A tutorial on Bayesian optimization

PI Frazier - arXiv preprint arXiv:1807.02811, 2018 - arxiv.org
Bayesian optimization is an approach to optimizing objective functions that take a long time
(minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of …

Modern Bayesian experimental design

T Rainforth, A Foster, DR Ivanova… - Statistical …, 2024 - projecteuclid.org
Bayesian experimental design (BED) provides a powerful and general framework for
optimizing the design of experiments. However, its deployment often poses substantial …

[图书][B] Surrogates: Gaussian process modeling, design, and optimization for the applied sciences

RB Gramacy - 2020 - taylorfrancis.com
Computer simulation experiments are essential to modern scientific discovery, whether that
be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are …

Bayesian optimization

PI Frazier - Recent advances in optimization and modeling …, 2018 - pubsonline.informs.org
Bayesian optimization is an approach to optimizing objective functions that take a long time
(minutes or hours) to evaluate. It is best suited for optimization over continuous domains of …

Constrained Bayesian optimization for automatic chemical design using variational autoencoders

RR Griffiths, JM Hernández-Lobato - Chemical science, 2020 - pubs.rsc.org
Automatic Chemical Design is a framework for generating novel molecules with optimized
properties. The original scheme, featuring Bayesian optimization over the latent space of a …

Phoenics: a Bayesian optimizer for chemistry

F Hase, LM Roch, C Kreisbeck… - ACS central …, 2018 - ACS Publications
We report Phoenics, a probabilistic global optimization algorithm identifying the set of
conditions of an experimental or computational procedure which satisfies desired targets …

Deep adaptive design: Amortizing sequential bayesian experimental design

A Foster, DR Ivanova, I Malik… - … conference on machine …, 2021 - proceedings.mlr.press
Abstract We introduce Deep Adaptive Design (DAD), a method for amortizing the cost of
adaptive Bayesian experimental design that allows experiments to be run in real-time …

[HTML][HTML] Gryffin: An algorithm for Bayesian optimization of categorical variables informed by expert knowledge

F Häse, M Aldeghi, RJ Hickman, LM Roch… - Applied Physics …, 2021 - pubs.aip.org
Designing functional molecules and advanced materials requires complex design choices:
tuning continuous process parameters such as temperatures or flow rates, while …

Greed is good: Exploration and exploitation trade-offs in Bayesian optimisation

G De Ath, RM Everson, AAM Rahat… - ACM Transactions on …, 2021 - dl.acm.org
The performance of acquisition functions for Bayesian optimisation to locate the global
optimum of continuous functions is investigated in terms of the Pareto front between …

Replication or exploration? Sequential design for stochastic simulation experiments

M Binois, J Huang, RB Gramacy, M Ludkovski - Technometrics, 2019 - Taylor & Francis
We investigate the merits of replication, and provide methods for optimal design (including
replicates), with the goal of obtaining globally accurate emulation of noisy computer …