Consequential improvement acquisition function for efficient multi-fidelity Bayesian optimization

DOI10.1007/S11081-026-10078-5MaRDI QIDQ7404365zbMATH OpenFDO

Authors Ibrahim Aydogdu, Michaela Kempner, Jesse M. Sestito, Eva Zarkadoula, Hongyuan Zha, Yan Wang

Publication date 2026

Published in Optimization and Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11081-026-10078-5

zbMATH Keywords

active learningGaussian processmulti-fidelity Bayesian optimization

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)

Cites work

• Computationally efficient integrated design and predictive control of flexible energy systems using multi‐fidelity simulation‐based Bayesian optimization
• Multi-fidelity cost-aware Bayesian optimization
• Multi-fidelity design optimisation strategy under uncertainty with limited computational budget
• Multi-fidelity Gaussian process bandit optimisation
• Multi-fidelity Gaussian process regression for prediction of random fields
• Multi-fidelity optimization via surrogate modelling
• Optimization Concepts and Applications in Engineering
• Predicting the output from a complex computer code when fast approximations are available
• RECURSIVE CO-KRIGING MODEL FOR DESIGN OF COMPUTER EXPERIMENTS WITH MULTIPLE LEVELS OF FIDELITY
• Simplified cross-correlation estimation for multi-fidelity surrogate cokriging models
• Sizing optimization of truss structures by method of centers and force formulation
• The knowledge-gradient policy for correlated normal beliefs

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