A Principled Method for the Creation of Synthetic Multi-fidelity Data Sets
Preprint
Abstract
Multifidelity and multioutput optimisation algorithms are of active interest in many areas of computational design as they allow cheaper computational proxies to be used intelligently to aid experimental searches for high-performing species. Characterisation of these algorithms involves benchmarks that typically either use analytic functions or existing multifidelity datasets. However, analytic functions are often not representative of relevant problems, while preexisting datasets do not allow systematic investigation of the influence of characteristics of the lower fidelity proxies. To bridge this gap, we present a methodology for systematic generation of synthetic fidelities derived from preexisting datasets. This allows for the construction of benchmarks that are both representative of practical optimisation problems while also allowing systematic investigation of the influence of the lower fidelity proxies.Keywords
All Related Versions
This publication has 8 references indexed in Scilit:
- A comprehensive survey and analysis of generative models in machine learningComputer Science Review, 2020
- MF2: A Collection of Multi-Fidelity Benchmark Functions in PythonJournal of Open Source Software, 2020
- COCO: a platform for comparing continuous optimizers in a black-box settingOptimization Methods and Software, 2020
- Remarks on multi-output Gaussian process regressionKnowledge-Based Systems, 2018
- A Generic Test Suite for Evolutionary Multifidelity OptimizationIEEE Transactions on Evolutionary Computation, 2017
- Kernels for Vector-Valued Functions: A ReviewFoundations and Trends in Machine Learning, 2012
- Sequential kriging optimization using multiple-fidelity evaluationsStructural and Multidisciplinary Optimization, 2006
- GAUSSIAN PROCESSES FOR MACHINE LEARNINGInternational Journal of Neural Systems, 2004