Download or read book Bayesian Optimization with Application to Computer Experiments written by Tony Pourmohamad and published by Springer Nature. This book was released on 2021-10-04 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces readers to Bayesian optimization, highlighting advances in the field and showcasing its successful applications to computer experiments. R code is available as online supplementary material for most included examples, so that readers can better comprehend and reproduce methods. Compact and accessible, the volume is broken down into four chapters. Chapter 1 introduces the reader to the topic of computer experiments; it includes a variety of examples across many industries. Chapter 2 focuses on the task of surrogate model building and contains a mix of several different surrogate models that are used in the computer modeling and machine learning communities. Chapter 3 introduces the core concepts of Bayesian optimization and discusses unconstrained optimization. Chapter 4 moves on to constrained optimization, and showcases some of the most novel methods found in the field. This will be a useful companion to researchers and practitioners working with computer experiments and computer modeling. Additionally, readers with a background in machine learning but minimal background in computer experiments will find this book an interesting case study of the applicability of Bayesian optimization outside the realm of machine learning.

Download or read book Experimentation for Engineers written by David Sweet and published by Simon and Schuster. This book was released on 2023-03-21 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimize the performance of your systems with practical experiments used by engineers in the world’s most competitive industries. In Experimentation for Engineers: From A/B testing to Bayesian optimization you will learn how to: Design, run, and analyze an A/B test Break the "feedback loops" caused by periodic retraining of ML models Increase experimentation rate with multi-armed bandits Tune multiple parameters experimentally with Bayesian optimization Clearly define business metrics used for decision-making Identify and avoid the common pitfalls of experimentation Experimentation for Engineers: From A/B testing to Bayesian optimization is a toolbox of techniques for evaluating new features and fine-tuning parameters. You’ll start with a deep dive into methods like A/B testing, and then graduate to advanced techniques used to measure performance in industries such as finance and social media. Learn how to evaluate the changes you make to your system and ensure that your testing doesn’t undermine revenue or other business metrics. By the time you’re done, you’ll be able to seamlessly deploy experiments in production while avoiding common pitfalls. About the technology Does my software really work? Did my changes make things better or worse? Should I trade features for performance? Experimentation is the only way to answer questions like these. This unique book reveals sophisticated experimentation practices developed and proven in the world’s most competitive industries that will help you enhance machine learning systems, software applications, and quantitative trading solutions. About the book Experimentation for Engineers: From A/B testing to Bayesian optimization delivers a toolbox of processes for optimizing software systems. You’ll start by learning the limits of A/B testing, and then graduate to advanced experimentation strategies that take advantage of machine learning and probabilistic methods. The skills you’ll master in this practical guide will help you minimize the costs of experimentation and quickly reveal which approaches and features deliver the best business results. What's inside Design, run, and analyze an A/B test Break the “feedback loops” caused by periodic retraining of ML models Increase experimentation rate with multi-armed bandits Tune multiple parameters experimentally with Bayesian optimization About the reader For ML and software engineers looking to extract the most value from their systems. Examples in Python and NumPy. About the author David Sweet has worked as a quantitative trader at GETCO and a machine learning engineer at Instagram. He teaches in the AI and Data Science master's programs at Yeshiva University. Table of Contents 1 Optimizing systems by experiment 2 A/B testing: Evaluating a modification to your system 3 Multi-armed bandits: Maximizing business metrics while experimenting 4 Response surface methodology: Optimizing continuous parameters 5 Contextual bandits: Making targeted decisions 6 Bayesian optimization: Automating experimental optimization 7 Managing business metrics 8 Practical considerations

Download or read book Surrogates written by Robert B. Gramacy and published by CRC Press. This book was released on 2020-03-10 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer simulation experiments are essential to modern scientific discovery, whether that be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are meta-models of computer simulations, used to solve mathematical models that are too intricate to be worked by hand. Gaussian process (GP) regression is a supremely flexible tool for the analysis of computer simulation experiments. This book presents an applied introduction to GP regression for modelling and optimization of computer simulation experiments. Features: • Emphasis on methods, applications, and reproducibility. • R code is integrated throughout for application of the methods. • Includes more than 200 full colour figures. • Includes many exercises to supplement understanding, with separate solutions available from the author. • Supported by a website with full code available to reproduce all methods and examples. The book is primarily designed as a textbook for postgraduate students studying GP regression from mathematics, statistics, computer science, and engineering. Given the breadth of examples, it could also be used by researchers from these fields, as well as from economics, life science, social science, etc.

Download or read book The Design and Analysis of Computer Experiments written by Thomas J. Santner and published by Springer. This book was released on 2019-01-08 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes methods for designing and analyzing experiments that are conducted using a computer code, a computer experiment, and, when possible, a physical experiment. Computer experiments continue to increase in popularity as surrogates for and adjuncts to physical experiments. Since the publication of the first edition, there have been many methodological advances and software developments to implement these new methodologies. The computer experiments literature has emphasized the construction of algorithms for various data analysis tasks (design construction, prediction, sensitivity analysis, calibration among others), and the development of web-based repositories of designs for immediate application. While it is written at a level that is accessible to readers with Masters-level training in Statistics, the book is written in sufficient detail to be useful for practitioners and researchers. New to this revised and expanded edition: • An expanded presentation of basic material on computer experiments and Gaussian processes with additional simulations and examples • A new comparison of plug-in prediction methodologies for real-valued simulator output • An enlarged discussion of space-filling designs including Latin Hypercube designs (LHDs), near-orthogonal designs, and nonrectangular regions • A chapter length description of process-based designs for optimization, to improve good overall fit, quantile estimation, and Pareto optimization • A new chapter describing graphical and numerical sensitivity analysis tools • Substantial new material on calibration-based prediction and inference for calibration parameters • Lists of software that can be used to fit models discussed in the book to aid practitioners

Download or read book Process Optimization written by Enrique del Castillo and published by Springer Science & Business Media. This book was released on 2007-09-14 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers several bases at once. It is useful as a textbook for a second course in experimental optimization techniques for industrial production processes. In addition, it is a superb reference volume for use by professors and graduate students in Industrial Engineering and Statistics departments. It will also be of huge interest to applied statisticians, process engineers, and quality engineers working in the electronics and biotech manufacturing industries. In all, it provides an in-depth presentation of the statistical issues that arise in optimization problems, including confidence regions on the optimal settings of a process, stopping rules in experimental optimization, and more.

Download or read book Bayesian Optimization written by Roman Garnett and published by Cambridge University Press. This book was released on 2023-01-31 with total page 375 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to Bayesian optimization that starts from scratch and carefully develops all the key ideas along the way.

Download or read book AI 2019 Advances in Artificial Intelligence written by Jixue Liu and published by Springer Nature. This book was released on 2019-11-25 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 32nd Australasian Joint Conference on Artificial Intelligence, AI 2019, held in Adelaide, SA, Australia, in December 2019. The 48 full papers presented in this volume were carefully reviewed and selected from 115 submissions. The paper were organized in topical sections named: game and multiagent systems; knowledge acquisition, representation, reasoning; machine learning and applications; natural language processing and text analytics; optimization and evolutionary computing; and image processing.

Download or read book Bayesian Approach to Global Optimization written by Jonas Mockus and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: ·Et moi ... si j'avait su comment en revcnir. One service mathematics has rendered the je o'y semis point alle.' human race. It has put common sense back Jules Verne where it beloogs. on the topmost shelf next to the dusty canister labelled 'discarded non The series is divergent; therefore we may be sense', able to do something with it. Eric T. BclI O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ... '; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Download or read book Computer Experiments and Global Optimization microform written by Matthias Schonlau and published by National Library of Canada = Bibliothèque nationale du Canada. This book was released on 1997 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Active Subspaces written by Paul G. Constantine and published by SIAM. This book was released on 2015-03-17 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt: Scientists and engineers use computer simulations to study relationships between a model's input parameters and its outputs. However, thorough parameter studies are challenging, if not impossible, when the simulation is expensive and the model has several inputs. To enable studies in these instances, the engineer may attempt to reduce the dimension of the model's input parameter space. Active subspaces are an emerging set of dimension reduction tools that identify important directions in the parameter space. This book describes techniques for discovering a model's active subspace and proposes methods for exploiting the reduced dimension to enable otherwise infeasible parameter studies. Readers will find new ideas for dimension reduction, easy-to-implement algorithms, and several examples of active subspaces in action.

Download or read book Information Science for Materials Discovery and Design written by Turab Lookman and published by Springer. This book was released on 2015-12-12 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with an information-driven approach to plan materials discovery and design, iterative learning. The authors present contrasting but complementary approaches, such as those based on high throughput calculations, combinatorial experiments or data driven discovery, together with machine-learning methods. Similarly, statistical methods successfully applied in other fields, such as biosciences, are presented. The content spans from materials science to information science to reflect the cross-disciplinary nature of the field. A perspective is presented that offers a paradigm (codesign loop for materials design) to involve iteratively learning from experiments and calculations to develop materials with optimum properties. Such a loop requires the elements of incorporating domain materials knowledge, a database of descriptors (the genes), a surrogate or statistical model developed to predict a given property with uncertainties, performing adaptive experimental design to guide the next experiment or calculation and aspects of high throughput calculations as well as experiments. The book is about manufacturing with the aim to halving the time to discover and design new materials. Accelerating discovery relies on using large databases, computation, and mathematics in the material sciences in a manner similar to the way used to in the Human Genome Initiative. Novel approaches are therefore called to explore the enormous phase space presented by complex materials and processes. To achieve the desired performance gains, a predictive capability is needed to guide experiments and computations in the most fruitful directions by reducing not successful trials. Despite advances in computation and experimental techniques, generating vast arrays of data; without a clear way of linkage to models, the full value of data driven discovery cannot be realized. Hence, along with experimental, theoretical and computational materials science, we need to add a “fourth leg’’ to our toolkit to make the “Materials Genome'' a reality, the science of Materials Informatics.

Download or read book Gaussian Processes for Machine Learning written by Carl Edward Rasmussen and published by MIT Press. This book was released on 2005-11-23 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and self-contained introduction to Gaussian processes, which provide a principled, practical, probabilistic approach to learning in kernel machines. Gaussian processes (GPs) provide a principled, practical, probabilistic approach to learning in kernel machines. GPs have received increased attention in the machine-learning community over the past decade, and this book provides a long-needed systematic and unified treatment of theoretical and practical aspects of GPs in machine learning. The treatment is comprehensive and self-contained, targeted at researchers and students in machine learning and applied statistics. The book deals with the supervised-learning problem for both regression and classification, and includes detailed algorithms. A wide variety of covariance (kernel) functions are presented and their properties discussed. Model selection is discussed both from a Bayesian and a classical perspective. Many connections to other well-known techniques from machine learning and statistics are discussed, including support-vector machines, neural networks, splines, regularization networks, relevance vector machines and others. Theoretical issues including learning curves and the PAC-Bayesian framework are treated, and several approximation methods for learning with large datasets are discussed. The book contains illustrative examples and exercises, and code and datasets are available on the Web. Appendixes provide mathematical background and a discussion of Gaussian Markov processes.

Download or read book Bayesian and High Dimensional Global Optimization written by Anatoly Zhigljavsky and published by Springer Nature. This book was released on 2021-03-02 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt: Accessible to a variety of readers, this book is of interest to specialists, graduate students and researchers in mathematics, optimization, computer science, operations research, management science, engineering and other applied areas interested in solving optimization problems. Basic principles, potential and boundaries of applicability of stochastic global optimization techniques are examined in this book. A variety of issues that face specialists in global optimization are explored, such as multidimensional spaces which are frequently ignored by researchers. The importance of precise interpretation of the mathematical results in assessments of optimization methods is demonstrated through examples of convergence in probability of random search. Methodological issues concerning construction and applicability of stochastic global optimization methods are discussed, including the one-step optimal average improvement method based on a statistical model of the objective function. A significant portion of this book is devoted to an analysis of high-dimensional global optimization problems and the so-called ‘curse of dimensionality’. An examination of the three different classes of high-dimensional optimization problems, the geometry of high-dimensional balls and cubes, very slow convergence of global random search algorithms in large-dimensional problems , and poor uniformity of the uniformly distributed sequences of points are included in this book.

Download or read book Progress in Pattern Recognition Image Analysis Computer Vision and Applications written by Ruben Vera-Rodriguez and published by Springer. This book was released on 2019-03-02 with total page 1001 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed post-conference proceedings of the 23rd Iberoamerican Congress on Pattern Recognition, CIARP 2018, held in Madrid, Spain, in November 2018 The 112 papers presented were carefully reviewed and selected from 187 submissions The program was comprised of 6 oral sessions on the following topics: machine learning, computer vision, classification, biometrics and medical applications, and brain signals, and also on: text and character analysis, human interaction, and sentiment analysis

Download or read book Bayesian Optimization for Materials Science written by Daniel Packwood and published by Springer. This book was released on 2017-10-04 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a short and concise introduction to Bayesian optimization specifically for experimental and computational materials scientists. After explaining the basic idea behind Bayesian optimization and some applications to materials science in Chapter 1, the mathematical theory of Bayesian optimization is outlined in Chapter 2. Finally, Chapter 3 discusses an application of Bayesian optimization to a complicated structure optimization problem in computational surface science.Bayesian optimization is a promising global optimization technique that originates in the field of machine learning and is starting to gain attention in materials science. For the purpose of materials design, Bayesian optimization can be used to predict new materials with novel properties without extensive screening of candidate materials. For the purpose of computational materials science, Bayesian optimization can be incorporated into first-principles calculations to perform efficient, global structure optimizations. While research in these directions has been reported in high-profile journals, until now there has been no textbook aimed specifically at materials scientists who wish to incorporate Bayesian optimization into their own research. This book will be accessible to researchers and students in materials science who have a basic background in calculus and linear algebra.

Download or read book 31st European Symposium on Computer Aided Process Engineering written by Metin Türkay and published by Elsevier. This book was released on 2021-07-22 with total page 2146 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 31st European Symposium on Computer Aided Process Engineering: ESCAPE-31, Volume 50 contains the papers presented at the 31st European Symposium of Computer Aided Process Engineering (ESCAPE) event held in Istanbul, Turkey. It is a valuable resource for chemical engineers, chemical process engineers, researchers in industry and academia, students and consultants in the chemical industries. - Presents findings and discussions from the 31st European Symposium of Computer Aided Process Engineering (ESCAPE) event

Download or read book Many Criteria Optimization and Decision Analysis written by Dimo Brockhoff and published by Springer Nature. This book was released on 2023-07-28 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the state-of-the-art, current challenges, and future perspectives for the field of many-criteria optimization and decision analysis. The field recognizes that real-life problems often involve trying to balance a multiplicity of considerations simultaneously – such as performance, cost, risk, sustainability, and quality. The field develops theory, methods and tools that can support decision makers in finding appropriate solutions when faced with many (typically more than three) such criteria at the same time. The book consists of two parts: key research topics, and emerging topics. Part I begins with a general introduction to many-criteria optimization, perspectives from research leaders in real-world problems, and a contemporary survey of the attributes of problems of this kind. This part continues with chapters on fundamental aspects of many-criteria optimization, namely on order relations, quality measures, benchmarking, visualization, and theoretical considerations. Part II offers more specialized chapters on correlated objectives, heterogeneous objectives, Bayesian optimization, and game theory. Written by leading experts across the field of many-criteria optimization, this book will be an essential resource for researchers in the fields of evolutionary computing, operations research, multiobjective optimization, and decision science.