Mode Pursuing Sampling Method Using Coordinate Perturbation for High-dimensional Expensive Black-box Optimization

2019 ◽  
Author(s):  
Yufei Wu ◽  
Teng Long ◽  
Renhe Shi ◽  
G. G. Wang
2020 ◽  
Vol 143 (4) ◽  
Author(s):  
Yufei Wu ◽  
Teng Long ◽  
Renhe Shi ◽  
G. Gary Wang

Abstract This article presents a novel mode-pursuing sampling method using discriminative coordinate perturbation (MPS-DCP) to further improve the convergence performance of solving high-dimensional, expensive, and black-box (HEB) problems. In MPS-DCP, a discriminative coordinate perturbation strategy is integrated into the original mode-pursuing sampling (MPS) framework for sequential sampling. During optimization, the importance of variables is defined by approximated global sensitivities, while the perturbation probabilities of variables are dynamically adjusted according to the number of optimization stalling iterations. Expensive points considering both optimality and space-filling property are selected from cheap points generated by perturbing the current best point, which balances between global exploration and local exploitation. The convergence property of MPS-DCP is theoretically analyzed. The performance of MPS-DCP is tested on several numerical benchmarks and compared with state-of-the-art metamodel-based design optimization methods for HEB problems. The results indicate that MPS-DCP generally outperforms the competitive methods regarding convergence and robustness performances. Finally, the proposed MPS-DCP is applied to a stepped cantilever beam design optimization problem and an all-electric satellite multidisciplinary design optimization (MDO) problem. The results demonstrate that MPS-DCP can find better feasible optima with the same or less computational cost than the competitive methods, which demonstrates its effectiveness and practicality in solving real-world engineering problems.


2021 ◽  
Vol 15 (8) ◽  
pp. 898-911
Author(s):  
Yongqing Zhang ◽  
Jianrong Yan ◽  
Siyu Chen ◽  
Meiqin Gong ◽  
Dongrui Gao ◽  
...  

Rapid advances in biological research over recent years have significantly enriched biological and medical data resources. Deep learning-based techniques have been successfully utilized to process data in this field, and they have exhibited state-of-the-art performances even on high-dimensional, nonstructural, and black-box biological data. The aim of the current study is to provide an overview of the deep learning-based techniques used in biology and medicine and their state-of-the-art applications. In particular, we introduce the fundamentals of deep learning and then review the success of applying such methods to bioinformatics, biomedical imaging, biomedicine, and drug discovery. We also discuss the challenges and limitations of this field, and outline possible directions for further research.


2021 ◽  
pp. 1-59
Author(s):  
George Cheng ◽  
G. Gary Wang ◽  
Yeong-Maw Hwang

Abstract Multi-objective optimization (MOO) problems with computationally expensive constraints are commonly seen in real-world engineering design. However, metamodel based design optimization (MBDO) approaches for MOO are often not suitable for high-dimensional problems and often do not support expensive constraints. In this work, the Situational Adaptive Kreisselmeier and Steinhauser (SAKS) method was combined with a new multi-objective trust region optimizer (MTRO) strategy to form the SAKS-MTRO method for MOO problems with expensive black-box constraint functions. The SAKS method is an approach that hybridizes the modeling and aggregation of expensive constraints and adds an adaptive strategy to control the level of hybridization. The MTRO strategy uses a combination of objective decomposition and K-means clustering to handle MOO problems. SAKS-MTRO was benchmarked against four popular multi-objective optimizers and demonstrated superior performance on average. SAKS-MTRO was also applied to optimize the design of a semiconductor substrate and the design of an industrial recessed impeller.


Author(s):  
George H. Cheng ◽  
Adel Younis ◽  
Kambiz Haji Hajikolaei ◽  
G. Gary Wang

Mode Pursuing Sampling (MPS) was developed as a global optimization algorithm for optimization problems involving expensive black box functions. MPS has been found to be effective and efficient for problems of low dimensionality, i.e., the number of design variables is less than ten. A previous conference publication integrated the concept of trust regions into the MPS framework to create a new algorithm, TRMPS, which dramatically improved performance and efficiency for high dimensional problems. However, although TRMPS performed better than MPS, it was unproven against other established algorithms such as GA. This paper introduces an improved algorithm, TRMPS2, which incorporates guided sampling and low function value criterion to further improve algorithm performance for high dimensional problems. TRMPS2 is benchmarked against MPS and GA using a suite of test problems. The results show that TRMPS2 performs better than MPS and GA on average for high dimensional, expensive, and black box (HEB) problems.


2019 ◽  
Vol 19 (1) ◽  
pp. 39-53 ◽  
Author(s):  
Martin Eigel ◽  
Johannes Neumann ◽  
Reinhold Schneider ◽  
Sebastian Wolf

AbstractThis paper examines a completely non-intrusive, sample-based method for the computation of functional low-rank solutions of high-dimensional parametric random PDEs, which have become an area of intensive research in Uncertainty Quantification (UQ). In order to obtain a generalized polynomial chaos representation of the approximate stochastic solution, a novel black-box rank-adapted tensor reconstruction procedure is proposed. The performance of the described approach is illustrated with several numerical examples and compared to (Quasi-)Monte Carlo sampling.


Author(s):  
Kacper Sokol ◽  
Peter Flach

Understanding data, models and predictions is important for machine learning applications. Due to the limitations of our spatial perception and intuition, analysing high-dimensional data is inherently difficult. Furthermore, black-box models achieving high predictive accuracy are widely used, yet the logic behind their predictions is often opaque. Use of textualisation -- a natural language narrative of selected phenomena -- can tackle these shortcomings. When extended with argumentation theory we could envisage machine learning models and predictions arguing persuasively for their choices.


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