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Results for “multifidelity Bayesian optimization”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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A multifidelity Bayesian optimization method for inertial confinement fusion design

Due to their cost, experiments for inertial confinement fusion (ICF) heavily rely on numerical simulations to guide design. As simulation technology progresses, so too can the fidelity of models used to plan for new experiments. However, these high-fidelity models are by themselves insufficient for optimal experimental design, because their computational cost remains too high to efficiently and effectively explore the numerous parameters required to describe a typical experiment. Therefore, traditionally, ICF design has relied on low-fidelity modeling to initially identify potentially interesting design regions, which are then subsequently explored via selected high-fidelity modeling. In this paper, we demonstrate that this two-step approach can be insufficient: even for simple design problems, a two-step optimization strategy can lead high-fidelity searching toward incorrect regions and consequently waste computational resources on parameter regimes far away from the true optimal solution. We reveal that a primary cause of this behavior in ICF design problems is the presence of low-fidelity optima in different regions of the parameter space far away from high-fidelity optima. To address this issue, we propose an iterative multifidelity Bayesian optimization method based on Gaussian Process Regression that leverages both low- and high-fidelity models simultaneously. We demonstrate, using both two- and eight-dimensional ICF test problems, that our algorithm can effectively utilize both low-fidelity and high-fidelity models to refine the designs. This approach proves to be more efficient than relying solely on high-fidelity modeling for optimization.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Toward Accelerating Discovery via Physics-Driven and Interactive Multifidelity Bayesian Optimization

Both computational and experimental material discovery bring forth the challenge of exploring multidimensional and often nondifferentiable parameter spaces, such as phase diagrams of Hamiltonians with multiple interactions, composition spaces of combinatorial libraries, processing spaces, and molecular embedding spaces. Often these systems are expensive or time consuming to evaluate a single instance, and hence classical approaches based on exhaustive grid or random search are too data intensive. This resulted in strong interest toward active learning methods such as Bayesian optimization (BO) where the adaptive exploration occurs based on human learning (discovery) objective. However, classical BO is based on a predefined optimization target, and policies balancing exploration and exploitation are purely data driven. In practical settings, the domain expert can pose prior knowledge of the system in the form of partially known physics laws and exploration policies often vary during the experiment. Here, we propose an interactive workflow building on multifidelity BO (MFBO), starting with classical (data-driven) MFBO, then expand to a proposed structured (physics-driven) structured MFBO (sMFBO), and finally extend it to allow human-in-the-loop interactive interactive MFBO (iMFBO) workflows for adaptive and domain expert aligned exploration. These approaches are demonstrated over highly nonsmooth multifidelity simulation data generated from an Ising model, considering spin–spin interaction as parameter space, lattice sizes as fidelity spaces, and the objective as maximizing heat capacity. Detailed analysis and comparison show the impact of physics knowledge injection and real-time human decisions for improved exploration with increased alignment to ground truth. Here, the associated notebooks allow to reproduce the reported analyses and apply them to other systems.

97 MATHEMATICS AND COMPUTING↗

Multifidelity multiobjective optimization for wake-steering strategies

Abstract. Wake steering is an emerging wind power plant control strategy where upstream turbines are intentionally yawed out of perpendicular alignment with the incoming wind, thereby “steering” wakes away from downstream turbines. However, trade-offs between the gains in power production and fatigue loads induced by this control strategy are the subject of continuing investigation. In this study, we present a multifidelity multiobjective optimization approach for exploring the Pareto front of trade-offs between power and loading during wake steering. A large eddy simulation is used as the high-fidelity model, where an actuator line representation is used to model wind turbine blades and a rainflow-counting algorithm is used to compute damage equivalent loads. A coarser simulation with a simpler loads model is employed as a supplementary low-fidelity model. Multifidelity Bayesian optimization is performed to iteratively learn both a surrogate of the low-fidelity model and an additive discrepancy function, which maps the low-fidelity model to the high-fidelity model. Each optimization uses the expected hypervolume improvement acquisition function, weighted by the total cost of a proposed model evaluation in the multifidelity case. The multifidelity approach is able to capture the logit function shape of the Pareto frontier at a computational cost only 30 % that of the single-fidelity approach. Additionally, we provide physical insights into the vortical structures in the wake that contribute to the Pareto front shape.

17 WIND ENERGY↗

MultifidelityOpt- bohydra

Multifidelity Bayesian optimization with serial and MPI-enabled (parallel, asynchronous) workflows.

Grosskopf, Mike [Los Alamos National Laboratory]↗

AEOLUS: Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems

Sustained advances in the mathematics of modeling and simulation have resulted in the capability today for routine simulation of a number of large scale complex DOE-relevant systems. As remarkable as this capability for solving the so-called forward problem is, it is typically only the first step-an inner loop within an outer loop that explores the simulation model's parameter space and decision space to characterize uncertainty in the model's predictions, learn unknown model parameters from data, design the most informative experiments, determine optimal control strategies, and create optimal designs. Broadly, what unifies all of these outer loop problems is that they are, in one form or another, optimization problems over parameter/control/design space that are constrained by complex uncertain models. To fully realize the power of scientific simulation as a basis for scientific discovery, technological innovation, and rational decision-making, it is imperative to move beyond simulation to tackle the outer loop of optimization for learning from data, experimental design, and control with complex uncertain models. When the models under consideration are large-scale and complex, and when the optimization variable and uncertain parameter spaces are high (or infinite) dimensional, this constitutes a grand challenge of the highest order, and is intractable with conventional methods. To overcome these challenges, the AEOLUS Center was established to develop a unified mathematical, computational, and statistical framework for (1) Learning predictive models from complex data via Bayesian inference and optimization, and (2) Optimizing experiments, processes, and designs using the resulting uncertain models. These problems are intractable with conventional methods, for several reasons: (1) The simulation problems that govern the inner loops of the optimization problems are expensive to execute (due to severe nonlinearity, heterogeneity, multiphysics/multiscale coupling); (2) The optimization variable and uncertain parameter spaces are high dimensional, often stemming from discretizations of infinite dimensional fields such as initial conditions, sources, or material properties. We argue that the key to overcoming these challenges is to develop new mathematical, computational, and statistical methods that exploit the structure of the Bayesian inference and optimization problems mediated by their underlying complex uncertain models. This structure includes the regularity, sparsity, geometry, low intrinsic dimensionality, and multifidelity nature of the maps from uncertain parameter/optimization variable spaces to the specific objectives targeted: Bayesian inference, optimal experimental design, and optimal control design. Black box methods developed as generic tools are incapable of exploiting this structure. To be successful, we must create, integrate, and cross-fertilize ideas across multiple areas of applied math--including approximation theory, Bayesian inference, data science, experimental design, information theory, machine learning, model reduction, optimal control theory, parallel algorithms, PDE-constrained optimization, randomized algorithms, stochastic optimization, and uncertainty quantification--all while exploiting the structure of the problems at hand. With this goal in mind, we have marshaled a team of leading authorities in these areas. While the methods we develop will be broadly applicable across a wide spectrum of DOE problems in which experiments inform models and the systems those models describe must be optimized under uncertainty, we have chosen a specific area, advanced manufacturing and materials, to drive our work. AMM is characterized by complex models across multiple scales, and is a rich source of challenging problems in inference, experimental design, and optimal control, requiring multifaceted and integrated advances in applied mathematics. As such, AMM serves as an excellent vehicle to motivate and demonstrate the advances in applied mathematics developed by our center.

97 MATHEMATICS AND COMPUTING↗

Multifidelity Ensemble Kalman Filtering Using Surrogate Models Defined by Theory-Guided Autoencoders

Data assimilation is a Bayesian inference process that obtains an enhanced understanding of a physical system of interest by fusing information from an inexact physics-based model, and from noisy sparse observations of reality. The multifidelity ensemble Kalman filter (MFEnKF) recently developed by the authors combines a full-order physical model and a hierarchy of reduced order surrogate models in order to increase the computational efficiency of data assimilation. The standard MFEnKF uses linear couplings between models, and is statistically optimal in case of Gaussian probability densities. This work extends the MFEnKF into to make use of a broader class of surrogate model such as those based on machine learning methods such as autoencoders non-linear couplings in between the model hierarchies. We identify the right-invertibility property for autoencoders as being a key predictor of success in the forecasting power of autoencoder-based reduced order models. We propose a methodology that allows us to construct reduced order surrogate models that are more accurate than the ones obtained via conventional linear methods. Numerical experiments with the canonical Lorenz'96 model illustrate that nonlinear surrogates perform better than linear projection-based ones in the context of multifidelity ensemble Kalman filtering. We additionality show a large-scale proof-of-concept result with the quasi-geostrophic equations, showing the competitiveness of the method with a traditional reduced order model-based MFEnKF.

97 MATHEMATICS AND COMPUTING↗

Bayesian, Multifidelity Operator Learning for Complex Engineering Systems–A Position Paper

Abstract Deep learning has significantly improved the state-of-the-art in computer vision and natural language processing, and holds great potential to design effective tools for predicting and simulating complex engineering systems. In particular, scientific machine learning seeks to apply the power of deep learning to scientific and engineering tasks, with operator learning (OL) emerging as a particularly effective tool. OL can approximate nonlinear operators arising in complex engineering systems, making it useful for simulating, designing, and controlling those systems. In this position paper, we provide a comprehensive overview of OL, including its potential applications to complex engineering domains. We cover three variations of OL approaches: deterministic OL for modeling nonautonomous systems, OL with uncertainty quantification (UQ) capabilities, and multifidelity OL. For each variation, we discuss drawbacks and potential applications to engineering, in addition to providing a detailed explanation. We also highlight how multifidelity OL approaches with UQ capabilities can be used to design, optimize, and control engineering systems. Finally, we outline some potential challenges for OL within the engineering domain.

Computer Science↗