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کمی‌سازی عدم قطعیت×بهینه‌سازی بیزی×
حوزهشبیه‌سازیبهینه‌سازی
خانوادهProcess / pipelineProcess / pipeline
سال پیدایشSeminal modern form: 20021975 (foundational); 2012 (ML standard)
پدیدآورNorbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)Mockus (1975); popularised for ML by Snoek, Larochelle & Adams (2012)
نوعComputational uncertainty analysis frameworkSequential model-based black-box optimization
منبع بنیادینXiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644. DOI ↗Snoek, J., Larochelle, H., & Adams, R.P. (2012). Practical Bayesian Optimization of Machine Learning Algorithms. Advances in Neural Information Processing Systems (NeurIPS), 25. link ↗
نام‌های دیگرUQ, polynomial chaos expansion, PCE, Kriging surrogateBayesçi Optimizasyon (Hyperparameter Tuning), surrogate-based optimization, sequential model-based optimization, SMBO
مرتبط92
خلاصهUncertainty Quantification (UQ) is a computational framework for systematically measuring how uncertainty in the inputs of a model propagates into uncertainty in its outputs. Building on Wiener's polynomial chaos theory (1938) and formalised for general stochastic problems by Xiu and Karniadakis (2002), UQ uses two primary strategies: Polynomial Chaos Expansion (PCE), which represents the model output as a series of orthogonal polynomials matched to the input distributions, and Kriging (Gaussian process) surrogates, which replace an expensive simulation with a fast statistical approximation fitted to a small set of carefully chosen runs.Bayesian Optimization is a sequential, model-based strategy for finding the optimum of expensive black-box functions with as few evaluations as possible. Rooted in the work of Mockus (1975) and brought to mainstream machine-learning practice by Snoek, Larochelle, and Adams (2012), it fits a probabilistic surrogate model — typically a Gaussian Process — to past observations and uses an acquisition function to decide where to probe next, balancing exploration of unknown regions with exploitation of promising ones.
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ScholarGateمقایسهٔ روش‌ها: Uncertainty Quantification · Bayesian Optimization. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare