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This paper presents an advancement to an approach for model-independent surrogate-based optimization with adaptive batch sampling, known as Adaptive Model Refinement (AMR). While the original AMR method provides unique decisions with regards to when to sample and how many samples to add (to preserve the credibility of the optimization search process), it did not provide specific direction towards where to sample in the design variable space. This paper thus introduces the capability to identify optimum location to add new samples. The location of the infill points is decided by integrating a Gaussian Process-based criteria (q-EI), adopted from Bayesian optimization. The consideration of a penalization term to mitigate interaction among samples (in a batch) is crucial to effective integration of the q-EI criteria into AMR. The new AMR method, called AMR with Penalized Batch Bayesian Sampling (AMR-PBS) is tested on benchmark functions, demonstrating better performance compared to Bayesian EGO. In addition, it is successfully applied to design surface riblets for bio-inspired passive flow control (where high-fidelity samples are given by costly RANS CFD simulations), leading to a 10% drag reduction over the corresponding baseline (i.e., riblet-free aerodynamic surface).
Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is inefficien
We present two algorithms for Bayesian optimization in the batch feedback setting, based on Gaussian process upper confidence bound and Thompson sampling approaches, along with frequentist regret guarantees and numerical results.
In fitting data with a spline, finding the optimal placement of knots can significantly improve the quality of the fit. However, the challenging high-dimensional and non-convex optimization problem associated with completely free knot placement has b
The reconstruction mechanisms built by the human auditory system during sound reconstruction are still a matter of debate. The purpose of this study is to propose a mathematical model of sound reconstruction based on the functional architecture of th
Power systems are susceptible to natural threats including hurricanes and floods. Modern power grids are also increasingly threatened by cyber attacks. Existing approaches that help improve power system security and resilience may not be sufficient;