Bayesian optimization with kernel ensembles and disagreement-based acquisition for source localization and acoustic inversion
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Abstract (arXiv)
Joint source localization and geoacoustic inversion requires optimizing an objective built from an expensive normal mode propagation model. Bayesian optimization (BO) with a Gaussian process (GP) surrogate can obtain accurate parameter estimates within a limited number of forward model evaluations, but its performance depends on the choice of kernel family. With few observations in a seven-dimensional search space, no single kernel can be expected to perform consistently well across individual inversions. To reduce this dependence, we use a weighted ensemble of GPs with different kernel families, allowing the surrogate to adapt to the observed objective without committing to one kernel in advance. The ensemble is combined with an optimum-conditioned acquisition function that determines where the expensive objective should be evaluated next. Experiments on simulated and measured SWellEx-96 data show that the resulting method achieves the lowest mean final objective among the considered BO strategies and reduces parameter estimation error on most coordinates. Ablation results further show that the ensemble provides robustness to kernel choice, while the acquisition function accounts for most of the optimization gain.
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References · 6
- 2018A Tutorial on Bayesian Optimizationcited by 744
- 2023Unexpected Improvements to Expected Improvement for Bayesian Optimizationcited by 149
- 2022Surrogate modeling for Bayesian optimization beyond a single Gaussian processcited by 22
- 2023Self-Correcting Bayesian Optimization through Bayesian Active Learningcited by 22
- 2021Incremental Ensemble Gaussian Processescited by 15
- 2026Enhancing Bayesian Optimization and Active Learning Through Kernel Diversitycited by 1
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