Optimizing High-Dimensional Physics Simulations via Composite Bayesian Optimization

Wesley J. Maddox, Qing Feng, Maximilian Balandat

Abstract: Physical simulation-based optimization is a common task in science and engineering. Many such simulations produce image- or tensor-based outputs where the desired objective is a function of those outputs, and optimization is performed over a high-dimensional parameter space. We develop a Bayesian optimization method leveraging tensor-based Gaussian process surrogates and trust region Bayesian optimization to effectively model the image outputs and to efficiently optimize these types of simulations, including a radio-frequency tower configuration problem and an optical design problem.