The flexible loads in power systems, such as interruptible and transferable loads, are critical flexibility resources for mitigating power imbalances. Despite their potential, accurate modeling of these loads is a challenging work and has not received enough attention, limiting their integration into operational frameworks. To bridge this gap, this paper develops a data-driven identification theory and algorithm for price-responsive flexible loads (PRFLs). First, we introduce PRFL models that capture both static and dynamic decision mechanisms governing their response to electricity price variations. Second, We develop a data-driven identification framework that explicitly incorporates forecast and measurement errors. Particularly, we give a theoretical analysis to quantify the statistical impact of such noise on parameter estimation. Third, leveraging the bilevel structure of the identification problem, we propose a Bayesian optimization-based algorithm that features the scalability to large sample sizes and the ability to offer posterior differentiability certificates as byproducts. Numerical tests demonstrate the effectiveness and superiority of the proposed approach.
This study proposes a novel few-shot crack image classification model based on CLIP and Bayesian optimization. By combining multimodal information and Bayesian approach, the model achieves efficient classification of crack images in a small number of training samples. The CLIP model employs its robust feature extraction capabilities to facilitate precise classification with a limited number of samples. In contrast, Bayesian optimisation enhances the robustness and generalization of the model, while reducing the reliance on extensive labelled data. The results demonstrate that the model exhibits robust performance across a diverse range of dataset scales, particularly in the context of small sample sets. The study validates the potential of the method in civil engineering crack classification.
Preferential Bayesian Optimization (PBO) is a sample-efficient method to learn latent user utilities from preferential feedback over a pair of designs. It relies on a statistical surrogate model for the latent function, usually a Gaussian process, and an acquisition strategy to select the next candidate pair to get user feedback on. Due to the non-conjugacy of the associated likelihood, every PBO step requires a significant amount of computations with various approximate inference techniques. This computational overhead is incompatible with the way humans interact with computers, hindering the use of PBO in real-world cases. Building on the recent advances of amortized BO, we propose to circumvent this issue by fully amortizing PBO, meta-learning both the surrogate and the acquisition function. Our method comprises a novel transformer neural process architecture, trained using reinforcement learning and tailored auxiliary losses. On a benchmark composed of synthetic and real-world datasets, our method is several orders of magnitude faster than the usual Gaussian process-based strategies and often outperforms them in accuracy.
Advanced slot and winding designs are imperative to create future high performance electrical machines (EM). As a result, the development of methods to design and improve slot filling factor (SFF) has attracted considerable research. Recent developments in manufacturing processes, such as additive manufacturing and alternative materials, has also highlighted a need for novel high-fidelity design techniques to develop high performance complex geometries and topologies. This study therefore introduces a novel physics-informed machine learning (PIML) design optimization process for improving SFF in traction electrical machines used in electric vehicles. A maximum entropy sampling algorithm (MESA) is used to seed a physics-informed Bayesian optimization (PIBO) algorithm, where the target function and its approximations are produced by Gaussian processes (GP)s. The proposed PIBO-MESA is coupled with a 2D finite element model (FEM) to perform a GP-based surrogate and provide the first demonstration of the optimal combination of complex design variables for an electrical machine. Significant computational gains were achieved using the new PIBO-MESA approach, which is 45% faster than existing stochastic methods, such as the non-dominated sorting genetic algorithm II (NSGA-II). The FEM results confirm that the new design optimization process and keystone shaped wires lead to a higher SFF (i.e. by 20%) and electromagnetic improvements (e.g. maximum torque by 12%) with similar resistivity. The newly developed PIBO-MESA design optimization process therefore presents significant benefits in the design of high-performance electric machines, with reduced development time and costs.
Bayesian optimization (BO) is increasingly employed in critical applications to find the optimal design with minimal cost. While BO is known for its sample efficiency, relying solely on costly high-fidelity data can still result in high costs. This is especially the case in constrained search spaces where BO must not only optimize but also ensure feasibility. A related issue in the BO literature is the lack of a systematic stopping criterion. To solve these challenges, we develop a constrained cost-aware multi-fidelity BO (CMFBO) framework whose goal is to minimize overall sampling costs by utilizing inexpensive low-fidelity sources while ensuring feasibility. In our case, the constraints can change across the data sources and may be even black-box functions. We also introduce a systematic stopping criterion that addresses the long-lasting issue associated with BO's convergence assessment. Our framework is publicly available on GitHub through the GP+ Python package and herein we validate it's efficacy on multiple benchmark problems.
Sparse principal component analysis (PCA) is a well-established dimensionality reduction technique that is often used for unsupervised feature selection (UFS). However, determining the regularization parameters is rather challenging, and conventional approaches, including grid search and Bayesian optimization, not only bring great computational costs but also exhibit high sensitivity. To address these limitations, we first establish a structured sparse PCA formulation by integrating $\ell_1$-norm and $\ell_{2,1}$-norm to capture the local and global structures, respectively. Building upon the off-the-shelf alternating direction method of multipliers (ADMM) optimization framework, we then design an interpretable deep unfolding network that translates iterative optimization steps into trainable neural architectures. This innovation enables automatic learning of the regularization parameters, effectively bypassing the empirical tuning requirements of conventional methods. Numerical experiments on benchmark datasets validate the advantages of our proposed method over the existing state-of-the-art methods. Our code will be accessible at https://github.com/xianchaoxiu/SPCA-Net.
Goal-oriented de novo molecule design, namely generating molecules with specific property or substructure constraints, is a crucial yet challenging task in drug discovery. Existing methods, such as Bayesian optimization and reinforcement learning, often require training multiple property predictors and struggle to incorporate substructure constraints. Inspired by the success of Large Language Models (LLMs) in text generation, we propose ChatMol, a novel approach that leverages LLMs for molecule design across diverse constraint settings. Initially, we crafted a molecule representation compatible with LLMs and validated its efficacy across multiple online LLMs. Afterwards, we developed specific prompts geared towards diverse constrained molecule generation tasks to further fine-tune current LLMs while integrating feedback learning derived from property prediction. Finally, to address the limitations of LLMs in numerical recognition, we referred to the position encoding method and incorporated additional encoding for numerical values within the prompt. Experimental results across single-property, substructure-property, and multi-property constrained tasks demonstrate that ChatMol consistently outperforms state-of-the-art baselines, including VAE and RL-based methods. Notably, in multi-objective binding affinity maximization task, ChatMol achieves a significantly lower KD value of 0.25 for the protein target ESR1, while maintaining the highest overall performance, surpassing previous methods by 4.76%. Meanwhile, with numerical enhancement, the Pearson correlation coefficient between the instructed property values and those of the generated molecules increased by up to 0.49. These findings highlight the potential of LLMs as a versatile framework for molecule generation, offering a promising alternative to traditional latent space and RL-based approaches.
In the rapidly evolving field of image generation, achieving precise control over generated content and maintaining semantic consistency remain significant limitations, particularly concerning grounding techniques and the necessity for model fine-tuning. To address these challenges, we propose BayesGenie, an off-the-shelf approach that integrates Large Language Models (LLMs) with Bayesian Optimization to facilitate precise and user-friendly image editing. Our method enables users to modify images through natural language descriptions without manual area marking, while preserving the original image's semantic integrity. Unlike existing techniques that require extensive pre-training or fine-tuning, our approach demonstrates remarkable adaptability across various LLMs through its model-agnostic design. BayesGenie employs an adapted Bayesian optimization strategy to automatically refine the inference process parameters, achieving high-precision image editing with minimal user intervention. Through extensive experiments across diverse scenarios, we demonstrate that our framework significantly outperforms existing methods in both editing accuracy and semantic preservation, as validated using different LLMs including Claude3 and GPT-4.
Optimizing high-dimensional and complex black-box functions is crucial in numerous scientific applications. While Bayesian optimization (BO) is a powerful method for sample-efficient optimization, it struggles with the curse of dimensionality and scaling to thousands of evaluations. Recently, leveraging generative models to solve black-box optimization problems has emerged as a promising framework. However, those methods often underperform compared to BO methods due to limited expressivity and difficulty of uncertainty estimation in high-dimensional spaces. To overcome these issues, we introduce \textbf{DiBO}, a novel framework for solving high-dimensional black-box optimization problems. Our method iterates two stages. First, we train a diffusion model to capture the data distribution and an ensemble of proxies to predict function values with uncertainty quantification. Second, we cast the candidate selection as a posterior inference problem to balance exploration and exploitation in high-dimensional spaces. Concretely, we fine-tune diffusion models to amortize posterior inference. Extensive experiments demonstrate that our method outperforms state-of-the-art baselines across various synthetic and real-world black-box optimization tasks. Our code is publicly available \href{https://github.com/umkiyoung/DiBO}{here}
We present a framework for generating universal semantic embeddings of chemical elements to advance materials inference and discovery. This framework leverages ElementBERT, a domain-specific BERT-based natural language processing model trained on 1.29 million abstracts of alloy-related scientific papers, to capture latent knowledge and contextual relationships specific to alloys. These semantic embeddings serve as robust elemental descriptors, consistently outperforming traditional empirical descriptors with significant improvements across multiple downstream tasks. These include predicting mechanical and transformation properties, classifying phase structures, and optimizing materials properties via Bayesian optimization. Applications to titanium alloys, high-entropy alloys, and shape memory alloys demonstrate up to 23% gains in prediction accuracy. Our results show that ElementBERT surpasses general-purpose BERT variants by encoding specialized alloy knowledge. By bridging contextual insights from scientific literature with quantitative inference, our framework accelerates the discovery and optimization of advanced materials, with potential applications extending beyond alloys to other material classes.
In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal relationships between the system variables and sequentially perform interventions to approach the optimum with minimal data. Extending CBO to the multi-outcome setting, we propose Multi-Objective Causal Bayesian Optimization (MO-CBO), a paradigm for identifying Pareto-optimal interventions within a known multi-target causal graph. We first derive a graphical characterization for potentially optimal sets of variables to intervene upon. Showing that any MO-CBO problem can be decomposed into several traditional multi-objective optimization tasks, we then introduce an algorithm that sequentially balances exploration across these tasks using relative hypervolume improvement. The proposed method will be validated on both synthetic and real-world causal graphs, demonstrating its superiority over traditional (non-causal) multi-objective Bayesian optimization in settings where causal information is available.
Designing modern industrial systems requires balancing several competing objectives, such as profitability, resilience, and sustainability, while accounting for complex interactions between technological, economic, and environmental factors. Multi-objective optimization (MOO) methods are commonly used to navigate these tradeoffs, but selecting the appropriate algorithm to tackle these problems is often unclear, particularly when system representations vary from fully equation-based (white-box) to entirely data-driven (black-box) models. While grey-box MOO methods attempt to bridge this gap, they typically impose rigid assumptions on system structure, requiring models to conform to the underlying structural assumptions of the solver rather than the solver adapting to the natural representation of the system of interest. In this chapter, we introduce a unifying approach to grey-box MOO by leveraging network representations, which provide a general and flexible framework for modeling interconnected systems as a series of function nodes that share various inputs and outputs. Specifically, we propose MOBONS, a novel Bayesian optimization-inspired algorithm that can efficiently optimize general function networks, including those with cyclic dependencies, enabling the modeling of feedback loops, recycle streams, and multi-scale simulations - features that existing methods fail to capture. Furthermore, MOBONS incorporates constraints, supports parallel evaluations, and preserves the sample efficiency of Bayesian optimization while leveraging network structure for improved scalability. We demonstrate the effectiveness of MOBONS through two case studies, including one related to sustainable process design. By enabling efficient MOO under general graph representations, MOBONS has the potential to significantly enhance the design of more profitable, resilient, and sustainable engineering systems.
We develop a form Thompson sampling for online learning under full feedback - also known as prediction with expert advice - where the learner's prior is defined over the space of an adversary's future actions, rather than the space of experts. We show regret decomposes into regret the learner expected a priori, plus a prior-robustness-type term we call excess regret. In the classical finite-expert setting, this recovers optimal rates. As an initial step towards practical online learning in settings with a potentially-uncountably-infinite number of experts, we show that Thompson sampling over the $d$-dimensional unit cube, using a certain Gaussian process prior widely-used in the Bayesian optimization literature, has a $\mathcal{O}\Big(\beta\sqrt{Td\log(1+\sqrt{d}\frac{\lambda}{\beta})}\Big)$ rate against a $\beta$-bounded $\lambda$-Lipschitz adversary.
Data-carrying reference signals are a type of reference signal (RS) constructed on the Grassmann manifold, which allows for simultaneous data transmission and channel estimation to achieve boosted spectral efficiency at high signal-to-noise ratios (SNRs). However, they do not improve spectral efficiency at low to middle SNRs compared with conventional RSs. To address this problem, we propose a numerical optimization-based Grassmann constellation design on the Grassmann manifold that accounts for both data transmission and channel estimation. In our numerical optimization, we derive an upper bound on the normalized mean squared error (NMSE) of estimated channel matrices and a lower bound on the noncoherent average mutual information (AMI), and these bounds are optimized simultaneously by using a Bayesian optimization technique. The proposed objective function outperforms conventional design metrics in obtaining Pareto-optimal constellations for NMSE and AMI. The constellation obtained by our method achieves an NMSE comparable to conventional non-data-carrying RSs while enabling data transmission, resulting in superior AMI performance and improved spectral efficiency even at middle SNRs.
Recommender systems (RSs) play a crucial role in shaping our digital interactions, influencing how we access and engage with information across various domains. Traditional research has predominantly centered on maximizing recommendation accuracy, often leading to unintended side effects such as echo chambers and constrained user experiences. Drawing inspiration from autonomous driving, we introduce a novel framework that categorizes RS autonomy into five distinct levels, ranging from basic rule-based accuracy-driven systems to behavior-aware, uncertain multi-objective RSs - where users may have varying needs, such as accuracy, diversity, and fairness. In response, we propose an approach that dynamically identifies and optimizes multiple objectives based on individual user preferences, fostering more ethical and intelligent user-centric recommendations. To navigate the uncertainty inherent in multi-objective RSs, we develop a Bayesian optimization (BO) framework that captures personalized trade-offs between different objectives while accounting for their uncertain interdependencies. Furthermore, we introduce an orthogonal meta-learning paradigm to enhance BO efficiency and effectiveness by leveraging shared knowledge across similar tasks and mitigating conflicts among objectives through the discovery of orthogonal information. Finally, extensive empirical evaluations demonstrate the effectiveness of our method in optimizing uncertain multi-objectives for individual users, paving the way for more adaptive and user-focused RSs.
Bayesian Optimization (BO) for the minimization of expensive functions of continuous variables uses all the knowledge acquired from previous samples (${\boldsymbol x}_i$ and $f({\boldsymbol x}_i)$ values) to build a surrogate model based on Gaussian processes. The surrogate is then exploited to define the next point to sample, through a careful balance of exploration and exploitation. Initially intended for low-dimensional spaces, BO has recently been modified and used also for very large-dimensional spaces (up to about one thousand dimensions). In this paper we consider a much simpler algorithm, called "Reactive Affine Shaker" (RAS). The next sample is always generated with a uniform probability distribution inside a parallelepiped (the "box"). At each iteration, the form of the box is adapted during the search through an affine transformation, based only on the point $\boldsymbol x$ position and on the success or failure in improving the function. The function values are therefore not used directly to modify the search area and to generate the next sample. The entire dimensionality is kept (no active subspaces). Despite its extreme simplicity and its use of only stochastic local search, surprisingly the produced results are comparable to and not too far from the state-of-the-art results of high-dimensional versions of BO, although with some more function evaluations. An ablation study and an analysis of probability distribution of directions (improving steps and prevailing box orientation) in very large-dimensional spaces are conducted to understand more about the behavior of RAS and to assess the relative importance of the algorithmic building blocks for the final results.
Offline model-based reinforcement learning (MBRL) serves as a competitive framework that can learn well-performing policies solely from pre-collected data with the help of learned dynamics models. To fully unleash the power of offline MBRL, model selection plays a pivotal role in determining the dynamics model utilized for downstream policy learning. However, offline MBRL conventionally relies on validation or off-policy evaluation, which are rather inaccurate due to the inherent distribution shift in offline RL. To tackle this, we propose BOMS, an active model selection framework that enhances model selection in offline MBRL with only a small online interaction budget, through the lens of Bayesian optimization (BO). Specifically, we recast model selection as BO and enable probabilistic inference in BOMS by proposing a novel model-induced kernel, which is theoretically grounded and computationally efficient. Through extensive experiments, we show that BOMS improves over the baseline methods with a small amount of online interaction comparable to only $1\%$-$2.5\%$ of offline training data on various RL tasks.
Tradable credit schemes (TCS) have been attracting interest from the transportation research community as an appealing alternative to congestion pricing, due to the advantages of revenue neutrality and equity. Nonetheless, existing research has largely employed network and market equilibrium approaches with simplistic characterizations of transportation demand, supply, credit market operations, and market behavior. Agent- and activity-based simulation affords a natural means to comprehensively assess TCS by more realistically modeling demand, supply, and individual market interactions. We propose an integrated simulation framework for modeling a TCS, and implements it within the state-of-the-art open-source urban simulation platform SimMobility, including: (a) a flexible TCS design that considers multiple trips and explicitly accounts for individual trading behaviors; (b) a simulation framework that captures the complex interactions between a TCS regulator, the traveler, and the TCS market itself, with the flexibility to test future TCS designs and relevant mobility models; and (c) a set of simulation experiments on a large mesoscopic multimodal network combined with a Bayesian Optimization approach for TCS optimal design. The experiment results indicate network and market performance to stabilize over the day-to-day process, showing the alignment of our agent-based simulation with the known theoretical properties of TCS. We confirm the efficiency of TCS in reducing congestion under the adopted market behavioral assumptions and open the door for simulating different individual behaviors. We measure how TCS impacts differently the local network, heterogeneous users, the different travel behaviors, and how testing different TCS designs can avoid negative market trading behaviors.
In this paper, we propose an optimized Transformer model that integrates Bayesian algorithms with a Bidirectional Gated Recurrent Unit (BiGRU), and apply it to fake news classification for the first time. First, we employ the TF-IDF method to extract features from news texts and transform them into numeric representations to facilitate subsequent machine learning tasks. Two sets of experiments are then conducted for fake news detection and classification: one using a Transformer model optimized only with BiGRU, and the other incorporating Bayesian algorithms into the BiGRU-based Transformer. Experimental results show that the BiGRU-optimized Transformer achieves 100% accuracy on the training set and 99.67% on the test set, while the addition of the Bayesian algorithm maintains 100% accuracy on the training set and slightly improves test-set accuracy to 99.73%. This indicates that the Bayesian algorithm boosts model accuracy by 0.06%, further enhancing the detection capability for fake news. Moreover, the proposed algorithm converges rapidly at around the 10th training epoch with accuracy nearing 100%, demonstrating both its effectiveness and its fast classification ability. Overall, the optimized Transformer model, enhanced by the Bayesian algorithm and BiGRU, exhibits excellent continuous learning and detection performance, offering a robust technical means to combat the spread of fake news in the current era of information overload.
Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous, the exhaustive validation requires a significant amount of time. Many existing studies use Bayesian optimization (BO) for accelerating the search. On the other hand, a significant difficulty is that, in general, there exists a different hyper-parameter space for each one of candidate ML algorithms. BO-based approaches typically build a surrogate model independently for each hyper-parameter space, by which sufficient observations are required for all candidate ML algorithms. In this study, our proposed method embeds different hyper-parameter spaces into a shared latent space, in which a surrogate multi-task model for BO is estimated. This approach can share information of observations from different ML algorithms by which efficient optimization is expected with a smaller number of total observations. We further propose the pre-training of the latent space embedding with an adversarial regularization, and a ranking model for selecting an effective pre-trained embedding for a given target dataset. Our empirical study demonstrates effectiveness of the proposed method through datasets from OpenML.