论文标题

APHBO-2GP-3B:预算的异步并行多收到功能,用于受限的贝叶斯优化,以优化高性能计算体系结构

aphBO-2GP-3B: A budgeted asynchronous parallel multi-acquisition functions for constrained Bayesian optimization on high-performing computing architecture

论文作者

Tran, Anh, Eldred, Mike, Wildey, Tim, McCann, Scott, Sun, Jing, Visintainer, Robert J.

论文摘要

高保真复杂的工程模拟具有很高的预测性,但在计算上也很昂贵,通常需要大量的计算工作。通常通过高性能集群(HPC)体系结构中的并行性来缓解计算负担。在本文中,提出了一种异步约束的批处理贝叶斯优化方法,以有效地在HPC平台上有效地解决了基于计算的仿真优化问题,并具有预算的计算资源,其中最大模拟数量是常数。该方法的优点是三倍。首先,提高了贝叶斯优化的效率,其中多种输入位置以异步方式进行了大规模平行,以加速相对于物理运行时的优化收敛。此效率功能得到进一步提高,因此,在每个输入完成时,请查询另一个输入,而无需等待整个批次完成。其次,该方法可以处理已知和未知约束。第三,提出的方法使用修改后的GP向增强方案基于不断发展的概率质量分布函数同时考虑了几个采集函数,其中参数与每个采集函数的性能相对应。所提出的框架称为Aphbo-2GP-3B,该框架对应于使用两个高斯工艺和三批批次的异步平行对冲贝叶斯优化。 Aphbo-2GP-3B框架是使用两个高保真昂贵的工业应用来证明的,其中第一个基于有限元分析(FEA),第二个基于计算流体动力学(CFD)模拟。

High-fidelity complex engineering simulations are highly predictive, but also computationally expensive and often require substantial computational efforts. The mitigation of computational burden is usually enabled through parallelism in high-performance cluster (HPC) architecture. In this paper, an asynchronous constrained batch-parallel Bayesian optimization method is proposed to efficiently solve the computationally-expensive simulation-based optimization problems on the HPC platform, with a budgeted computational resource, where the maximum number of simulations is a constant. The advantages of this method are three-fold. First, the efficiency of the Bayesian optimization is improved, where multiple input locations are evaluated massively parallel in an asynchronous manner to accelerate the optimization convergence with respect to physical runtime. This efficiency feature is further improved so that when each of the inputs is finished, another input is queried without waiting for the whole batch to complete. Second, the method can handle both known and unknown constraints. Third, the proposed method considers several acquisition functions at the same time and sample based on an evolving probability mass distribution function using a modified GP-Hedge scheme, where parameters are corresponding to the performance of each acquisition function. The proposed framework is termed aphBO-2GP-3B, which corresponds to asynchronous parallel hedge Bayesian optimization with two Gaussian processes and three batches. The aphBO-2GP-3B framework is demonstrated using two high-fidelity expensive industrial applications, where the first one is based on finite element analysis (FEA) and the second one is based on computational fluid dynamics (CFD) simulations.

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