling, or via criterion like minimum integrated mean-squared prediction error (IMSPE). Analogues within the coupled GP KOH framework are mostly absent from the literature. Here, in this study, we derive a closed form IMSPE criterion for sequentially acquiring new simulator data for KOH. We illustrate how acquisitions space-fill in design space, but concentrate in calibration space. Closed form IMSPE precipitates a closed-form gradient for efficient numerical optimization. We demonstrate that our KOH-IMSPE strategy leads to a more efficient simulation campaign on benchmark problems, and conclude with a showcase on an application to equilibrium concentrations of rare earth elements for a liquid–liquid extraction reaction.

97 MATHEMATICS AND COMPUTING↗

Gaussian processes meet NeuralODEs: a Bayesian framework for learning the dynamics of partially observed systems from scarce and noisy data

We present a machine learning framework (GP-NODE) for Bayesian model discovery from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of differentiable programming to propagate gradient information through ordinary differential equation solvers and perform Bayesian inference with respect to unknown model parameters using Hamiltonian Monte Carlo sampling and Gaussian Process priors over the observed system states. This allows us to exploit temporal correlations in the observed data, and efficiently infer posterior distributions over plausible models with quantified uncertainty. The use of the Finnish Horseshoe as a sparsity-promoting prior for free model parameters also enables the discovery of parsimonious representations for the latent dynamics. A series of numerical studies is presented to demonstrate the effectiveness of the proposed GP-NODE method including predator–prey systems, systems biology and a 50-dimensional human motion dynamical system. This article is part of the theme issue ‘Data-driven prediction in dynamical systems’.

Science & Technology - Other Topics↗

GP-BayesOpInf

SAND2025-01851O GP-BayesOpInf is a software tool that uses algorithms to combine Gaussian process regression, principal component analysis, and linear Bayesian inference to produce a probabilistic reduced-order model for time-dependent systems. Numerical examples include the compressible Euler equations for an ideal gas, a heat diffusion process with a nonlinear reaction term, and a set of ordinary differential equations describing a compartmental model in epidemiology. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

SciDAC↗

Forward variable selection enables fast and accurate dynamic system identification with Karhunen-Loève decomposed Gaussian processes

A promising approach for scalable Gaussian processes (GPs) is the Karhunen-Loève (KL) decomposition, in which the GP kernel is represented by a set of basis functions which are the eigenfunctions of the kernel operator. Such decomposed kernels have the potential to be very fast, and do not depend on the selection of a reduced set of inducing points. However KL decompositions lead to high dimensionality, and variable selection thus becomes paramount. This paper reports a new method of forward variable selection, enabled by the ordered nature of the basis functions in the KL expansion of the Bayesian Smoothing Spline ANOVA kernel (BSS-ANOVA), coupled with fast Gibbs sampling in a fully Bayesian approach. It quickly and effectively limits the number of terms, yielding a method with competitive accuracies, training and inference times for tabular datasets of low feature set dimensionality. Theoretical computational complexities are O ( N P 2 ) in training and O ( P ) per point in inference, where N is the number of instances and P the number of expansion terms. The inference speed and accuracy makes the method especially useful for dynamic systems identification, by modeling the dynamics in the tangent space as a static problem, then integrating the learned dynamics using a high-order scheme. The methods are demonstrated on two dynamic datasets: a ‘Susceptible, Infected, Recovered’ (SIR) toy problem, along with the experimental ‘Cascaded Tanks’ benchmark dataset. Comparisons on the static prediction of time derivatives are made with a random forest (RF), a residual neural network (ResNet), and the Orthogonal Additive Kernel (OAK) inducing points scalable GP, while for the timeseries prediction comparisons are made with LSTM and GRU recurrent neural networks (RNNs) along with the SINDy package.

Hayes, Kyle↗

Deep Gaussian process-based cost-aware batch Bayesian optimization for complex materials design campaigns

The accelerating pace and expanding scope of materials discovery demand optimization frameworks that efficiently navigate vast design spaces with complex response surfaces while judiciously allocating limited evaluation resources. We present a cost-aware, batch Bayesian optimization scheme powered by deep Gaussian process (DGP) surrogates and a heterotopic querying strategy. Our DGP surrogate, formed by stacking GP layers, models complex hierarchical relationships among high-dimensional compositional features and captures correlations across multiple target properties, propagating uncertainty through successive layers. We integrate evaluation cost into an upper-confidence-bound acquisition extension, which, together with heterotopic querying, proposes small batches of candidates in parallel, balancing exploration of under-characterized regions with exploitation of high-mean, low-variance predictions across correlated properties. Applied to refractory high-entropy alloys for high-temperature applications, our framework converges to optimal formulations in fewer iterations with cost-aware queries than conventional GP-based BO, highlighting the value of deep, uncertainty-aware, cost-sensitive strategies in materials campaigns.

36 MATERIALS SCIENCE↗

Scaled Vecchia Approximation for Fast Computer-Model Emulation

Many scientific phenomena are studied using computer experiments consisting of multiple runs of a computer model while varying the input settings. Gaussian processes (GPs) are a popular tool for the analysis of computer experiments, enabling interpolation between input settings, but direct GP inference is computationally infeasible for large datasets. We adapt and extend a powerful class of GP methods from spatial statistics to enable the scalable analysis and emulation of large computer experiments. Specifically, we apply Vecchia’s ordered conditional approximation in a transformed input space, with each input scaled according to how strongly it relates to the computer-model response. The scaling is learned from the data by estimating parameters in the GP covariance function using Fisher scoring. Our methods are highly scalable, enabling estimation, joint prediction, and simulation in near-linear time in the number of model runs. In several numerical examples, our approach substantially outperformed existing methods.

97 MATHEMATICS AND COMPUTING↗

Benchmarking Bayesian Optimization Frameworks and Acquisition Strategies for Materials Discovery and Autonomous Laboratories

Bayesian optimization (BO) can accelerate materials discovery by guiding expensive experiments toward the most promising processing conditions. We systematically compare five BO surrogate and framework combinations (Gaussian processes in Ax, Gaussian processes and Monte-Carlo neural networks in BayBE, random forests in Lolopy, and tree-structured Parzen (TPE) estimators in Hyperopt) on three benchmarks that mimic common materials design tasks (a discrete solid-electrolyte composition space, a hybrid discrete/continuous laminate-composite design problem solved with micromechanics modeling, and the continuous Ishigami analytic function which is a standard optimization benchmark). Each BO surrogate is paired with posterior mean, probability of improvement, and expected improvement acquisition functions and run for 100 trials from randomized initial samples with uniform random search providing a control. Across five random seeds per setting, BayBE’s Gaussian-process surrogate with expected improvement consistently reached ≥95 % of the known optimum in the fewest evaluations, while Lolopy’s random forest matched or exceeded GP performance on purely categorical or mixed spaces at a higher computational cost. Posterior mean alone often stagnated at local optima, underscoring the need for exploration, whereas probability and expected improvement balanced exploration and exploitation leading to better optimization in fewer trials. Execution times ranged from milliseconds for TPE to minutes for neural-network and random-forest surrogates. These results establish baseline expectations for BO in automated materials laboratories and highlight expected improvement with Gaussian processes as a reliable first choice, with random forests offering a strong alternative when categorical variables dominate. The benchmark suite and code are released to facilitate future surrogate, acquisition, and constraint-handling research in data-driven materials optimization.

Bayesian optimization↗

Recursive Gaussian Process over graphs for Integrating Multi-timescale Measurements in Low-Observable Distribution Systems

The transition to a smarter grid is empowered by enhanced sensor deployments and smart metering infrastructure in the distribution system. Measurements from these sensors and meters can be used for many applications, including distribution system state estimation (DSSE). However, these measurements are typically sampled at different rates and could be intermittent due to losses during the aggregation process. These multi timescale measurements should be reconciled in real-time to perform accurate grid monitoring. This paper tackles this problem by formulating a recursive multi-task Gaussian process (RGP-G) approach that sequentially aggregates sensor measurements. Specifically, we formulate a recursive multi-task GP with and without network connectivity information to reconcile the multi time-scale measurements in distribution systems. Here, the proposed framework is capable of aggregating the multi-time scale measurements batch-wise or in real-time. Following the aggregation of the multi time-scale measurements, the spatial states of the consistent time-series are estimated using matrix completion based DSSE approach. Simulation results on IEEE 37 and IEEE 123 bus test systems illustrate the efficiency of the proposed methods from the standpoint of both multi time-scale data aggregation and DSSE.

42 ENGINEERING↗

gp_blendclass_singleband

The code used for the data preprocessing, image simulation, and model training and analysis reported in the paper "Gaussian Process Classification for Galaxy Blend Identification in LSST" (arXiv:2107.09246).

Buchanan, JamesJ.↗

srMO-BO-3GP: A sequential regularized multi-objective Bayesian optimization for constrained design applications using an uncertain Pareto classifier

Bayesian optimization (BO) is an efficient and flexible global optimization framework that is applicable to a very wide range of engineering applications. To leverage the capability of the classical BO, many extensions, including multi-objective, multi-fidelity, parallelization, and latent-variable modeling, have been proposed to address the limitations of the classical BO framework. In this work, we propose a novel multi-objective BO formalism, called srMO-BO-3GP, to solve multi-objective optimization problems in a sequential setting. Three different Gaussian processes (GPs) are stacked together, where each of the GPs is assigned with a different task. The first GP is used to approximate a single-objective computed from the multi-objective definition, the second GP is used to learn the unknown constraints, and the third one is used to learn the uncertain Pareto frontier. At each iteration, a multi-objective augmented Tchebycheff function is adopted to convert multi-objective to single-objective, where the regularization with a regularized ridge term is also introduced to smooth the single-objective function. Finally, we couple the third GP along with the classical BO framework to explore the convergence and diversity of the Pareto frontier by the acquisition function for exploitation and exploration. The proposed framework is demonstrated using several numerical benchmark functions, as well as a thermomechanical finite element model for flip-chip package design optimization.

42 ENGINEERING↗

Fermilab Booster loss modelling and rebalancing using Bayesian methods

To meet PIP-II upgrade requirements, Fermilab Booster losses need to be reduced by 50% compared to present levels. So far, simulations are not good enough to predict loss patterns. Thus, an extensive Booster tune up will be necessary to achieve required performance. In this paper we present an effort to build a data-driven loss model using Bayesian techniques, and subsequently to rebalance losses for higher trip margins. We first created several sets of spatially and temporally isolated orbit and optics knobs, and trained Gaussian process models for each beam loss monitor as well as beam current. Novel techniques of uncertainty constraints and approximate GP fitting were introduced to handle safety and timing requirements. We then performed single and multi-objective tuning using scalarized objectives comprised of critical beam loss locations. We achieved significant rebalancing of losses, increasing margins by 25%, as well as an overall improvement in transmission efficiency of 0.4%. Automated data collection is being developed so that more accurate surrogate models can be trained over time.

Kuklev, N. [Fermilab]↗

OGLE-2017-BLG-1186: First Application of Asteroseismology and Gaussian Processes to microlensing

We present the analysis of the event OGLE-2017-BLG-1186 from the 2017 Spitzer microlensing campaign. This is a remarkable microlensing event because its source is photometrically bright and variable, which makes it possible to perform an asteroseismic analysis using ground-based data. We find that the source star is an oscillating red giant with average timescale of ∼9 d. The asteroseismic analysis also provides us source properties including the source angular size (∼27 μas) and distance (∼11.5 kpc), which are essential for inferring the properties of the lens. When fitting the light curve, we test the feasibility of Gaussian processes (GPs) in handling the correlated noise caused by the variable source. We find that the parameters from the GP model are generally more loosely constrained than those from the traditional χ(exp 2) minimization method. We note that this event is the first microlensing system for which asteroseismology and GPs have been used to account for the variable source. With both finite-source effect and microlens parallax measured, we find that the lens is likely a ∼0.045 Mʘ brown dwarf at distance ∼9.0 kpc, or a ∼0.073 Mʘ ultracool dwarf at distance ∼9.8 kpc. Combining the estimated lens properties with a Bayesian analysis using a Galactic model, we find a ∼ 35 per cent probability for the lens to be a bulge object and ∼ 65 per cent to be a background disc object.

S.-S. Li↗

aphBO-2GP-3B: a budgeted asynchronous parallel multi-acquisition functions for constrained Bayesian optimization on high-performing computing architecture

High-fidelity complex engineering simulations are often predictive, but also computationally expensive and often require substantial computational efforts. The mitigation of computational burden is usually enabled through parallelism in high-performance cluster (HPC) architecture. Optimization problems associated with these applications is a challenging problem due to the high computational cost of the high-fidelity simulations. In this paper, an asynchronous parallel constrained Bayesian optimization method is proposed to efficiently solve the computationally expensive simulation-based optimization problems on the HPC platform, with a budgeted computational resource, where the maximum number of simulations is a constant. The advantage of this method are three-fold. Firstly, the efficiency of the Bayesian optimization is improved, where multiple input locations are evaluated parallel in an asynchronous manner to accelerate the optimization convergence with respect to physical runtime. This efficiency feature is further improved so that when each of the inputs is finished, another input is queried without waiting for the whole batch to complete. Second, the proposed method can handle both known and unknown constraints. Third, the proposed method samples several acquisition functions based on their rewards using a modified GP-Hedge scheme. The proposed framework is termed aphBO-2GP-3B, which means asynchronous parallel hedge Bayesian optimization with two Gaussian processes and three batches. The numerical performance of the proposed framework aphBO-2GP-3B is comprehensively benchmarked using 16 numerical examples, compared against other 6 parallel Bayesian optimization variants and 1 parallel Monte Carlo as a baseline, and demonstrated using two real-world high-fidelity expensive industrial applications. The first engineering application is based on finite element analysis (FEA) and the second one is based on computational fluid dynamics (CFD) simulations.

97 MATHEMATICS AND COMPUTING↗

Fast increased fidelity samplers for approximate Bayesian Gaussian process regression

Gaussian processes (GPs) are common components in Bayesian non-parametric models having a rich methodological literature and strong theoretical grounding. The use of exact GPs in Bayesian models is limited to problems containing several thousand observations due to their prohibitive computational demands. We develop a posterior sampling algorithm using H-matrix approximations that scales at O(n log 2 n). We show that this approximation’s Kullback-Leibler divergence to the true posterior can be made arbitrarily small. Though multidimensional GPs could be used with our algorithm, d-dimensional surfaces are modeled as tensor products of univariate GPs to minimize the cost of matrix construction and maximize computational efficiency. We illustrate the performance of this fast increased fidelity approximate GP, FIFA-GP, using both simulated and non-synthetic data sets

97 MATHEMATICS AND COMPUTING↗

Multi-objective Bayesian alloy design using multi-task Gaussian processes

In design applications, correlations among material properties (such as the tendency for stronger materials to be less ductile) are often neglected. This approach is echoed in multi-objective optimization techniques which treat each performance characteristic as an independent objective, aiming to optimize scalar functions and find optimal Pareto fronts. However, this overlooks the statistical relationships between performance characteristics inherent in a material system. To address this, we propose the use of Bayesian optimization, a highly efficient black-box optimization algorithm known for constructing Gaussian processes (GPs) – uncorrelated surrogates - to model objective functions. Rather than evaluating multiple GPs for each objective function separately, we argue for a shift towards jointly modeling these objective functions, considering their statistical correlations. This integrated approach utilizes naturally occurring relationships among material properties, providing additional information to enhance the performance of the design framework. This requires the replacement of multiple independent GPs with a single multi-task GP, employing a correlation matrix to construct a multi-task kernel function, wherein each task corresponds to a single objective function. Here, we anticipate this refined methodology will better leverage material correlations, improving design optimization results.

36 MATERIALS SCIENCE↗