Bayesian optimization for a multiple-component system with target values

Jihwan Jeong, Hayong Shin

Abstract: Highlights•We extended Bayesian optimization to multiple-component systems having target values.•The weighted sum of squared errors was used as an objective function.•We noted the objective function follows the distribution of WSNC random variables.•The proposed method effectively optimized the objective on two simulated functions.•The method outperformed other methods when components of the system are changing.