Constrained Bayesian Optimization under Bivariate Gaussian Process with Application to Cure Process Optimization

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Li, Yezhuo, Zhang, Qiong, Limaye, Madhura, Li, Gang
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866918041263013888
author Li, Yezhuo
Zhang, Qiong
Limaye, Madhura
Li, Gang
author_facet Li, Yezhuo
Zhang, Qiong
Limaye, Madhura
Li, Gang
contents Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian Optimization have further enhanced Bayesian Optimization's utility in practical scenarios by focusing the search within feasible regions defined by a black-box constraint function. However, constrained Bayesian Optimization in is developed based on the independence Gaussian processes assumption between objective and constraint functions, which may not hold in real-world applications. To address this issue, we use the bivariate Gaussian process model to characterize the dependence between the objective and constraint functions and developed the constrained expected improvement acquisition function under this model assumption. We show case the performance of the proposed approach with an application to cure process optimization in Manufacturing.
format Preprint
id arxiv_https___arxiv_org_abs_2506_00174
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Constrained Bayesian Optimization under Bivariate Gaussian Process with Application to Cure Process Optimization
Li, Yezhuo
Zhang, Qiong
Limaye, Madhura
Li, Gang
Computation
Applications
Machine Learning
Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian Optimization have further enhanced Bayesian Optimization's utility in practical scenarios by focusing the search within feasible regions defined by a black-box constraint function. However, constrained Bayesian Optimization in is developed based on the independence Gaussian processes assumption between objective and constraint functions, which may not hold in real-world applications. To address this issue, we use the bivariate Gaussian process model to characterize the dependence between the objective and constraint functions and developed the constrained expected improvement acquisition function under this model assumption. We show case the performance of the proposed approach with an application to cure process optimization in Manufacturing.
title Constrained Bayesian Optimization under Bivariate Gaussian Process with Application to Cure Process Optimization
topic Computation
Applications
Machine Learning
url https://arxiv.org/abs/2506.00174