A portfolio approach to massively parallel Bayesian optimization

One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by building a surrogate model of the black-box that can be used to select the designs to evaluate efficiently via an infill criterion. Still, with higher levels of parallelization becoming available, the strategies that work for a few tens of parallel evaluations become limiting, in particular due to the complexity of selecting more evaluations. It is even more crucial when the black-box is noisy, necessitating more evaluations as well as repeating experiments. Here we propose a scalable strategy that can keep up with massive batching natively, focused on the exploration/exploitation trade-off and a portfolio allocation. We compare the approach with related methods on deterministic and noisy functions, for mono and multiobjective optimization tasks. These experiments show similar or better performance than existing methods, while being orders of magnitude faster

A new Taxonomy of Continuous Global Optimization Algorithms

Surrogate-based optimization, nature-inspired metaheuristics, and hybrid combinations have become state of the art in algorithm design for solving real-world optimization problems. Still, it is difficult for practitioners to get an overview that explains their advantages in comparison to a large number of available methods in the scope of optimization. Available taxonomies lack the embedding of current approaches in the larger context of this broad field. This article presents a taxonomy of the field, which explores and matches algorithm strategies by extracting similarities and differences in their search strategies. A particular focus lies on algorithms using surrogates, nature-inspired designs, and those created by design optimization. The extracted features of components or operators allow us to create a set of classification indicators to distinguish between a small number of classes. The features allow a deeper understanding of components of the search strategies and further indicate the close connections between the different algorithm designs. We present intuitive analogies to explain the basic principles of the search algorithms, particularly useful for novices in this research field. Furthermore, this taxonomy allows recommendations for the applicability of the corresponding algorithms.Comment: 35 pages total, 28 written pages, 4 figures, 2019 Reworked Versio

Practical implementation of nonlinear time series methods: The TISEAN package

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena despite the fact that very few natural systems have actually been found to be low dimensional deterministic in the sense of the theory. In order to evaluate the long term usefulness of the nonlinear time series approach as inspired by chaos theory, it will be important that the corresponding methods become more widely accessible. This paper, while not a proper review on nonlinear time series analysis, tries to make a contribution to this process by describing the actual implementation of the algorithms, and their proper usage. Most of the methods require the choice of certain parameters for each specific time series application. We will try to give guidance in this respect. The scope and selection of topics in this article, as well as the implementational choices that have been made, correspond to the contents of the software package TISEAN which is publicly available from http://www.mpipks-dresden.mpg.de/~tisean . In fact, this paper can be seen as an extended manual for the TISEAN programs. It fills the gap between the technical documentation and the existing literature, providing the necessary entry points for a more thorough study of the theoretical background.Comment: 27 pages, 21 figures, downloadable software at http://www.mpipks-dresden.mpg.de/~tisea

Machine learning algorithms for efficient process optimisation of variable geometries at the example of fabric forming

Für einen optimalen Betrieb erfordern moderne Produktionssysteme eine sorgfältige Einstellung der eingesetzten Fertigungsprozesse. Physikbasierte Simulationen können die Prozessoptimierung wirksam unterstützen, jedoch sind deren Rechenzeiten oft eine erhebliche Hürde. Eine Möglichkeit, Rechenzeit einzusparen sind surrogate-gestützte Optimierungsverfahren (SBO1). Surrogates sind recheneffiziente, datengetriebene Ersatzmodelle, die den Optimierer im Suchraum leiten. Sie verbessern in der Regel die Konvergenz, erweisen sich aber bei veränderlichen Optimierungsaufgaben, etwa häufigen Bauteilanpassungen nach Kundenwunsch, als unhandlich. Um auch solche variablen Optimierungsaufgaben effizient zu lösen, untersucht die vorliegende Arbeit, wie jüngste Fortschritte im Maschinenlernen (ML) – im Speziellen bei neuronalen Netzen – bestehende SBO-Techniken ergänzen können. Dabei werden drei Hauptaspekte betrachtet: erstens, ihr Potential als klassisches Surrogate für SBO, zweitens, ihre Eignung zur effiziente Bewertung der Herstellbarkeit neuer Bauteilentwürfe und drittens, ihre Möglichkeiten zur effizienten Prozessoptimierung für variable Bauteilgeometrien. Diese Fragestellungen sind grundsätzlich technologieübergreifend anwendbar und werden in dieser Arbeit am Beispiel der Textilumformung untersucht. Der erste Teil dieser Arbeit (Kapitel 3) diskutiert die Eignung tiefer neuronaler Netze als Surrogates für SBO. Hierzu werden verschiedene Netzarchitekturen untersucht und mehrere Möglichkeiten verglichen, sie in ein SBO-Framework einzubinden. Die Ergebnisse weisen ihre Eignung für SBO nach: Für eine feste Beispielgeometrie minimieren alle Varianten erfolgreich und schneller als ein Referenzalgorithmus (genetischer Algorithmus) die Zielfunktion. Um die Herstellbarkeit variabler Bauteilgeometrien zu bewerten, untersucht Kapitel 4 anschließend, wie Geometrieinformationen in ein Prozess-Surrogate eingebracht werden können. Hierzu werden zwei ML-Ansätze verglichen, ein merkmals- und ein rasterbasierter Ansatz. Der merkmalsbasierte Ansatz scannt ein Bauteil nach einzelnen, prozessrelevanten Geometriemerkmalen, der rasterbasierte Ansatz hingegen interpretiert die Geometrie als Ganzes. Beide Ansätze können das Prozessverhalten grundsätzlich erlernen, allerdings erweist sich der rasterbasierte Ansatz als einfacher übertragbar auf neue Geometrievarianten. Die Ergebnisse zeigen zudem, dass hauptsächlich die Vielfalt und weniger die Menge der Trainingsdaten diese Übertragbarkeit bestimmt. Abschließend verbindet Kapitel 5 die Surrogate-Techniken für flexible Geometrien mit variablen Prozessparametern, um eine effiziente Prozessoptimierung für variable Bauteile zu erreichen. Hierzu interagiert ein ML-Algorithmus in einer Simulationsumgebung mit generischen Geometriebeispielen und lernt, welche Geometrie, welche Umformparameter erfordert. Nach dem Training ist der Algorithmus in der Lage, auch für nicht-generische Bauteilgeometrien brauchbare Empfehlungen auszugeben. Weiter zeigt sich, dass die Empfehlungen mit ähnlicher Geschwindigkeit wie die klassische SBO zum tatsächlichen Prozessoptimum konvergieren, jedoch kein bauteilspezifisches A-priori-Sampling nötig ist. Einmal trainiert, ist der entwickelte Ansatz damit effizienter. Insgesamt zeigt diese Arbeit, wie ML-Techniken gegenwärtige SBOMethoden erweitern und so die Prozess- und Produktoptimierung zu frühen Entwicklungszeitpunkten effizient unterstützen können. Die Ergebnisse der Untersuchungen münden in Folgefragen zur Weiterentwicklung der Methoden, etwa die Integration physikalischer Bilanzgleichungen, um die Modellprognosen physikalisch konsistenter zu machen

Surrogate-assisted reliability-based design optimization: a survey and a new general framework

International audienc

Bio-inspired computation: where we stand and what's next

In recent years, the research community has witnessed an explosion of literature dealing with the adaptation of behavioral patterns and social phenomena observed in nature towards efficiently solving complex computational tasks. This trend has been especially dramatic in what relates to optimization problems, mainly due to the unprecedented complexity of problem instances, arising from a diverse spectrum of domains such as transportation, logistics, energy, climate, social networks, health and industry 4.0, among many others. Notwithstanding this upsurge of activity, research in this vibrant topic should be steered towards certain areas that, despite their eventual value and impact on the field of bio-inspired computation, still remain insufficiently explored to date. The main purpose of this paper is to outline the state of the art and to identify open challenges concerning the most relevant areas within bio-inspired optimization. An analysis and discussion are also carried out over the general trajectory followed in recent years by the community working in this field, thereby highlighting the need for reaching a consensus and joining forces towards achieving valuable insights into the understanding of this family of optimization techniques

Bio-inspired computation: where we stand and what's next

In recent years, the research community has witnessed an explosion of literature dealing with the adaptation of behavioral patterns and social phenomena observed in nature towards efficiently solving complex computational tasks. This trend has been especially dramatic in what relates to optimization problems, mainly due to the unprecedented complexity of problem instances, arising from a diverse spectrum of domains such as transportation, logistics, energy, climate, social networks, health and industry 4.0, among many others. Notwithstanding this upsurge of activity, research in this vibrant topic should be steered towards certain areas that, despite their eventual value and impact on the field of bio-inspired computation, still remain insufficiently explored to date. The main purpose of this paper is to outline the state of the art and to identify open challenges concerning the most relevant areas within bio-inspired optimization. An analysis and discussion are also carried out over the general trajectory followed in recent years by the community working in this field, thereby highlighting the need for reaching a consensus and joining forces towards achieving valuable insights into the understanding of this family of optimization techniques

Building Queer Families and the Ethics of Gestational Surrogacy

Throughout American history, government has used the law to deny some citizens the right to create or sustain families with children to show contempt for those citizens. As LGBT people fought for dignity, equality, and justice from Stonewall to the present, one of the greatest success stories of that fight is the change in how the law defines and protects families. Into the 1990s, people in samesex relationships had cause to fear that their sexual orientation could be used to deprive them of custody of their children. Now, many states, through statute or case law, routinely recognize two parents of the same sex for a child, and some explicitly forbid discrimination on the basis of sexual orientation in adoption. Still, others are slowly taking steps to level the assisted reproduction playing field for same-sex couples through their laws and policies. This Essay focuses on a particular aspect of the world of family building for LGBT people, which is the use of gestational surrogacy to create families with children. Within the LGBT community, gay men are the most frequent users of this practice because they must find a woman willing to gestate a child if the fathers desire genetic connection. The ethical concerns about hiring a gestational surrogate increase when the arrangement involves cross-border reproductive travel, sometimes pejoratively referred to as “reproductive tourism,” in which commissioning or intended parents from a developed nation hire a surrogate from a developing nation to gestate a child

Public Support for Pollution Fee Policies for Motor Vehicles: Survey Results

In this paper we report on the results of a telephone survey conducted in Southern California during August and September 1996. The purpose of the survey was to inform respondents about a set of rather complex pricing policies designed to reduce motor vehicle emissions and to estimate respondent support for those policies. After receiving extensive information about these policies, respondents were polled on whether they would support, i.e., vote for, any or all of these options. The pollution fee survey elicited support for a plan that levied a fee on vehicles in the region, depending on the vehicle's emissions per mile and on the miles driven. The sample was then split in two, with half the respondents being told that a portion of the revenues would be returned to the public in the form of reductions in motor vehicle fees or sales tax reductions, and half told that these returns would be made in the form of coupons. Nearly 40 percent of respondents agreed to support the base plan (42 percent of those expressing an opinion). More than 50 percent supported the fees with rebates, including support of 54 percent when all the available revenues are returned to the public (57 percent of the sample expressing an opinion). Support for the coupon policy was intermediate between the base and rebate policies, attracting 42 percent of the sample (45 percent of those expressing an opinion). Statistical analyses were performed on the data to explain the voting patterns observed. Generally, the levels of support were significantly affected by the design features of the plans, such as the size of the fee paid and the rebate, as well as by a host of socio-demographic and perceptual variables, such as ethnicity, age, political affiliation, expected efficacy of the policy, and the degree to which air pollution affects the respondent or his or her family. Examination of these statistical results may be useful in the development of pollution fee programs to present to the public, as well as in the design of public information campaigns and the allocation of marketing resources to win support for these programs.