论文标题

贝叶斯目标矢量优化,以进行有效参数重建

Bayesian Target-Vector Optimization for Efficient Parameter Reconstruction

论文作者

Plock, Matthias, Andrle, Kas, Burger, Sven, Schneider, Philipp-Immanuel

论文摘要

参数重建在计量学中是必不可少的。在这里,目的是通过拟合测量过程的参数化模型来解释$ k $实验测量。该模型参数定期通过最小二乘方法确定,即,通过最大程度地减少$ K $模型预测与$ K $实验观测值之间的平方残差之和,$χ^2 $。模型函数通常涉及计算要求的数值模拟。贝叶斯优化方法特别适合最大程度地减少昂贵的模型功能。但是,与Levenberg-Marquardt算法等最小二乘方法相反,它们仅考虑$χ^2 $的价值,而忽略了$ K $的单个模型输出。我们提出了一个贝叶斯目标矢量优化方案,其性能比以前的发展提高了,该方案考虑了模型功能的所有$ K $贡献,并且特别适合参数重建问题,这些问题通常基于数百个观察结果。将其性能与已建立的光学计量重建问题和两个合成最小二乘问题的方法进行了比较。所提出的方法优于建立优化方法。它还可以通过在训练有素的替代模型上使用Markov Chain Monte Carlo采样来确定准确的不确定性估计值,几乎没有观察到实际模型函数。

Parameter reconstructions are indispensable in metrology. Here, the objective is to to explain $K$ experimental measurements by fitting to them a parameterized model of the measurement process. The model parameters are regularly determined by least-square methods, i.e., by minimizing the sum of the squared residuals between the $K$ model predictions and the $K$ experimental observations, $χ^2$. The model functions often involve computationally demanding numerical simulations. Bayesian optimization methods are specifically suited for minimizing expensive model functions. However, in contrast to least-square methods such as the Levenberg-Marquardt algorithm, they only take the value of $χ^2$ into account, and neglect the $K$ individual model outputs. We present a Bayesian target-vector optimization scheme with improved performance over previous developments, that considers all $K$ contributions of the model function and that is specifically suited for parameter reconstruction problems which are often based on hundreds of observations. Its performance is compared to established methods for an optical metrology reconstruction problem and two synthetic least-squares problems. The proposed method outperforms established optimization methods. It also enables to determine accurate uncertainty estimates with very few observations of the actual model function by using Markov chain Monte Carlo sampling on a trained surrogate model.

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