Bayesian Optimization with Unknown Constraints

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this paper, we study Bayesian optimization for constrained problems in the general case that noise may be present in the constraint functions, and the objective and constraints may be evaluated independently. We provide motivating practical examples, and present a general framework to solve such problems. We demonstrate the effectiveness of our approach on optimizing the performance of online latent Dirichlet allocation subject to topic sparsity constraints, tuning a neural network given test-time memory constraints, and optimizing Hamiltonian Monte Carlo to achieve maximal effectiveness in a fixed time, subject to passing standard convergence diagnostics.Comment: 14 pages, 3 figure

Stochastic turbulence modeling in RANS simulations via Multilevel Monte Carlo

A multilevel Monte Carlo (MLMC) method for quantifying model-form uncertainties associated with the Reynolds-Averaged Navier-Stokes (RANS) simulations is presented. Two, high-dimensional, stochastic extensions of the RANS equations are considered to demonstrate the applicability of the MLMC method. The first approach is based on global perturbation of the baseline eddy viscosity field using a lognormal random field. A more general second extension is considered based on the work of [Xiao et al.(2017)], where the entire Reynolds Stress Tensor (RST) is perturbed while maintaining realizability. For two fundamental flows, we show that the MLMC method based on a hierarchy of meshes is asymptotically faster than plain Monte Carlo. Additionally, we demonstrate that for some flows an optimal multilevel estimator can be obtained for which the cost scales with the same order as a single CFD solve on the finest grid level.Comment: 40 page

Energy performance forecasting of residential buildings using fuzzy approaches

The energy consumption used for domestic purposes in Europe is, to a considerable extent, due to heating and cooling. This energy is produced mostly by burning fossil fuels, which has a high negative environmental impact. The characteristics of a building are an important factor to determine the necessities of heating and cooling loads. Therefore, the study of the relevant characteristics of the buildings, regarding the heating and cooling needed to maintain comfortable indoor air conditions, could be very useful in order to design and construct energy-efficient buildings. In previous studies, different machine-learning approaches have been used to predict heating and cooling loads from the set of variables: relative compactness, surface area, wall area, roof area, overall height, orientation, glazing area and glazing area distribution. However, none of these methods are based on fuzzy logic. In this research, we study two fuzzy logic approaches, i.e., fuzzy inductive reasoning (FIR) and adaptive neuro fuzzy inference system (ANFIS), to deal with the same problem. Fuzzy approaches obtain very good results, outperforming all the methods described in previous studies except one. In this work, we also study the feature selection process of FIR methodology as a pre-processing tool to select the more relevant variables before the use of any predictive modelling methodology. It is proven that FIR feature selection provides interesting insights into the main building variables causally related to heating and cooling loads. This allows better decision making and design strategies, since accurate cooling and heating load estimations and correct identification of parameters that affect building energy demands are of high importance to optimize building designs and equipment specifications.Peer ReviewedPostprint (published version

Investigation of finite-volume methods to capture shocks and turbulence spectra in compressible flows

The aim of the present paper is to provide a comparison between several finite-volume methods of different numerical accuracy: second-order Godunov method with PPM interpolation and high-order finite-volume WENO method. The results show that while on a smooth problem the high-order method perform better than the second-order one, when the solution contains a shock all the methods collapse to first-order accuracy. In the context of the decay of compressible homogeneous isotropic turbulence with shocklets, the actual overall order of accuracy of the methods reduces to second-order, despite the use of fifth-order reconstruction schemes at cell interfaces. Most important, results in terms of turbulent spectra are similar regardless of the numerical methods employed, except that the PPM method fails to provide an accurate representation in the high-frequency range of the spectra. It is found that this specific issue comes from the slope-limiting procedure and a novel hybrid PPM/WENO method is developed that has the ability to capture the turbulent spectra with the accuracy of a high-order method, but at the cost of the second-order Godunov method. Overall, it is shown that virtually the same physical solution can be obtained much faster by refining a simulation with the second-order method and carefully chosen numerical procedures, rather than running a coarse high-order simulation. Our results demonstrate the importance of evaluating the accuracy of a numerical method in terms of its actual spectral dissipation and dispersion properties on mixed smooth/shock cases, rather than by the theoretical formal order of convergence rate.Comment: This paper was previously composed of 2 parts, and this submission was part 1. It is now replaced by the combined pape

Global Entropy Based Greedy Algorithm for discretization

Discretization algorithm is a crucial step to not only achieve summarization of continuous attributes but also better performance in classification that requires discrete values as input. In this thesis, I propose a supervised discretization method, Global Entropy Based Greedy algorithm, which is based on the Information Entropy Minimization. Experimental results show that the proposed method outperforms state of the art methods with well-known benchmarking datasets. To further improve the proposed method, a new approach for stop criterion that is based on the change rate of entropy was also explored. From the experimental analysis, it is noticed that the threshold based on the decreasing rate of entropy could be more effective than a constant number of intervals in the classification such as C5.0

Probabilistic framework for image understanding applications using Bayesian Networks

Machine learning algorithms have been successfully utilized in various systems/devices. They have the ability to improve the usability/quality of such systems in terms of intelligent user interface, fast performance, and more importantly, high accuracy. In this research, machine learning techniques are used in the field of image understanding, which is a common research area between image analysis and computer vision, to involve higher processing level of a target image to make sense of the scene captured in it. A general probabilistic framework for image understanding where topics associated with (i) collection of images to generate a comprehensive and valid database, (ii) generation of an unbiased ground-truth for the aforesaid database, (iii) selection of classification features and elimination of the redundant ones, and (iv) usage of such information to test a new sample set, are discussed. Two research projects have been developed as examples of the general image understanding framework; identification of region(s) of interest, and image segmentation evaluation. These techniques, in addition to others, are combined in an object-oriented rendering system for printing applications. The discussion included in this doctoral dissertation explores the means for developing such a system from an image understanding/ processing aspect. It is worth noticing that this work does not aim to develop a printing system. It is only proposed to add some essential features for current printing pipelines to achieve better visual quality while printing images/photos. Hence, we assume that image regions have been successfully extracted from the printed document. These images are used as input to the proposed object-oriented rendering algorithm where methodologies for color image segmentation, region-of-interest identification and semantic features extraction are employed. Probabilistic approaches based on Bayesian statistics have been utilized to develop the proposed image understanding techniques

Application of an efficient Bayesian discretization method to biomedical data

Background\ud Several data mining methods require data that are discrete, and other methods often perform better with discrete data. We introduce an efficient Bayesian discretization (EBD) method for optimal discretization of variables that runs efficiently on high-dimensional biomedical datasets. The EBD method consists of two components, namely, a Bayesian score to evaluate discretizations and a dynamic programming search procedure to efficiently search the space of possible discretizations. We compared the performance of EBD to Fayyad and Irani's (FI) discretization method, which is commonly used for discretization.\ud \ud Results\ud On 24 biomedical datasets obtained from high-throughput transcriptomic and proteomic studies, the classification performances of the C4.5 classifier and the naïve Bayes classifier were statistically significantly better when the predictor variables were discretized using EBD over FI. EBD was statistically significantly more stable to the variability of the datasets than FI. However, EBD was less robust, though not statistically significantly so, than FI and produced slightly more complex discretizations than FI.\ud \ud Conclusions\ud On a range of biomedical datasets, a Bayesian discretization method (EBD) yielded better classification performance and stability but was less robust than the widely used FI discretization method. The EBD discretization method is easy to implement, permits the incorporation of prior knowledge and belief, and is sufficiently fast for application to high-dimensional data