Log In Sign Up

CompModels: A suite of computer model test functions for Bayesian optimization

by   Tony Pourmohamad, et al.

The CompModels package for R provides a suite of computer model test functions that can be used for computer model prediction/emulation, uncertainty quantification, and calibration, but in particular, the sequential optimization of computer models. The package is a mix of real-world physics problems, known mathematical functions, and black-box functions that have been converted into computer models with the goal of Bayesian (i.e., sequential) optimization in mind. Likewise, the package contains computer models that represent either the constrained or unconstrained optimization case, each with varying levels of difficulty. In this paper, we illustrate the use of the package with both real-world examples and black-box functions by solving constrained optimization problems via Bayesian optimization. Ultimately, the package is shown to provide users with a source of computer model test functions that are reproducible, shareable, and that can be used for benchmarking of novel optimization methods.


page 1

page 2

page 3

page 4


Scalable Constrained Bayesian Optimization

The global optimization of a high-dimensional black-box function under b...

Bayesian Optimization with Unknown Constraints

Recent work on Bayesian optimization has shown its effectiveness in glob...

Bayesian Optimisation with Formal Guarantees

Application domains of Bayesian optimization include optimizing black-bo...

DeepOBS: A Deep Learning Optimizer Benchmark Suite

Because the choice and tuning of the optimizer affects the speed, and ul...

ODE Test Problems: a MATLAB suite of initial value problems

ODE Test Problems (OTP) is an object-oriented MATLAB package offering a ...

COCO: The Bi-objective Black Box Optimization Benchmarking (bbob-biobj) Test Suite

The bbob-biobj test suite contains 55 bi-objective functions in continuo...

COCO: The Large Scale Black-Box Optimization Benchmarking (bbob-largescale) Test Suite

The bbob-largescale test suite, containing 24 single-objective functions...