• Title/Summary/Keyword: Bayesian optimization

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Comparison of Hyper-Parameter Optimization Methods for Deep Neural Networks

  • Kim, Ho-Chan;Kang, Min-Jae
    • Journal of IKEEE
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    • v.24 no.4
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    • pp.969-974
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    • 2020
  • Research into hyper parameter optimization (HPO) has recently revived with interest in models containing many hyper parameters, such as deep neural networks. In this paper, we introduce the most widely used HPO methods, such as grid search, random search, and Bayesian optimization, and investigate their characteristics through experiments. The MNIST data set is used to compare results in experiments to find the best method that can be used to achieve higher accuracy in a relatively short time simulation. The learning rate and weight decay have been chosen for this experiment because these are the commonly used parameters in this kind of experiment.

Hyperparameter Search for Facies Classification with Bayesian Optimization (베이지안 최적화를 이용한 암상 분류 모델의 하이퍼 파라미터 탐색)

  • Choi, Yonguk;Yoon, Daeung;Choi, Junhwan;Byun, Joongmoo
    • Geophysics and Geophysical Exploration
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    • v.23 no.3
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    • pp.157-167
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    • 2020
  • With the recent advancement of computer hardware and the contribution of open source libraries to facilitate access to artificial intelligence technology, the use of machine learning (ML) and deep learning (DL) technologies in various fields of exploration geophysics has increased. In addition, ML researchers have developed complex algorithms to improve the inference accuracy of various tasks such as image, video, voice, and natural language processing, and now they are expanding their interests into the field of automatic machine learning (AutoML). AutoML can be divided into three areas: feature engineering, architecture search, and hyperparameter search. Among them, this paper focuses on hyperparamter search with Bayesian optimization, and applies it to the problem of facies classification using seismic data and well logs. The effectiveness of the Bayesian optimization technique has been demonstrated using Vincent field data by comparing with the results of the random search technique.

Economic Design of Bayesian Acceptance Sampling Plans for Dependent Production Process (종속 생산공정에 대한 Bayesian 샘플링 검사방식의 경제적 설계)

  • Shin, Wan Seon;Kim, Dae Joong
    • Journal of Korean Society for Quality Management
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    • v.22 no.1
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    • pp.96-112
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    • 1994
  • This article studies the design of Bayesian single attribute acceptance sampling plans under dependent production processes. An economic model is constructed by extending the mathematical model developed for non-Bayesian cases for Bayesian cases. The mathematical structure of the model is analyzed and it is used to prove that optimization of the model can be achieved by applying the solution method developed for non-Bayesian models directly. The effect of dependence patterns and the types of prior distributions on the design of sampling plans is also investigated through a computational study.

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A Bayesian Sampling Algorithm for Evolving Random Hypergraph Models Representing Higher-Order Correlations (고차상관관계를 표현하는 랜덤 하이퍼그래프 모델 진화를 위한 베이지안 샘플링 알고리즘)

  • Lee, Si-Eun;Lee, In-Hee;Zhang, Byoung-Tak
    • Journal of KIISE:Software and Applications
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    • v.36 no.3
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    • pp.208-216
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    • 2009
  • A number of estimation of distribution algorithms have been proposed that do not use explicitly crossover and mutation of traditional genetic algorithms, but estimate the distribution of population for more efficient search. But because it is not easy to discover higher-order correlations of variables, lower-order correlations are estimated most cases under various constraints. In this paper, we propose a new estimation of distribution algorithm that represents higher-order correlations of the data and finds global optimum more efficiently. The proposed algorithm represents the higher-order correlations among variables by building random hypergraph model composed of hyperedges consisting of variables which are expected to be correlated, and generates the next population by Bayesian sampling algorithm Experimental results show that the proposed algorithm can find global optimum and outperforms the simple genetic algorithm and BOA(Bayesian Optimization Algorithm) on decomposable functions with deceptive building blocks.

Bayesian Method Recognition Rates Improvement using HMM Vocabulary Recognition Model Optimization (HMM 어휘 인식 모델 최적화를 이용한 베이시안 기법 인식률 향상)

  • Oh, Sang Yeon
    • Journal of Digital Convergence
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    • v.12 no.7
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    • pp.273-278
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    • 2014
  • In vocabulary recognition using HMM(Hidden Markov Model) by model for the observation of a discrete probability distribution indicates the advantages of low computational complexity, but relatively low recognition rate. Improve them with a HMM model is proposed for the optimization of the Bayesian methods. In this paper is posterior distribution and prior distribution in recognition Gaussian mixtures model provides a model to optimize of the Bayesian methods vocabulary recognition. The result of applying the proposed method, the recognition rate of 97.9% in vocabulary recognition, respectively.

Parameter Optimization and Uncertainty Analysis of the Rainfall-Runoff Model (강우-유출모형 매개변수의 최적화 및 불확실성 분석)

  • Moon, Young-Il;Kwon, Hyun-Han
    • 한국방재학회:학술대회논문집
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    • 2008.02a
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    • pp.723-726
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    • 2008
  • It is not always easy to estimate the parameters in hydrologic models due to insufficient hydrologic data when hydraulic structures are designed or water resources plan are established, uncertainty analysis, therefore, are inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. The NWS-PC model is calibrated against observed daily runoff, and thirteen parameters in the model are optimized as well as posterior distributions associated with each parameter are derived. The Bayesian Markov Chain Monte Carlo shows a improved result in terms of statistical performance measures and graphical examination. The patterns of runoff can be influenced by various factors and the Bayesian approaches are capable of translating the uncertainties into parameter uncertainties. One could provide against an expected runoff event by utilizing information driven by Bayesian methods. Therefore, the rainfall-runoff analysis coupled with the uncertainty analysis can give us an insight in evaluating flood risk and dam size in a reasonable way.

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Seismic capacity re-evaluation of the 480V motor control center of South Korea NPPs using earthquake experience and experiment data

  • Choi, Eujeong;Kim, Min Kyu;Choi, In-Kil
    • Nuclear Engineering and Technology
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    • v.54 no.4
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    • pp.1363-1373
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    • 2022
  • The recent seismic events that occurred in South Korea have increased the interest in the re-evaluation of the seismic capacity of nuclear power plant (NPP) equipment, which is often conservatively estimated. To date, various approaches-including the Bayesian method proposed by the United States (US) Electric Power Research Institute -have been developed to quantify the seismic capacity of NPP equipment. Among these, the Bayesian approach has advantages in accounting for both prior knowledge and new information to update the probabilistic distribution of seismic capacity. However, data availability and region-specific issues exist in applying this Bayesian approach to Korean NPP equipment. Therefore, this paper proposes to construct an earthquake experience database by combining available earthquake records at Korean NPP sites and the general location of equipment within NPPs. Also, for the better representation of the seismic demand of Korean earthquake datasets, which have distinct seismic characteristics from those of the US at a high-frequency range, a broadband frequency range optimization is suggested. The proposed data construction and seismic demand optimization method for seismic capacity re-evaluation are demonstrated and tested on a 480 V motor control center of a South Korea NPP.

A long-term tunnel settlement prediction model based on BO-GPBE with SHM data

  • Yang Ding;Yu-Jun Wei;Pei-Sen Xi;Peng-Peng Ang;Zhen Han
    • Smart Structures and Systems
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    • v.33 no.1
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    • pp.17-26
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    • 2024
  • The new metro crossing the existing metro will cause the settlement or floating of the existing structures, which will have safety problems for the operation of the existing metro and the construction of the new metro. Therefore, it is necessary to monitor and predict the settlement of the existing metro caused by the construction of the new metro in real time. Considering the complexity and uncertainty of metro settlement, a Gaussian Prior Bayesian Emulator (GPBE) probability prediction model based on Bayesian optimization (BO) is proposed, that is, BO-GPBE. Firstly, the settlement monitoring data are analyzed to get the influence of the new metro on the settlement of the existing metro. Then, five different acquisition functions, that is, expected improvement (EI), expected improvement per second (EIPS), expected improvement per second plus (EIPSP), lower confidence bound (LCB), probability of improvement (PI) are selected to construct BO model, and then BO-GPBE model is established. Finally, three years settlement monitoring data were collected by structural health monitoring (SHM) system installed on Nanjing Metro Line 10 are employed to demonstrate the effectiveness of BO-GPBE for forecasting the settlement.

Bayesian Reliability Analysis Using Kriging Dimension Reduction Method (KDRM) (크리깅 기반 차원감소법을 이용한 베이지안 신뢰도 해석)

  • An, Da-Wn;Choi, Joo-Ho;Won, Jun-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2008.04a
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    • pp.602-607
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    • 2008
  • A technique for reliability-based design optimization(RBDO) is developed based on the Bayesian approach, which can deal with the epistemic uncertainty arising due to the limited number of data. Until recently, the conventional RBDO was implemented mostly by assuming the uncertainty as aleatory which means the statistical properties are completely known. In practice, however, this is not the case due to the insufficient data for estimating the statistical information, which makes the existing RBDO methods less useful. In this study, a Bayesian reliability is introduced to take account of the epistemic uncertainty, which is defined as the lower confidence bound of the probability distribution of the original reliability. In this case, the Bayesian reliability requires double loop of the conventional reliability analyses, which can be computationally expensive. Kriging based dimension reduction method(KDRM), which is a new efficient tool for the reliability analysis, is employed to this end. The proposed method is illustrated using a couple of numerical examples.

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Bayesian ballast damage detection utilizing a modified evolutionary algorithm

  • Hu, Qin;Lam, Heung Fai;Zhu, Hong Ping;Alabi, Stephen Adeyemi
    • Smart Structures and Systems
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    • v.21 no.4
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    • pp.435-448
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    • 2018
  • This paper reports the development of a theoretically rigorous method for permanent way engineers to assess the condition of railway ballast under a concrete sleeper with the potential to be extended to a smart system for long-term health monitoring of railway ballast. Owing to the uncertainties induced by the problems of modeling error and measurement noise, the Bayesian approach was followed in the development. After the selection of the most plausible model class for describing the damage status of the rail-sleeper-ballast system, Bayesian model updating is adopted to calculate the posterior PDF of the ballast stiffness at various regions under the sleeper. An obvious drop in ballast stiffness at a region under the sleeper is an evidence of ballast damage. In model updating, the model that can minimize the discrepancy between the measured and model-predicted modal parameters can be considered as the most probable model for calculating the posterior PDF under the Bayesian framework. To address the problems of non-uniqueness and local minima in the model updating process, a two-stage hybrid optimization method was developed. The modified evolutionary algorithm was developed in the first stage to identify the important regions in the parameter space and resulting in a set of initial trials for deterministic optimization to locate all most probable models in the second stage. The proposed methodology was numerically and experimentally verified. Using the identified model, a series of comprehensive numerical case studies was carried out to investigate the effects of data quantity and quality on the results of ballast damage detection. Difficulties to be overcome before the proposed method can be extended to a long-term ballast monitoring system are discussed in the conclusion.