Online tuning of real-world plants is a complex optimisation problem that continues to require manual intervention by experienced human operators. Autonomous tuning is a rapidly expanding field of research, where learning-based methods, such as Reinforcement Learning-trained Optimisation (RLO) and Bayesian optimisation (BO), hold great promise for achieving outstanding plant performance and reducing tuning times. Which algorithm to choose in different scenarios, however, remains an open question. Here we present a comparative study using a routine task in a real particle accelerator as an example, showing that RLO generally outperforms BO, but is not always the best choice. Based on the study's results, we provide a clear set of criteria to guide the choice of algorithm for a given tuning task. These can ease the adoption of learning-based autonomous tuning solutions to the operation of complex real-world plants, ultimately improving the availability and pushing the limits of operability of these facilities, thereby enabling scientific and engineering advancements.
Meta-Bayesian optimisation (meta-BO) aims to improve the sample efficiency of Bayesian optimisation by leveraging data from related tasks. While previous methods successfully meta-learn either a surrogate model or an acquisition function independently, joint training of both components remains an open challenge. This paper proposes the first end-to-end differentiable meta-BO framework that generalises neural processes to learn acquisition functions via transformer architectures. We enable this end-to-end framework with reinforcement learning (RL) to tackle the lack of labelled acquisition data. Early on, we notice that training transformer-based neural processes from scratch with RL is challenging due to insufficient supervision, especially when rewards are sparse. We formalise this claim with a combinatorial analysis showing that the widely used notion of regret as a reward signal exhibits a logarithmic sparsity pattern in trajectory lengths. To tackle this problem, we augment the RL objective with an auxiliary task that guides part of the architecture to learn a valid probabilistic model as an inductive bias. We demonstrate that our method achieves state-of-the-art regret results against various baselines in experiments on standard hyperparameter optimisation tasks and also outperforms others in the real-world problems of mixed-integer programming tuning, antibody design, and logic synthesis for electronic design automation.
The goal of multi-objective optimisation is to identify a collection of points which describe the best possible trade-offs between the multiple objectives. In order to solve this vector-valued optimisation problem, practitioners often appeal to the use of scalarisation functions in order to transform the multi-objective problem into a collection of single-objective problems. This set of scalarised problems can then be solved using traditional single-objective optimisation techniques. In this work, we formalise this convention into a general mathematical framework. We show how this strategy effectively recasts the original multi-objective optimisation problem into a single-objective optimisation problem defined over sets. An appropriate class of objective functions for this new problem are the R2 utilities, which are utility functions that are defined as a weighted integral over the scalarised optimisation problems. As part of our work, we show that these utilities are monotone and submodular set functions which can be optimised effectively using greedy optimisation algorithms. We then analyse the performance of these greedy algorithms both theoretically and empirically. Our analysis largely focusses on Bayesian optimisation, which is a popular probabilistic framework for black-box optimisation.
NUBO, short for Newcastle University Bayesian Optimization, is a Bayesian optimization framework for optimizing expensive-to-evaluate black-box functions, such as physical experiments and computer simulators. Bayesian optimization is a cost-efficient optimization strategy that uses surrogate modeling via Gaussian processes to represent an objective function and acquisition functions to guide the selection of candidate points to approximate the global optimum of the objective function. NUBO focuses on transparency and user experience to make Bayesian optimization accessible to researchers from all disciplines. Clean and understandable code, precise references, and thorough documentation ensure transparency, while a modular and flexible design, easy-to-write syntax, and careful selection of Bayesian optimization algorithms ensure a good user experience. NUBO allows users to tailor Bayesian optimization to their problem by writing a custom optimization loop using the provided building blocks. It supports sequential single-point, parallel multi-point, and asynchronous optimization of bounded, constrained, and mixed (discrete and continuous) parameter input spaces. Only algorithms and methods extensively tested and validated to perform well are included in NUBO. This ensures that the package remains compact and does not overwhelm the user with an unnecessarily large number of options. The package is written in Python but does not require expert knowledge of Python to optimize simulators and experiments. NUBO is distributed as open-source software under the BSD 3-Clause license.
In many areas of the observational and experimental sciences data is scarce. Data observation in high-energy astrophysics is disrupted by celestial occlusions and limited telescope time while data derived from laboratory experiments in synthetic chemistry and materials science is time and cost-intensive to collect. On the other hand, knowledge about the data-generation mechanism is often available in the sciences, such as the measurement error of a piece of laboratory apparatus. Both characteristics, small data and knowledge of the underlying physics, make Gaussian processes (GPs) ideal candidates for fitting such datasets. GPs can make predictions with consideration of uncertainty, for example in the virtual screening of molecules and materials, and can also make inferences about incomplete data such as the latent emission signature from a black hole accretion disc. Furthermore, GPs are currently the workhorse model for Bayesian optimisation, a methodology foreseen to be a guide for laboratory experiments in scientific discovery campaigns. The first contribution of this thesis is to use GP modelling to reason about the latent emission signature from the Seyfert galaxy Markarian 335, and by extension, to reason about the applicability of various theoretical models of black hole accretion discs. The second contribution is to extend the GP framework to molecular and chemical reaction representations and to provide an open-source software library to enable the framework to be used by scientists. The third contribution is to leverage GPs to discover novel and performant photoswitch molecules. The fourth contribution is to introduce a Bayesian optimisation scheme capable of modelling aleatoric uncertainty to facilitate the identification of material compositions that possess intrinsic robustness to large scale fabrication processes.
Protein sequence design is a challenging problem in protein engineering, which aims to discover novel proteins with useful biological functions. Directed evolution is a widely-used approach for protein sequence design, which mimics the evolution cycle in a laboratory environment and conducts an iterative protocol. However, the burden of laboratory experiments can be reduced by using machine learning approaches to build a surrogate model of the protein landscape and conducting in-silico population selection through model-based fitness prediction. In this paper, we propose a new method based on Batch Bayesian Optimization (Batch BO), a well-established optimization method, for protein sequence design. By incorporating Batch BO into the directed evolution process, our method is able to make more informed decisions about which sequences to select for artificial evolution, leading to improved performance and faster convergence. We evaluate our method on a suite of in-silico protein sequence design tasks and demonstrate substantial improvement over baseline algorithms.
We propose an automatic data processing pipeline to extract vocal productions from large-scale natural audio recordings and classify these vocal productions. The pipeline is based on a deep neural network and adresses both issues simultaneously. Though a series of computationel steps (windowing, creation of a noise class, data augmentation, re-sampling, transfer learning, Bayesian optimisation), it automatically trains a neural network without requiring a large sample of labeled data and important computing resources. Our end-to-end methodology can handle noisy recordings made under different recording conditions. We test it on two different natural audio data sets, one from a group of Guinea baboons recorded from a primate research center and one from human babies recorded at home. The pipeline trains a model on 72 and 77 minutes of labeled audio recordings, with an accuracy of 94.58% and 99.76%. It is then used to process 443 and 174 hours of natural continuous recordings and it creates two new databases of 38.8 and 35.2 hours, respectively. We discuss the strengths and limitations of this approach that can be applied to any massive audio recording.
Learning decompositions of expensive-to-evaluate black-box functions promises to scale Bayesian optimisation (BO) to high-dimensional problems. However, the success of these techniques depends on finding proper decompositions that accurately represent the black-box. While previous works learn those decompositions based on data, we investigate data-independent decomposition sampling rules in this paper. We find that data-driven learners of decompositions can be easily misled towards local decompositions that do not hold globally across the search space. Then, we formally show that a random tree-based decomposition sampler exhibits favourable theoretical guarantees that effectively trade off maximal information gain and functional mismatch between the actual black-box and its surrogate as provided by the decomposition. Those results motivate the development of the random decomposition upper-confidence bound algorithm (RDUCB) that is straightforward to implement - (almost) plug-and-play - and, surprisingly, yields significant empirical gains compared to the previous state-of-the-art on a comprehensive set of benchmarks. We also confirm the plug-and-play nature of our modelling component by integrating our method with HEBO, showing improved practical gains in the highest dimensional tasks from Bayesmark.
Large pretrained language models are widely used in downstream NLP tasks via task-specific fine-tuning, but such procedures can be costly. Recently, Parameter-Efficient Fine-Tuning (PEFT) methods have achieved strong task performance while updating much fewer parameters than full model fine-tuning (FFT). However, it is non-trivial to make informed design choices on the PEFT configurations, such as their architecture, the number of tunable parameters, and even the layers in which the PEFT modules are inserted. Consequently, it is highly likely that the current, manually designed configurations are suboptimal in terms of their performance-efficiency trade-off. Inspired by advances in neural architecture search, we propose AutoPEFT for automatic PEFT configuration selection: we first design an expressive configuration search space with multiple representative PEFT modules as building blocks. Using multi-objective Bayesian optimisation in a low-cost setup, we then discover a Pareto-optimal set of configurations with strong performance-cost trade-offs across different numbers of parameters that are also highly transferable across different tasks. Empirically, on GLUE and SuperGLUE tasks, we show that AutoPEFT-discovered configurations significantly outperform existing PEFT methods and are on par or better than FFT without incurring substantial training efficiency costs.
Batch Bayesian optimisation and Bayesian quadrature have been shown to be sample-efficient methods of performing optimisation and quadrature where expensive-to-evaluate objective functions can be queried in parallel. However, current methods do not scale to large batch sizes -- a frequent desideratum in practice (e.g. drug discovery or simulation-based inference). We present a novel algorithm, SOBER, which permits scalable and diversified batch global optimisation and quadrature with arbitrary acquisition functions and kernels over discrete and mixed spaces. The key to our approach is to reformulate batch selection for global optimisation as a quadrature problem, which relaxes acquisition function maximisation (non-convex) to kernel recombination (convex). Bridging global optimisation and quadrature can efficiently solve both tasks by balancing the merits of exploitative Bayesian optimisation and explorative Bayesian quadrature. We show that SOBER outperforms 11 competitive baselines on 12 synthetic and diverse real-world tasks.
Methods for learning optimal policies use causal machine learning models to create human-interpretable rules for making choices around the allocation of different policy interventions. However, in realistic policy-making contexts, decision-makers often care about trade-offs between outcomes, not just single-mindedly maximising utility for one outcome. This paper proposes an approach termed Multi-Objective Policy Learning (MOPoL) which combines optimal decision trees for policy learning with a multi-objective Bayesian optimisation approach to explore the trade-off between multiple outcomes. It does this by building a Pareto frontier of non-dominated models for different hyperparameter settings which govern outcome weighting. The key here is that a low-cost greedy tree can be an accurate proxy for the very computationally costly optimal tree for the purposes of making decisions which means models can be repeatedly fit to learn a Pareto frontier. The method is applied to a real-world case-study of non-price rationing of anti-malarial medication in Kenya.
Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points via an acquisition function and a prior over functions, such as a Gaussian process. Recently, however, a reformulation of BO via density-ratio estimation (BORE) allowed reinterpreting the acquisition function as a probabilistic binary classifier, removing the need for an explicit prior over functions and increasing scalability. In this paper, we present a theoretical analysis of BORE's regret and an extension of the algorithm with improved uncertainty estimates. We also show that BORE can be naturally extended to a batch optimisation setting by recasting the problem as approximate Bayesian inference. The resulting algorithms come equipped with theoretical performance guarantees and are assessed against other batch and sequential BO baselines in a series of experiments.
Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the uncertainty in that surrogate through Bayesian inference. Objective evaluations are sequentially determined by maximising an acquisition function at each step. However, this ancilliary optimisation problem can be highly non-trivial to solve, due to the non-convexity of the acquisition function, particularly in the case of batch Bayesian optimisation, where multiple points are selected in every step. In this work we reformulate batch BO as an optimisation problem over the space of probability measures. We construct a new acquisition function based on multipoint expected improvement which is convex over the space of probability measures. Practical schemes for solving this `inner' optimisation problem arise naturally as gradient flows of this objective function. We demonstrate the efficacy of this new method on different benchmark functions and compare with state-of-the-art batch BO methods.
While sample efficiency is the main motive for use of Bayesian optimisation when black-box functions are expensive to evaluate, the standard approach based on type II maximum likelihood (ML-II) may fail and result in disappointing performance in small-sample trials. The paper provides three compelling reasons to adopt fully Bayesian optimisation (FBO) as an alternative. First, failures of ML-II are more commonplace than implied by the existing studies using the contrived settings. Second, FBO is more robust than ML-II, and the price of robustness is almost trivial. Third, FBO has become simple to implement and fast enough to be practical. The paper supports the argument using relevant experiments, which reflect the current practice regarding models, algorithms, and software platforms. Since the benefits seem to outweigh the costs, researchers should consider adopting FBO for their applications so that they can guard against potential failures that end up wasting precious research resources.
We approach the problem of designing an automated trading strategy that can consistently profit by adapting to changing market conditions. This challenge can be framed as a Nonstationary Continuum-Armed Bandit (NCAB) problem. To solve the NCAB problem, we propose PRBO, a novel trading algorithm that uses Bayesian optimization and a ``bandit-over-bandit'' framework to dynamically adjust strategy parameters in response to market conditions. We use Bristol Stock Exchange (BSE) to simulate financial markets containing heterogeneous populations of automated trading agents and compare PRBO with PRSH, a reference trading strategy that adapts strategy parameters through stochastic hill-climbing. Results show that PRBO generates significantly more profit than PRSH, despite having fewer hyperparameters to tune. The code for PRBO and performing experiments is available online open-source (https://github.com/HarmoniaLeo/PRZI-Bayesian-Optimisation).
In this paper we explore cyber security defence, through the unification of a novel cyber security simulator with models for (causal) decision-making through optimisation. Particular attention is paid to a recently published approach: dynamic causal Bayesian optimisation (DCBO). We propose that DCBO can act as a blue agent when provided with a view of a simulated network and a causal model of how a red agent spreads within that network. To investigate how DCBO can perform optimal interventions on host nodes, in order to reduce the cost of intrusions caused by the red agent. Through this we demonstrate a complete cyber-simulation system, which we use to generate observational data for DCBO and provide numerical quantitative results which lay the foundations for future work in this space.
Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize hyperparameters of neural networks, and in engineering, e.g. in fluid dynamics to optimize control strategies that maximize drag reduction. This paper empirically studies and compares the performance and the robustness of common Bayesian optimization algorithms on a range of synthetic test functions to provide general guidance on the design of Bayesian optimization algorithms for specific problems. It investigates the choice of acquisition function, the effect of different numbers of training samples, the exact and Monte Carlo based calculation of acquisition functions, and both single-point and multi-point optimization. The test functions considered cover a wide selection of challenges and therefore serve as an ideal test bed to understand the performance of Bayesian optimization to specific challenges, and in general. To illustrate how these findings can be used to inform a Bayesian optimization setup tailored to a specific problem, two simulations in the area of computational fluid dynamics are optimized, giving evidence that suitable solutions can be found in a small number of evaluations of the objective function for complex, real problems. The results of our investigation can similarly be applied to other areas, such as machine learning and physical experiments, where objective functions are expensive to evaluate and their mathematical expressions are unknown.
We present HIghly Parallelisable Pareto Optimisation (HIPPO) -- a batch acquisition function that enables multi-objective Bayesian optimisation methods to efficiently exploit parallel processing resources. Multi-Objective Bayesian Optimisation (MOBO) is a very efficient tool for tackling expensive black-box problems. However, most MOBO algorithms are designed as purely sequential strategies, and existing batch approaches are prohibitively expensive for all but the smallest of batch sizes. We show that by encouraging batch diversity through penalising evaluations with similar predicted objective values, HIPPO is able to cheaply build large batches of informative points. Our extensive experimental validation demonstrates that HIPPO is at least as efficient as existing alternatives whilst incurring an order of magnitude lower computational overhead and scaling easily to batch sizes considerably higher than currently supported in the literature. Additionally, we demonstrate the application of HIPPO to a challenging heat exchanger design problem, stressing the real-world utility of our highly parallelisable approach to MOBO.
Neural network approaches for meta-learning distributions over functions have desirable properties such as increased flexibility and a reduced complexity of inference. Building on the successes of denoising diffusion models for generative modelling, we propose Neural Diffusion Processes (NDPs), a novel approach that learns to sample from a rich distribution over functions through its finite marginals. By introducing a custom attention block we are able to incorporate properties of stochastic processes, such as exchangeability, directly into the NDP's architecture. We empirically show that NDPs can capture functional distributions close to the true Bayesian posterior, demonstrating that they can successfully emulate the behaviour of Gaussian processes and surpass the performance of neural processes. NDPs enable a variety of downstream tasks, including regression, implicit hyperparameter marginalisation, non-Gaussian posterior prediction and global optimisation.
Biochemical reactions inside living cells often occur in the presence of crowders -- molecules that do not participate in the reactions but influence the reaction rates through excluded volume effects. However the standard approach to modelling stochastic intracellular reaction kinetics is based on the chemical master equation (CME) whose propensities are derived assuming no crowding effects. Here, we propose a machine learning strategy based on Bayesian Optimisation utilising synthetic data obtained from spatial cellular automata (CA) simulations (that explicitly model volume-exclusion effects) to learn effective propensity functions for CMEs. The predictions from a small CA training data set can then be extended to the whole range of parameter space describing physiologically relevant levels of crowding by means of Gaussian Process regression. We demonstrate the method on an enzyme-catalyzed reaction and a genetic feedback loop, showing good agreement between the time-dependent distributions of molecule numbers predicted by the effective CME and CA simulations.