• Title/Summary/Keyword: Bayesian optimization

Search Result 94, Processing Time 0.029 seconds

Numerical convergence and validation of the DIMP inverse particle transport model

  • Nelson, Noel;Azmy, Yousry
    • Nuclear Engineering and Technology
    • /
    • v.49 no.6
    • /
    • pp.1358-1367
    • /
    • 2017
  • The data integration with modeled predictions (DIMP) model is a promising inverse radiation transport method for solving the special nuclear material (SNM) holdup problem. Unlike previous methods, DIMP is a completely passive nondestructive assay technique that requires no initial assumptions regarding the source distribution or active measurement time. DIMP predicts the most probable source location and distribution through Bayesian inference and quasi-Newtonian optimization of predicted detector responses (using the adjoint transport solution) with measured responses. DIMP performs well with forward hemispherical collimation and unshielded measurements, but several considerations are required when using narrow-view collimated detectors. DIMP converged well to the correct source distribution as the number of synthetic responses increased. DIMP also performed well for the first experimental validation exercise after applying a collimation factor, and sufficiently reducing the source search volume's extent to prevent the optimizer from getting stuck in local minima. DIMP's simple point detector response function (DRF) is being improved to address coplanar false positive/negative responses, and an angular DRF is being considered for integration with the next version of DIMP to account for highly collimated responses. Overall, DIMP shows promise for solving the SNM holdup inverse problem, especially once an improved optimization algorithm is implemented.

Fast Bayesian Inversion of Geophysical Data (지구물리 자료의 고속 베이지안 역산)

  • Oh, Seok-Hoon;Kwon, Byung-Doo;Nam, Jae-Cheol;Kee, Duk-Kee
    • Journal of the Korean Geophysical Society
    • /
    • v.3 no.3
    • /
    • pp.161-174
    • /
    • 2000
  • Bayesian inversion is a stable approach to infer the subsurface structure with the limited data from geophysical explorations. In geophysical inverse process, due to the finite and discrete characteristics of field data and modeling process, some uncertainties are inherent and therefore probabilistic approach to the geophysical inversion is required. Bayesian framework provides theoretical base for the confidency and uncertainty analysis for the inference. However, most of the Bayesian inversion require the integration process of high dimension, so massive calculations like a Monte Carlo integration is demanded to solve it. This method, though, seemed suitable to apply to the geophysical problems which have the characteristics of highly non-linearity, we are faced to meet the promptness and convenience in field process. In this study, by the Gaussian approximation for the observed data and a priori information, fast Bayesian inversion scheme is developed and applied to the model problem with electric well logging and dipole-dipole resistivity data. Each covariance matrices are induced by geostatistical method and optimization technique resulted in maximum a posteriori information. Especially a priori information is evaluated by the cross-validation technique. And the uncertainty analysis was performed to interpret the resistivity structure by simulation of a posteriori covariance matrix.

  • PDF

Parameter Learning of Dynamic Bayesian Networks using Constrained Least Square Estimation and Steepest Descent Algorithm (제약조건을 갖는 최소자승 추정기법과 최급강하 알고리즘을 이용한 동적 베이시안 네트워크의 파라미터 학습기법)

  • Cho, Hyun-Cheol;Lee, Kwon-Soon;Koo, Kyung-Wan
    • The Transactions of the Korean Institute of Electrical Engineers P
    • /
    • v.58 no.2
    • /
    • pp.164-171
    • /
    • 2009
  • This paper presents new learning algorithm of dynamic Bayesian networks (DBN) by means of constrained least square (LS) estimation algorithm and gradient descent method. First, we propose constrained LS based parameter estimation for a Markov chain (MC) model given observation data sets. Next, a gradient descent optimization is utilized for online estimation of a hidden Markov model (HMM), which is bi-linearly constructed by adding an observation variable to a MC model. We achieve numerical simulations to prove its reliability and superiority in which a series of non stationary random signal is applied for the DBN models respectively.

A Bayesian time series model with multiple structural change-points for electricity data

  • Kim, Jaehee
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.4
    • /
    • pp.889-898
    • /
    • 2017
  • In this research multiple change-points estimation for South Korean electricity generation data is considered. We analyze the South Korean electricity data via deterministically trending dynamic time series model with multiple structural changes in trends in a Bayesian approach. The number of change-points and the timing are unknown. The goal is to find the best model with the appropriate number of change-points and the length of the segments. A genetic algorithm is implemented to solve this optimization problem with a variable dimension of parameters. We estimate the structural change-points for South Korean electricity generation data and Nile River flow data additionally.

HMM Topology Optimization using HBIC and BIC_Anti Criteria (HBIC와 BIC_Anti 기준을 이용한 HMM 구조의 최적화)

  • 박미나;하진영
    • Journal of KIISE:Software and Applications
    • /
    • v.30 no.9
    • /
    • pp.867-875
    • /
    • 2003
  • This paper concerns continuous density HMM topology optimization. There have been several researches for HMM topology optimization. BIC (Bayesian Information Criterion) is one of the well known optimization criteria, which assumes statistically well behaved homogeneous model parameters. HMMs, however, are composed of several different kind of parameters to accommodate complex topology, thus BIC's assumption does not hold true for HMMs. Even though BIC reduced the total number of parameters of HMMs, it could not improve the recognition rates. In this paper, we proposed two new model selection criteria, HBIC (HMM-oriented BIC) and BIC_Anti. The former is proposed to improve BIC by estimating model priors separately. The latter is to combine BIC and anti-likelihood to accelerate discrimination power of HMMs. We performed some comparative research on couple of model selection criteria for online handwriting data recognition. We got better recognition results with fewer number of parameters.

A Unified Bayesian Tikhonov Regularization Method for Image Restoration (영상 복원을 위한 통합 베이즈 티코노프 정규화 방법)

  • Yoo, Jae-Hung
    • The Journal of the Korea institute of electronic communication sciences
    • /
    • v.11 no.11
    • /
    • pp.1129-1134
    • /
    • 2016
  • This paper suggests a new method of finding regularization parameter for image restoration problems. If the prior information is not available, separate optimization functions for Tikhonov regularization parameter are suggested in the literature such as generalized cross validation and L-curve criterion. In this paper, unified Bayesian interpretation of Tikhonov regularization is introduced and applied to the image restoration problems. The relationship between Tikhonov regularization parameter and Bayesian hyper-parameters is established. Update formular for the regularization parameter using both maximum a posteriori(: MAP) and evidence frameworks is suggested. Experimental results show the effectiveness of the proposed method.

Parameter Optimization and Uncertainty Analysis of the Rainfall-Runoff Model Coupled with Hierarchical Bayesian Inference Scheme (Hierarchical Bayesian 기법을 통한 강우-유출모형 매개변수의 최적화 및 불확실성 분석)

  • Mun, Yeong-Il;Gwon, Hyeon-Han
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2007.05a
    • /
    • pp.1752-1756
    • /
    • 2007
  • 정교한 강우-유출 모의를 위해서는 적절한 매개변수의 추정이 필수적이며, 매개변수 추정 방법은 시행착오(trial and error)에 의한 수동보정법과 최적화방법을 사용한 자동보정법으로 구분할 수 있다. 모형의 매개변수의 수가 많은 경우 수동보정법에 의한 매개변수 추정은 매우 어렵다. 자동 보정법에 사용되는 최적화방법은 Rosenbrock 알고리즘, patten search, 컴플렉스(complex) 방법, Powell 방법 등과 같은 지역최적화 방법과 전역최적화 방법으로 나눌 수 있다. 그러나 기존 방법론들은 매개변수의 최적화를 추적하기 위한 알고리즘이 대부분이며 이들 매개변수에 관련된 불확실성을 평가하는데는 미흡한 단접이 있다. 이러한 점에서 본 연구에서는 강우-유출모형의 매개변수 추정에 있어서 불확실성을 평가할 수 있는 새로운 방법론을 검토하고자 한다. 매개변수와 관련된 불확실성을 평가하기 위한 방법은 여러 가지가 있으나 통계적으로 매우 우수한 능력을 보이는 Hierarchical Bayesian 알고리즘을 Probability-Distributed 강우-유출 모형에 적용하였다. 본 방법론은 최적화와 동시에 각 매개변수에 관련된 사후분포(posterior distribution)의 추정이 가능하므로 모형이 갖는 불확실성을 효과적으로 평가할 수 있다. 따라서, 수자원 관리에 있어서 불확실성을 고려할 수 있으므로 보다 수리수문학적 위험도를 저감할 수 있을 것으로 판단된다.

  • PDF

Methodology for Variable Optimization in Injection Molding Process (사출 성형 공정에서의 변수 최적화 방법론)

  • Jung, Young Jin;Kang, Tae Ho;Park, Jeong In;Cho, Joong Yeon;Hong, Ji Soo;Kang, Sung Woo
    • Journal of Korean Society for Quality Management
    • /
    • v.52 no.1
    • /
    • pp.43-56
    • /
    • 2024
  • Purpose: The injection molding process, crucial for plastic shaping, encounters difficulties in sustaining product quality when replacing injection machines. Variations in machine types and outputs between different production lines or factories increase the risk of quality deterioration. In response, the study aims to develop a system that optimally adjusts conditions during the replacement of injection machines linked to molds. Methods: Utilizing a dataset of 12 injection process variables and 52 corresponding sensor variables, a predictive model is crafted using Decision Tree, Random Forest, and XGBoost. Model evaluation is conducted using an 80% training data and a 20% test data split. The dependent variable, classified into five characteristics based on temperature and pressure, guides the prediction model. Bayesian optimization, integrated into the selected model, determines optimal values for process variables during the replacement of injection machines. The iterative convergence of sensor prediction values to the optimum range is visually confirmed, aligning them with the target range. Experimental results validate the proposed approach. Results: Post-experiment analysis indicates the superiority of the XGBoost model across all five characteristics, achieving a combined high performance of 0.81 and a Mean Absolute Error (MAE) of 0.77. The study introduces a method for optimizing initial conditions in the injection process during machine replacement, utilizing Bayesian optimization. This streamlined approach reduces both time and costs, thereby enhancing process efficiency. Conclusion: This research contributes practical insights to the optimization literature, offering valuable guidance for industries seeking streamlined and cost-effective methods for machine replacement in injection molding.

A novel PSO-based algorithm for structural damage detection using Bayesian multi-sample objective function

  • Chen, Ze-peng;Yu, Ling
    • Structural Engineering and Mechanics
    • /
    • v.63 no.6
    • /
    • pp.825-835
    • /
    • 2017
  • Significant improvements to methodologies on structural damage detection (SDD) have emerged in recent years. However, many methods are related to inversion computation which is prone to be ill-posed or ill-conditioning, leading to low-computing efficiency or inaccurate results. To explore a more accurate solution with satisfactory efficiency, a PSO-INM algorithm, combining particle swarm optimization (PSO) algorithm and an improved Nelder-Mead method (INM), is proposed to solve multi-sample objective function defined based on Bayesian inference in this study. The PSO-based algorithm, as a heuristic algorithm, is reliable to explore solution to SDD problem converted into a constrained optimization problem in mathematics. And the multi-sample objective function provides a stable pattern under different level of noise. Advantages of multi-sample objective function and its superior over traditional objective function are studied. Numerical simulation results of a two-storey frame structure show that the proposed method is sensitive to multi-damage cases. For further confirming accuracy of the proposed method, the ASCE 4-storey benchmark frame structure subjected to single and multiple damage cases is employed. Different kinds of modal identification methods are utilized to extract structural modal data from noise-contaminating acceleration responses. The illustrated results show that the proposed method is efficient to exact locations and extents of induced damages in structures.

Analysis and Optimization of Cooperative Spectrum Sensing with Noisy Decision Transmission

  • Liu, Quan;Gao, Jun;Guo, Yunwei;Liu, Siyang
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.5 no.4
    • /
    • pp.649-664
    • /
    • 2011
  • Cooperative spectrum sensing (CSS) with decision fusion is considered as a key technology for tackling the challenges caused by fading/shadowing effects and noise uncertainty in spectrum sensing in cognitive radio. However, most existing solutions assume an error-free decision transmission, which is obviously not the case in realistic scenarios. This paper extends the general decision-fusion-based CSS scheme by considering the fading/shadowing effects and noise corruption in the common control channels. With this more practical model, the fusion centre first estimates the local decisions using a binary minimum error probability detector, and then combines them to get the final result. Theoretical analysis and simulation of this CSS scheme are performed over typical channels, which suggest some performance deterioration compared with the pure case that assumes an error-free decision transmission. Furthermore, the fusion strategy optimization in the proposed cooperation model is also investigated using the Bayesian criteria. The numerical results show that the total error rate of noisy CSS is higher than that of the pure case, and the optimal values of fusion parameter in the counting rule under both cases decrease as the local detection threshold increases.