On Some Tunable Multi-fidelity Bayesian Optimization Frameworks
Multi-fidelity optimization employs surrogate models that integrate information from varying levels of fidelity to guide efficient exploration of complex design spaces while minimizing the reliance on (expensive) high-fidelity objective function evaluations. To advance Gaussian Process (GP)-based multi-fidelity optimization, we implement a proximity-based acquisition strategy that simplifies fidelity selection by eliminating the need for separate acquisition functions at each fidelity level. We also enable multi-fidelity Upper Confidence Bound (UCB) strategies by combining them with multi-fidelity GPs rather than the standard GPs typically used. We benchmark these approaches alongside other multi-fidelity acquisition strategies (including fidelity-weighted approaches) comparing their performance, reliance on high-fidelity evaluations, and hyperparameter tunability in representative optimization tasks. The results highlight the capability of the proximity-based multi-fidelity acquisition function to deliver consistent control over high-fidelity usage while maintaining convergence efficiency. Our illustrative examples include multi-fidelity chemical kinetic models, both homogeneous and heterogeneous (dynamic catalysis for ammonia production).
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
Sequential design of experiments to estimate a probability of exceeding a threshold in a multi-fidelity stochastic simulator
In this article, we consider a stochastic numerical simulator to assess the impact of some factors on a phenomenon. The simulator is seen as a black box with inputs and outputs. The quality of a simulation, hereafter ref…
Non-Myopic Multifidelity Bayesian Optimization
Bayesian optimization is a popular framework for the optimization of black box functions. Multifidelity methods allows to accelerate Bayesian optimization by exploiting low-fidelity representations of expensive objective…
Bayesian OptimizationMUMBO: MUlti-task Max-value Bayesian Optimization
We propose MUMBO, the first high-performing yet computationally efficient acquisition function for multi-task Bayesian optimization. Here, the challenge is to perform efficient optimization by evaluating low-cost functio…
Bayesian OptimizationWall-Clock Complexity for Zeroth-Order Optimization with Tunable Oracle Fidelity
Zeroth-order (black-box) optimization is applied when gradients are unavailable and objective evaluations rely on expensive simulations. In many such applications, the oracle fidelity is tunable: higher-accuracy queries …
Semi-Modular Inference: enhanced learning in multi-modular models by tempering the influence of components
Bayesian statistical inference loses predictive optimality when generative models are misspecified. Working within an existing coherent loss-based generalisation of Bayesian inference, we show existing Modular/Cut-model …
Bayesian InferenceMeta-Learning