Mike Diessner

Mike Diessner, Joseph O'Connor, Andrew Wynn et al.

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize hyperparameters of neural networks, and in engineering, e.g. in fluid dynamics to optimize control strategies that maximize drag reduction. This paper empirically studies and compares the performance and the robustness of common Bayesian optimization algorithms on a range of synthetic test functions to provide general guidance on the design of Bayesian optimization algorithms for specific problems. It investigates the choice of acquisition function, the effect of different numbers of training samples, the exact and Monte Carlo based calculation of acquisition functions, and both single-point and multi-point optimization. The test functions considered cover a wide selection of challenges and therefore serve as an ideal test bed to understand the performance of Bayesian optimization to specific challenges, and in general. To illustrate how these findings can be used to inform a Bayesian optimization setup tailored to a specific problem, two simulations in the area of computational fluid dynamics are optimized, giving evidence that suitable solutions can be found in a small number of evaluations of the objective function for complex, real problems. The results of our investigation can similarly be applied to other areas, such as machine learning and physical experiments, where objective functions are expensive to evaluate and their mathematical expressions are unknown.

Mike Diessner, Kevin J. Wilson, Richard D. Whalley

Experiments in engineering are typically conducted in controlled environments where parameters can be set to any desired value. This assumes that the same applies in a real-world setting -- an assumption that is often incorrect as many experiments are influenced by uncontrollable environmental conditions such as temperature, humidity and wind speed. When optimising such experiments, the focus should lie on finding optimal values conditionally on these uncontrollable variables. This article extends Bayesian optimisation to the optimisation of systems in changing environments that include controllable and uncontrollable parameters. The extension fits a global surrogate model over all controllable and environmental variables but optimises only the controllable parameters conditional on measurements of the uncontrollable variables. The method is validated on two synthetic test functions and the effects of the noise level, the number of the environmental parameters, the parameter fluctuation, the variability of the uncontrollable parameters, and the effective domain size are investigated. ENVBO, the proposed algorithm resulting from this investigation, is applied to a wind farm simulator with eight controllable and one environmental parameter. ENVBO finds solutions for the full domain of the environmental variable that outperforms results from optimisation algorithms that only focus on a fixed environmental value in all but one case while using a fraction of their evaluation budget. This makes the proposed approach very sample-efficient and cost-effective. An off-the-shelf open-source version of ENVBO is available via the NUBO Python package.

Mike Diessner, Kevin J. Wilson, Richard D. Whalley

NUBO, short for Newcastle University Bayesian Optimisation, is a Bayesian optimization framework for the optimization of expensive-to-evaluate black-box functions, such as physical experiments and computer simulators. Bayesian optimization is a costefficient optimization strategy that uses surrogate modelling via Gaussian processes to represent an objective function and acquisition functions to guide the selection of candidate points to approximate the global optimum of the objective function. NUBO itself focuses on transparency and user experience to make Bayesian optimization easily accessible to researchers from all disciplines. Clean and understandable code, precise references, and thorough documentation ensure transparency, while user experience is ensured by a modular and flexible design, easy-to-write syntax, and careful selection of Bayesian optimization algorithms. NUBO allows users to tailor Bayesian optimization to their specific problem by writing the optimization loop themselves using the provided building blocks. It supports sequential single-point, parallel multi-point, and asynchronous optimization of bounded, constrained, and/or mixed (discrete and continuous) parameter input spaces. Only algorithms and methods that are extensively tested and validated to perform well are included in NUBO. This ensures that the package remains compact and does not overwhelm the user with an unnecessarily large number of options. The package is written in Python but does not require expert knowledge of Python to optimize your simulators and experiments. NUBO is distributed as open-source software under the BSD 3-Clause license.

Mike Diessner, Yannick Tarant

Virtual representations of physical critical infrastructures, such as water or energy plants, are used for simulations and digital twins to ensure resilience and continuity of their services. These models usually require 3D point clouds from laser scanners that are expensive to acquire and require specialist knowledge to use. In this article, we present a graph generation pipeline based on photogrammetry. The pipeline detects relevant objects and predicts their relation using RGB images and depth data generated by a stereo camera. This more cost-effective approach uses deep learning for object detection and instance segmentation of the objects, and employs user-defined heuristics or rules to infer their relations. Results of two hydraulic systems show that this strategy can produce graphs close to the ground truth while its flexibility allows the method to be tailored to specific applications and its transparency qualifies it to be used in the high stakes decision-making that is required for critical infrastructures.