benchmark problem
MOBO-OSD: Batch Multi-Objective Bayesian Optimization via Orthogonal Search Directions
Bayesian Optimization (BO) is a powerful tool for optimizing expensive blackbox objective functions. While extensive research has been conducted on the single-objective optimization problem, the multi-objective optimization problem remains challenging. In this paper, we propose MOBO-OSD, a multi-objective Bayesian Optimization algorithm designed to generate a diverse set of Pareto optimal solutions by solving multiple constrained optimization problems, referred to as MOBO-OSD subproblems, along orthogonal search directions (OSDs) defined with respect to an approximated convex hull of individual objective minima. By employing a well-distributed set of OSDs, MOBO-OSD ensures broad coverage of the objective space, enhancing both solution diversity and hypervolume performance. To further improve the density of the set of Pareto optimal candidate solutions without requiring an excessive number of subproblems, we leverage a Pareto Front Estimation technique to generate additional solutions in the neighborhood of existing solutions. Additionally, MOBO-OSD supports batch optimization, enabling parallel function evaluations to accelerate the optimization process when resources are available. Through extensive experiments and analysis on a variety of synthetic and real-world benchmark functions with two to six objectives, we demonstrate that MOBO-OSD consistently outperforms the state-of-the-art algorithms.
NS-Gym: A Comprehensive and Open-Source Simulation Framework for Non-Stationary Markov Decision Processes
Many real-world applications require decision-making where the environmental dynamics evolve over time. These non-stationary environments pose significant challenges to traditional decision-making models, which typically assume stationary dynamics. Non-stationary Markov decision processes (NS-MDPs) offer a framework to model and solve decision problems under such changing conditions. However, there are no standardized simulation frameworks for NS-MDPs, as opposed to widely popular frameworks for stationary problems. We present NS-Gym, the first simulation toolkit designed explicitly for NS-MDPs, integrated within the popular Gymnasium framework. In NS-Gym, we segregate the evolution of the environmental parameters that characterize non-stationarity from the agent's decision-making module, allowing for modular and flexible adaptations to dynamic environments. We review prior work in this domain and present a toolkit encapsulating key problem characteristics and types in NS-MDPs. This toolkit is the first effort to develop a set of standardized interfaces and benchmark problems to enable consistent and reproducible evaluation of algorithms under non-stationary conditions.
Deep recurrent-convolutional neural network learning and physics Kalman filtering comparison in dynamic load identification
The dynamic structural load identification capabilities of the gated recurrent unit, long short-term memory, and convolutional neural networks are examined herein. The examination is on realistic small dataset training conditions and on a comparative view to the physics-based residual Kalman filter (RKF). The dynamic load identification suffers from the uncertainty related to obtaining poor predictions when in civil engineering applications only a low number of tests are performed or are available, or when the structural model is unidentifiable. In considering the methods, first, a simulated structure is investigated under a shaker excitation at the top floor. Second, a building in California is investigated under seismic base excitation, which results in loading for all degrees of freedom. Finally, the International Association for Structural Control-American Society of Civil Engineers (IASC-ASCE) structural health monitoring benchmark problem is examined for impact and instant loading conditions. Importantly, the methods are shown to outperform each other on different loading scenarios, while the RKF is shown to outperform the networks in physically parametrized identifiable cases.