Transfer learning enables solving a specific task having limited data by using the pre-trained deep networks trained on large-scale datasets. Typically, while transferring the learned knowledge from source task to the target task, the last few layers are fine-tuned (re-trained) over the target dataset. However, these layers are originally designed for the source task that might not be suitable for the target task. In this paper, we introduce a mechanism for automatically tuning the Convolutional Neural Networks (CNN) for improved transfer learning. The pre-trained CNN layers are tuned with the knowledge from target data using Bayesian Optimization. First, we train the final layer of the base CNN model by replacing the number of neurons in the softmax layer with the number of classes involved in the target task. Next, the pre-trained CNN is tuned automatically by observing the classification performance on the validation data (greedy criteria). To evaluate the performance of the proposed method, experiments are conducted on three benchmark datasets, e.g., CalTech-101, CalTech-256, and Stanford Dogs. The classification results obtained through the proposed AutoTune method outperforms the standard baseline transfer learning methods over the three datasets by achieving $95.92\%$, $86.54\%$, and $84.67\%$ accuracy over CalTech-101, CalTech-256, and Stanford Dogs, respectively. The experimental results obtained in this study depict that tuning of the pre-trained CNN layers with the knowledge from the target dataset confesses better transfer learning ability. The source codes are available at https://github.com/JekyllAndHyde8999/AutoTune_CNN_TransferLearning.
We are interested in derivative-free optimization of high-dimensional functions. The sample complexity of existing methods is high and depends on problem dimensionality, unlike the dimensionality-independent rates of first-order methods. The recent success of deep learning suggests that many datasets lie on low-dimensional manifolds that can be represented by deep nonlinear models. We therefore consider derivative-free optimization of a high-dimensional function that lies on a latent low-dimensional manifold. We develop an online learning approach that learns this manifold while performing the optimization. In other words, we jointly learn the manifold and optimize the function. Our analysis suggests that the presented method significantly reduces sample complexity. We empirically evaluate the method on continuous optimization benchmarks and high-dimensional continuous control problems. Our method achieves significantly lower sample complexity than Augmented Random Search, Bayesian optimization, covariance matrix adaptation (CMA-ES), and other derivative-free optimization algorithms.
In Bayesian optimization, accounting for the importance of the output relative to the input is a crucial yet challenging exercise, as it can considerably improve the final result but often involves inaccurate and cumbersome entropy estimations. We approach the problem from the perspective of importance-sampling theory, and advocate the use of the likelihood ratio to guide the search algorithm towards regions of the input space where the objective function to be minimized assumes abnormally small values. The likelihood ratio acts as a sampling weight and can be computed at each iteration without severely deteriorating the overall efficiency of the algorithm. In particular, it can be approximated in a way that makes the approach tractable in high dimensions. The "likelihood-weighted" acquisition functions introduced in this work are found to outperform their unweighted counterparts in a number of applications.
Multiple lines of evidence strongly suggest that infection hotspots, where a single individual infects many others, play a key role in the transmission dynamics of COVID-19. However, most of the existing epidemiological models fail to capture this aspect by neither representing the sites visited by individuals explicitly nor characterizing disease transmission as a function of individual mobility patterns. In this work, we introduce a temporal point process modeling framework that specifically represents visits to the sites where individuals get in contact and infect each other. Under our model, the number of infections caused by an infectious individual naturally emerges to be overdispersed. Using an efficient sampling algorithm, we demonstrate how to estimate the transmission rate of infectious individuals at the sites they visit and in their households using Bayesian optimization and longitudinal case data. Simulations using fine-grained and publicly available demographic data and site locations from Bern, Switzerland showcase the flexibility of our framework. To facilitate research and analyses of other cities and regions, we release an open-source implementation of our framework.
Sequential assembly with geometric primitives has drawn attention in robotics and 3D vision since it yields a practical blueprint to construct a target shape. However, due to its combinatorial property, a greedy method falls short of generating a sequence of volumetric primitives. To alleviate this consequence induced by a huge number of feasible combinations, we propose a combinatorial 3D shape generation framework. The proposed framework reflects an important aspect of human generation processes in real life -- we often create a 3D shape by sequentially assembling unit primitives with geometric constraints. To find the desired combination regarding combination evaluations, we adopt Bayesian optimization, which is able to exploit and explore efficiently the feasible regions constrained by the current primitive placements. An evaluation function conveys global structure guidance for an assembly process and stability in terms of gravity and external forces simultaneously. Experimental results demonstrate that our method successfully generates combinatorial 3D shapes and simulates more realistic generation processes. We also introduce a new dataset for combinatorial 3D shape generation. All the codes are available at \url{https://github.com/POSTECH-CVLab/Combinatorial-3D-Shape-Generation}.
We present Deep-n-Cheap -- an open-source AutoML framework to search for deep learning models. This search includes both architecture and training hyperparameters, and supports convolutional neural networks and multi-layer perceptrons. Our framework is targeted for deployment on both benchmark and custom datasets, and as a result, offers a greater degree of search space customizability as compared to a more limited search over only pre-existing models from literature. We also introduce the technique of 'search transfer', which demonstrates the generalization capabilities of the models found by our framework to multiple datasets. Deep-n-Cheap includes a user-customizable complexity penalty which trades off performance with training time or number of parameters. Specifically, our framework results in models offering performance comparable to state-of-the-art while taking 1-2 orders of magnitude less time to train than models from other AutoML and model search frameworks. Additionally, this work investigates and develops various insights regarding the search process. In particular, we show the superiority of a greedy strategy and justify our choice of Bayesian optimization as the primary search methodology over random / grid search.
Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the generalization error of a deep neural network and at the same time the minimization of its prediction time. We may also consider as a constraint that the deep neural network must be implemented in a chip with an area below some size. Here, both the objectives and the constraint are black boxes, i.e., functions whose analytical expressions are unknown and are expensive to evaluate. Bayesian optimization (BO) methodologies have given state-of-the-art results for the optimization of black-boxes. Nevertheless, most BO methods are sequential and evaluate the objectives and the constraints at just one input location, iteratively. Sometimes, however, we may have resources to evaluate several configurations in parallel. Notwithstanding, no parallel BO method has been proposed to deal with the optimization of multiple objectives under several constraints. If the expensive evaluations can be carried out in parallel (as when a cluster of computers is available), sequential evaluations result in a waste of resources. This article introduces PPESMOC, Parallel Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based batch method for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the presence of several constraints. Iteratively, PPESMOC selects a batch of input locations at which to evaluate the black-boxes so as to maximally reduce the entropy of the Pareto set of the optimization problem. We present empirical evidence in the form of synthetic, benchmark and real-world experiments that illustrate the effectiveness of PPESMOC.
Neural architecture search (NAS) is a promising method for automatically design neural architectures. NAS adopts a search strategy to explore the predefined search space to find outstanding performance architecture with the minimum searching costs. Bayesian optimization and evolutionary algorithms are two commonly used search strategies, but they suffer from computationally expensive, challenge to implement or inefficient exploration ability. In this paper, we propose a neural predictor guided evolutionary algorithm to enhance the exploration ability of EA for NAS (NPENAS) and design two kinds of neural predictors. The first predictor is defined from Bayesian optimization and we propose a graph-based uncertainty estimation network as a surrogate model that is easy to implement and computationally efficient. The second predictor is a graph-based neural network that directly outputs the performance prediction of the input neural architecture. The NPENAS using the two neural predictors are denoted as NPENAS-BO and NPENAS-NP respectively. In addition, we introduce a new random architecture sampling method to overcome the drawbacks of the existing sampling method. Extensive experiments demonstrate the superiority of NPENAS. Quantitative results on three NAS search spaces indicate that both NPENAS-BO and NPENAS-NP outperform most existing NAS algorithms, with NPENAS-BO achieving state-of-the-art performance on NASBench-201 and NPENAS-NP on NASBench-101 and DARTS, respectively.
We introduce a model-based asynchronous multi-fidelity method for hyperparameter and neural architecture search that combines the strengths of asynchronous Hyperband and Gaussian process-based Bayesian optimization. At the heart of our method is a probabilistic model that can simultaneously reason across hyperparameters and resource levels, and supports decision-making in the presence of pending evaluations. We demonstrate the effectiveness of our method on a wide range of challenging benchmarks, for tabular data, image classification and language modelling, and report substantial speed-ups over current state-of-the-art methods. Our new methods, along with asynchronous baselines, are implemented in a distributed framework which will be open sourced along with this publication.
Sparse, knot-based Gaussian processes have enjoyed considerable success as scalable approximations to full Gaussian processes. Certain sparse models can be derived through specific variational approximations to the true posterior, and knots can be selected to minimize the Kullback-Leibler divergence between the approximate and true posterior. While this has been a successful approach, simultaneous optimization of knots can be slow due to the number of parameters being optimized. Furthermore, there have been few proposed methods for selecting the number of knots, and no experimental results exist in the literature. We propose using a one-at-a-time knot selection algorithm based on Bayesian optimization to select the number and locations of knots. We showcase the competitive performance of this method relative to simultaneous optimization of knots on three benchmark data sets, but at a fraction of the computational cost.
We introduce an open source python framework named PHS - Parallel Hyperparameter Search to enable hyperparameter optimization on numerous compute instances of any arbitrary python function. This is achieved with minimal modifications inside the target function. Possible applications appear in expensive to evaluate numerical computations which strongly depend on hyperparameters such as machine learning. Bayesian optimization is chosen as a sample efficient method to propose the next query set of parameters.
Bayesian optimization (BO) is a class of sample-efficient global optimization methods, where a probabilistic model conditioned on previous observations is used to determine future evaluations via the optimization of an acquisition function. Most acquisition functions are myopic, meaning that they only consider the impact of the next function evaluation. Non-myopic acquisition functions consider the impact of the next $h$ function evaluations and are typically computed through rollout, in which $h$ steps of BO are simulated. These rollout acquisition functions are defined as $h$-dimensional integrals, and are expensive to compute and optimize. We show that a combination of quasi-Monte Carlo, common random numbers, and control variates significantly reduce the computational burden of rollout. We then formulate a policy-search based approach that removes the need to optimize the rollout acquisition function. Finally, we discuss the qualitative behavior of rollout policies in the setting of multi-modal objectives and model error.
Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying objective function cannot be evaluated directly, but instead a minimizer along a projection can be queried, which we call a projective preferential query. The form of the query allows for feedback that is natural for a human to give, and which enables interaction. This is demonstrated in a user experiment in which the user feedback comes in the form of optimal position and orientation of a molecule adsorbing to a surface. We demonstrate that our framework is able to find a global minimum of a high-dimensional black-box function, which is an infeasible task for existing preferential Bayesian optimization frameworks that are based on pairwise comparisons.
We consider the problem of robust optimization within the well-established Bayesian optimization (BO) framework. While BO is intrinsically robust to noisy evaluations of the objective function, standard approaches do not consider the case of uncertainty about the input parameters. In this paper, we propose Noisy-Input Entropy Search (NES), a novel information-theoretic acquisition function that is designed to find robust optima for problems with both input and measurement noise. NES is based on the key insight that the robust objective in many cases can be modeled as a Gaussian process, however, it cannot be observed directly. We evaluate NES on several benchmark problems from the optimization literature and from engineering. The results show that NES reliably finds robust optima, outperforming existing methods from the literature on all benchmarks.
Electronically-active organic molecules have demonstrated great promise as novel soft materials for energy harvesting and transport. Self-assembled nanoaggregates formed from $\pi$-conjugated oligopeptides composed of an aromatic core flanked by oligopeptide wings offer emergent optoelectronic properties within a water soluble and biocompatible substrate. Nanoaggregate properties can be controlled by tuning core chemistry and peptide composition, but the sequence-structure-function relations remain poorly characterized. In this work, we employ coarse-grained molecular dynamics simulations within an active learning protocol employing deep representational learning and Bayesian optimization to efficiently identify molecules capable of assembling pseudo-1D nanoaggregates with good stacking of the electronically-active $\pi$-cores. We consider the DXXX-OPV3-XXXD oligopeptide family, where D is an Asp residue and OPV3 is an oligophenylene vinylene oligomer (1,4-distyrylbenzene), to identify the top performing XXX tripeptides within all 20$^3$ = 8,000 possible sequences. By direct simulation of only 2.3% of this space, we identify molecules predicted to exhibit superior assembly relative to those reported in prior work. Spectral clustering of the top candidates reveals new design rules governing assembly. This work establishes new understanding of DXXX-OPV3-XXXD assembly, identifies promising new candidates for experimental testing, and presents a computational design platform that can be generically extended to other peptide-based and peptide-like systems.
Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered in existing literature is to embed the high-dimensional space in a lower-dimensional manifold, often via a random linear embedding. In this paper, we identify several crucial issues and misconceptions about the use of linear embeddings for BO. We study the properties of linear embeddings from the literature and show that some of the design choices in current approaches adversely impact their performance. We show empirically that properly addressing these issues significantly improves the efficacy of linear embeddings for BO on a range of problems, including learning a gait policy for robot locomotion.
Recurrent neural networks (RNNs) are a powerful approach for time series prediction. However, their performance is strongly affected by their architecture and hyperparameter settings. The architecture optimization of RNNs is a time-consuming task, where the search space is typically a mixture of real, integer and categorical values. To allow for shrinking and expanding the size of the network, the representation of architectures often has a variable length. In this paper, we propose to tackle the architecture optimization problem with a variant of the Bayesian Optimization (BO) algorithm. To reduce the evaluation time of candidate architectures the Mean Absolute Error Random Sampling (MRS), a training-free method to estimate the network performance, is adopted as the objective function for BO. Also, we propose three fixed-length encoding schemes to cope with the variable-length architecture representation. The result is a new perspective on accurate and efficient design of RNNs, that we validate on three problems. Our findings show that 1) the BO algorithm can explore different network architectures using the proposed encoding schemes and successfully designs well-performing architectures, and 2) the optimization time is significantly reduced by using MRS, without compromising the performance as compared to the architectures obtained from the actual training procedure.
The design of machine learning systems often requires trading off different objectives, for example, prediction error and energy consumption for deep neural networks (DNNs). Typically, no single design performs well in all objectives; therefore, finding Pareto-optimal designs is of interest. The search for Pareto-optimal designs involves evaluating designs in an iterative process, and the measurements are used to evaluate an acquisition function that guides the search process. However, measuring different objectives incurs different costs. For example, the cost of measuring the prediction error of DNNs is orders of magnitude higher than that of measuring the energy consumption of a pre-trained DNN, as it requires re-training the DNN. Current state-of-the-art methods do not consider this difference in objective evaluation cost, potentially incurring expensive evaluations of objective functions in the optimization process. In this paper, we develop a novel decoupled and cost-aware multi-objective optimization algorithm, we call Flexible Multi-Objective Bayesian Optimization (FlexiBO) to address this issue. FlexiBO weights the improvement of the hypervolume of the Pareto region by the measurement cost of each objective to balance the expense of collecting new information with the knowledge gained through objective evaluations, preventing us from performing expensive measurements for little to no gain. We evaluate FlexiBO on seven state-of-the-art DNNs for image recognition, natural language processing (NLP), and speech-to-text translation. Our results indicate that, given the same total experimental budget, FlexiBO discovers designs with 4.8$\%$ to 12.4$\%$ lower hypervolume error than the best method in state-of-the-art multi-objective optimization.
Most machine learning methods require careful selection of hyper-parameters in order to train a high performing model with good generalization abilities. Hence, several automatic selection algorithms have been introduced to overcome tedious manual (try and error) tuning of these parameters. Due to its very high sample efficiency, Bayesian Optimization over a Gaussian Processes modeling of the parameter space has become the method of choice. Unfortunately, this approach suffers from a cubic compute complexity due to underlying Cholesky factorization, which makes it very hard to be scaled beyond a small number of sampling steps. In this paper, we present a novel, highly accurate approximation of the underlying Gaussian Process. Reducing its computational complexity from cubic to quadratic allows an efficient strong scaling of Bayesian Optimization while outperforming the previous approach regarding optimization accuracy. The first experiments show speedups of a factor of 162 in single node and further speed up by a factor of 5 in a parallel environment.
An essential problem in automated machine learning (AutoML) is that of model selection. A unique challenge in the sequential setting is the fact that the optimal model itself may vary over time, depending on the distribution of features and labels available up to each point in time. In this paper, we propose a novel Bayesian optimization (BO) algorithm to tackle the challenge of model selection in this setting. This is accomplished by treating the performance at each time step as its own black-box function. In order to solve the resulting multiple black-box function optimization problem jointly and efficiently, we exploit potential correlations among black-box functions using deep kernel learning (DKL). To the best of our knowledge, we are the first to formulate the problem of stepwise model selection (SMS) for sequence prediction, and to design and demonstrate an efficient joint-learning algorithm for this purpose. Using multiple real-world datasets, we verify that our proposed method outperforms both standard BO and multi-objective BO algorithms on a variety of sequence prediction tasks.