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Titel Bayesian optimization for tuning chaotic systems
VerfasserIn M. Abbas, A. Ilin, A. Solonen, J. Hakkarainen, E. Oja, H. Järvinen
Medientyp Artikel
Sprache Englisch
ISSN 2198-5634
Digitales Dokument URL
Erschienen In: Nonlinear Processes in Geophysics Discussions ; 1, no. 2 ; Nr. 1, no. 2 (2014-08-04), S.1283-1312
Datensatznummer 250115118
Publikation (Nr.) Volltext-Dokument vorhandencopernicus.org/npgd-1-1283-2014.pdf
 
Zusammenfassung
In this work, we consider the Bayesian optimization (BO) approach for tuning parameters of complex chaotic systems. Such problems arise, for instance, in tuning the sub-grid scale parameterizations in weather and climate models. For such problems, the tuning procedure is generally based on a performance metric which measures how well the tuned model fits the data. This tuning is often a computationally expensive task. We show that BO, as a tool for finding the extrema of computationally expensive objective functions, is suitable for such tuning tasks. In the experiments, we consider tuning parameters of two systems: a simplified atmospheric model and a low-dimensional chaotic system. We show that BO is able to tune parameters of both the systems with a low number of objective function evaluations and without the need of any gradient information.
 
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