Bayesian Optimization is ubiquitous in the field of experimental design and blackbox optimization for improving search efficiency, but has been traditionally restricted to regression models which are only applicable to fixed search spaces and tabular input features. We propose Embed-then-Regress, a paradigm for applying in-context regression over string inputs, through the use of string embedding capabilities of pretrained language models. By expressing all inputs as strings, we are able to perform general-purpose regression for Bayesian Optimization over various domains including synthetic, combinatorial, and hyperparameter optimization, obtaining comparable results to state-of-the-art Gaussian Process-based algorithms. Code can be found at https://github.com/google-research/optformer/tree/main/optformer/embed_then_regress.
Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire in each round of BO. In batched BO, when multiple points are acquired in parallel, commonly used acquisition functions are often high-dimensional and intractable, leading to the use of sampling-based alternatives. We propose a statistical physics inspired acquisition function for BO with Gaussian processes that can natively handle batches. Batched Energy-Entropy acquisition for BO (BEEBO) enables tight control of the explore-exploit trade-off of the optimization process and generalizes to heteroskedastic black-box problems. We demonstrate the applicability of BEEBO on a range of problems, showing competitive performance to existing methods.
Gradient-based methods offer a simple, efficient strategy for materials design by directly optimizing candidates using gradients from pretrained property predictors. However, their use in crystal structure optimization is hindered by two key challenges: handling non-differentiable constraints, such as charge neutrality and structural fidelity, and susceptibility to poor local minima. We revisit and extend the gradient-based methods to address these issues. We propose Simultaneous Multi-property Optimization using Adaptive Crystal Synthesizer (SMOACS), which integrates oxidation-number masks and template-based initialization to enforce non-differentiable constraints, avoid poor local minima, and flexibly incorporate additional constraints without retraining. SMOACS enables multi-property optimization. including exceptional targets such as high-temperature superconductivity, and scales to large crystal systems, both persistent challenges for generative models, even those enhanced with gradient-based guidance from property predictors. In experiments on five target properties and three datasets, SMOACS outperforms generative models and Bayesian optimization methods, successfully designing 135-atom perovskite structures that satisfy multiple property targets and constraints, a task at which the other methods fail entirely.
Thompson sampling (TS) is a simple, effective stochastic policy in Bayesian decision making. It samples the posterior belief about the reward profile and optimizes the sample to obtain a candidate decision. In continuous optimization, the posterior of the objective function is often a Gaussian process (GP), whose sample paths have numerous local optima, making their global optimization challenging. In this work, we introduce an efficient global optimization strategy for GP-TS that carefully selects starting points for gradient-based multi-start optimizers. It identifies all local optima of the prior sample via univariate global rootfinding, and optimizes the posterior sample using a differentiable, decoupled representation. We demonstrate remarkable improvement in the global optimization of GP posterior samples, especially in high dimensions. This leads to dramatic improvements in the overall performance of Bayesian optimization using GP-TS acquisition functions, surprisingly outperforming alternatives like GP-UCB and EI.
Research on transcranial magnetic stimulation (TMS) combined with encephalography feedback (EEG-TMS) has shown that the phase of the sensorimotor mu rhythm is predictive of corticospinal excitability. Thus, if the subject-specific optimal phase is known, stimulation can be timed to be more efficient. In this paper, we present a closed-loop algorithm to determine the optimal phase linked to the highest excitability with few trials. We used Bayesian optimization as an automated, online search tool in an EEG-TMS simulation experiment. From a sample of 38 participants, we selected all participants with a significant single-subject phase effect (N = 5) for simulation. We then simulated 1000 experimental sessions per participant where we used Bayesian optimization to find the optimal phase. We tested two objective functions: Fitting a sinusoid in Bayesian linear regression or Gaussian Process (GP) regression. We additionally tested adaptive sampling using a knowledge gradient as the acquisition function compared with random sampling. We evaluated the algorithm's performance in a fast optimization (100 trials) and a long-term optimization (1000 trials). For fast optimization, the Bayesian linear regression in combination with adaptive sampling gives the best results with a mean phase location accuracy of 79 % after 100 trials. With either sampling approach, Bayesian linear regression performs better than GP regression in the fast optimization. In the long-term optimization, Bayesian regression with random sampling shows the best trajectory, with a rather steep improvement and good final performance of 87 % mean phase location accuracy. We show the suitability of closed-loop Bayesian optimization for phase selection. We could increase the speed and accuracy by using prior knowledge about the expected function shape compared with traditional Bayesian optimization with GP regression.
Batched Bayesian optimization (BO) can accelerate molecular design by efficiently identifying top-performing compounds from a large chemical library. Existing acquisition strategies for batch design in BO aim to balance exploration and exploitation. This often involves optimizing non-additive batch acquisition functions, necessitating approximation via myopic construction and/or diversity heuristics. In this work, we propose an acquisition strategy for discrete optimization that is motivated by pure exploitation, qPO (multipoint Probability of Optimality). qPO maximizes the probability that the batch includes the true optimum, which is expressible as the sum over individual acquisition scores and thereby circumvents the combinatorial challenge of optimizing a batch acquisition function. We differentiate the proposed strategy from parallel Thompson sampling and discuss how it implicitly captures diversity. Finally, we apply our method to the model-guided exploration of large chemical libraries and provide empirical evidence that it is competitive with and complements other state-of-the-art methods in batched Bayesian optimization.
Model predictive control (MPC) is a powerful tool for controlling complex nonlinear systems under constraints, but often struggles with model uncertainties and the design of suitable cost functions. To address these challenges, we discuss an approach that integrates MPC with safe Bayesian optimization to optimize long-term closed-loop performance despite significant model-plant mismatches. By parameterizing the MPC stage cost function using a radial basis function network, we employ Bayesian optimization as a multi-episode learning strategy to tune the controller without relying on precise system models. This method mitigates conservativeness introduced by overly cautious soft constraints in the MPC cost function and provides probabilistic safety guarantees during learning, ensuring that safety-critical constraints are met with high probability. As a practical application, we apply our approach to fast charging of lithium-ion batteries, a challenging task due to the complicated battery dynamics and strict safety requirements, subject to the requirement to be implementable in real time. Simulation results demonstrate that, in the context of model-plant mismatch, our method reduces charging times compared to traditional MPC methods while maintaining safety. This work extends previous research by emphasizing closed-loop constraint satisfaction and offers a promising solution for enhancing performance in systems where model uncertainties and safety are critical concerns.
Large Language Models trained on web-scale text acquire language generation abilities that can solve a wide range of tasks, particularly when task knowledge is refined into the generative prior using in-context examples. However, spurious features learned from noisy data hinder their generalizability. Supervised finetuning can introduce task specificity, but introduce data inefficiency. Prior studies indicate that (i) noisy neural circuitries coexist with generalizable ones within LLMs, and (ii) finetuning typically enhances (or suppresses) existing abilities without introducing newer ones. Building upon these, we propose TaRot, a novel method for task adaptation. TaRot intervenes in the neural circuitries using learnable rotation matrices that are optimized using Bayesian Optimization, on labelled samples in the order of standard few-shot prompting examples. Experiments on multiple classification and generation tasks using LLMs of varying sizes reveal the efficacy of TaRot, improving upon both zero- as well as few-shot performance, with average improvements (across models and tasks) of 23.81% and 11.15%, respectively. The source code is available at https://github.com/joykirat18/TaRot
Exploration of complex high-dimensional spaces presents significant challenges in fields such as molecular discovery, process optimization, and supply chain management. Genetic Algorithms (GAs), while offering significant power for creating new candidate spaces, often entail high computational demands due to the need for evaluation of each new proposed solution. On the other hand, Deep Kernel Learning (DKL) efficiently navigates the spaces of preselected candidate structures but lacks generative capabilities. This study introduces an approach that amalgamates the generative power of GAs to create new candidates with the efficiency of DKL-based surrogate models to rapidly ascertain the behavior of new candidate spaces. This DKL-GA framework can be further used to build Bayesian Optimization (BO) workflows. We demonstrate the effectiveness of this approach through the optimization of the FerroSIM model, showcasing its broad applicability to diverse challenges, including molecular discovery and battery charging optimization.
We have developed a Bayesian optimization (BO) workflow that integrates intra-step noise optimization into automated experimental cycles. Traditional BO approaches in automated experiments focus on optimizing experimental trajectories but often overlook the impact of measurement noise on data quality and cost. Our proposed framework simultaneously optimizes both the target property and the associated measurement noise by introducing time as an additional input parameter, thereby balancing the signal-to-noise ratio and experimental duration. Two approaches are explored: a reward-driven noise optimization and a double-optimization acquisition function, both enhancing the efficiency of automated workflows by considering noise and cost within the optimization process. We validate our method through simulations and real-world experiments using Piezoresponse Force Microscopy (PFM), demonstrating the successful optimization of measurement duration and property exploration. Our approach offers a scalable solution for optimizing multiple variables in automated experimental workflows, improving data quality, and reducing resource expenditure in materials science and beyond.
The optimization of expensive black-box simulators arises in a myriad of modern scientific and engineering applications. Bayesian optimization provides an appealing solution, by leveraging a fitted surrogate model to guide the selection of subsequent simulator evaluations. In practice, however, the objective is often not to obtain a single good solution, but rather a ``basket'' of good solutions from which users can choose for downstream decision-making. This need arises in our motivating application for real-time control of internal combustion engines for flight propulsion, where a diverse set of control strategies is essential for stable flight control. There has been little work on this front for Bayesian optimization. We thus propose a new Expected Diverse Utility (EDU) method that searches for diverse ``$\epsilon$-optimal'' solutions: locally-optimal solutions within a tolerance level $\epsilon > 0$ from a global optimum. We show that EDU yields a closed-form acquisition function under a Gaussian process surrogate model, which facilitates efficient sequential queries via automatic differentiation. This closed form further reveals a novel exploration-exploitation-diversity trade-off, which incorporates the desired diversity property within the well-known exploration-exploitation trade-off. We demonstrate the improvement of EDU over existing methods in a suite of numerical experiments, then explore the EDU in two applications on rover trajectory optimization and engine control for flight propulsion.
Multi-fidelity Bayesian Optimization (MFBO) is a promising framework to speed up materials and molecular discovery as sources of information of different accuracies are at hand at increasing cost. Despite its potential use in chemical tasks, there is a lack of systematic evaluation of the many parameters playing a role in MFBO. In this work, we provide guidelines and recommendations to decide when to use MFBO in experimental settings. We investigate MFBO methods applied to molecules and materials problems. First, we test two different families of acquisition functions in two synthetic problems and study the effect of the informativeness and cost of the approximate function. We use our implementation and guidelines to benchmark three real discovery problems and compare them against their single-fidelity counterparts. Our results may help guide future efforts to implement MFBO as a routine tool in the chemical sciences.
Bayesian optimization (BO) is a powerful framework to optimize black-box expensive-to-evaluate functions via sequential interactions. In several important problems (e.g. drug discovery, circuit design, neural architecture search, etc.), though, such functions are defined over large $\textit{combinatorial and unstructured}$ spaces. This makes existing BO algorithms not feasible due to the intractable maximization of the acquisition function over these domains. To address this issue, we propose $\textbf{GameOpt}$, a novel game-theoretical approach to combinatorial BO. $\textbf{GameOpt}$ establishes a cooperative game between the different optimization variables, and selects points that are game $\textit{equilibria}$ of an upper confidence bound acquisition function. These are stable configurations from which no variable has an incentive to deviate$-$ analog to local optima in continuous domains. Crucially, this allows us to efficiently break down the complexity of the combinatorial domain into individual decision sets, making $\textbf{GameOpt}$ scalable to large combinatorial spaces. We demonstrate the application of $\textbf{GameOpt}$ to the challenging $\textit{protein design}$ problem and validate its performance on four real-world protein datasets. Each protein can take up to $20^{X}$ possible configurations, where $X$ is the length of a protein, making standard BO methods infeasible. Instead, our approach iteratively selects informative protein configurations and very quickly discovers highly active protein variants compared to other baselines.
Option pricing models, essential in financial mathematics and risk management, have been extensively studied and recently advanced by AI methodologies. However, American option pricing remains challenging due to the complexity of determining optimal exercise times and modeling non-linear payoffs resulting from stochastic paths. Moreover, the prevalent use of the Black-Scholes formula in hybrid models fails to accurately capture the discontinuity in the price process, limiting model performance, especially under scarce data conditions. To address these issues, this study presents a comprehensive framework for American option pricing consisting of six interrelated modules, which combine nonlinear optimization algorithms, analytical and numerical models, and neural networks to improve pricing performance. Additionally, to handle the scarce data challenge, this framework integrates the transfer learning through numerical data augmentation and a physically constrained, jump diffusion process-informed neural network to capture the leptokurtosis of the log return distribution. To increase training efficiency, a warm-up period using Bayesian optimization is designed to provide optimal data loss and physical loss coefficients. Experimental results of six case studies demonstrate the accuracy, convergence, physical effectiveness, and generalization of the framework. Moreover, the proposed model shows superior performance in pricing deep out-of-the-money options.
Ensuring safety is a key aspect in sequential decision making problems, such as robotics or process control. The complexity of the underlying systems often makes finding the optimal decision challenging, especially when the safety-critical system is time-varying. Overcoming the problem of optimizing an unknown time-varying reward subject to unknown time-varying safety constraints, we propose TVSafeOpt, a new algorithm built on Bayesian optimization with a spatio-temporal kernel. The algorithm is capable of safely tracking a time-varying safe region without the need for explicit change detection. Optimality guarantees are also provided for the algorithm when the optimization problem becomes stationary. We show that TVSafeOpt compares favorably against SafeOpt on synthetic data, both regarding safety and optimality. Evaluation on a realistic case study with gas compressors confirms that TVSafeOpt ensures safety when solving time-varying optimization problems with unknown reward and safety functions.
Materials design is a critical driver of innovation, yet overlooking the technological, economic, and environmental risks inherent in materials and their supply chains can lead to unsustainable and risk-prone solutions. To address this, we present a novel risk-aware design approach that integrates Supply-Chain Aware Design Strategies into the materials development process. This approach leverages existing language models and text analysis to develop a specialized model for predicting materials feedstock supply risk indices. To efficiently navigate the multi-objective, multi-constraint design space, we employ Batch Bayesian Optimization (BBO), enabling the identification of Pareto-optimal high entropy alloys (HEAs) that balance performance objectives with minimized supply risk. A case study using the MoNbTiVW system demonstrates the efficacy of our approach in four scenarios, highlighting the significant impact of incorporating supply risk into the design process. By optimizing for both performance and supply risk, we ensure that the developed alloys are not only high-performing but also sustainable and economically viable. This integrated approach represents a critical step towards a future where materials discovery and design seamlessly consider sustainability, supply chain dynamics, and comprehensive life cycle analysis.
In this paper, we propose a novel flexible optimization pipeline for determining the optimal adsorption sites, named AUGUR (Aware of Uncertainty Graph Unit Regression). Our model combines graph neural networks and Gaussian processes to create a flexible, efficient, symmetry-aware, translation, and rotation- invariant predictor with inbuilt uncertainty quantification. This predictor is then used as a surrogate for a data-efficient Bayesian Optimization scheme to determine the optimal adsorption positions. This pipeline determines the optimal position of large and complicated clusters with far fewer iterations than current state-of-the-art approaches. Further, it does not rely on hand-crafted features and can be seamlessly employed on any molecule without any alterations. Additionally, the pooling properties of graphs allow for the processing of molecules of different sizes by the same model. This allows the energy prediction of computationally demanding systems by a model trained on comparatively smaller and less expensive ones
Human motion prediction is a cornerstone of human-robot collaboration (HRC), as robots need to infer the future movements of human workers based on past motion cues to proactively plan their motion, ensuring safety in close collaboration scenarios. The diffusion model has demonstrated remarkable performance in predicting high-quality motion samples with reasonable diversity, but suffers from a slow generative process which necessitates multiple model evaluations, hindering real-world applications. To enable real-time prediction, in this work, we propose training a one-step multi-layer perceptron-based (MLP-based) diffusion model for motion prediction using knowledge distillation and Bayesian optimization. Our method contains two steps. First, we distill a pretrained diffusion-based motion predictor, TransFusion, directly into a one-step diffusion model with the same denoiser architecture. Then, to further reduce the inference time, we remove the computationally expensive components from the original denoiser and use knowledge distillation once again to distill the obtained one-step diffusion model into an even smaller model based solely on MLPs. Bayesian optimization is used to tune the hyperparameters for training the smaller diffusion model. Extensive experimental studies are conducted on benchmark datasets, and our model can significantly improve the inference speed, achieving real-time prediction without noticeable degradation in performance.
The design of food diets in the context of animal nutrition is a complex problem that aims to develop cost-effective formulations while balancing minimum nutritional content. Traditional approaches based on theoretical models of metabolic responses and concentrations of digestible energy in raw materials face limitations in incorporating zootechnical or environmental variables affecting the performance of animals and including multiple objectives aligned with sustainable development policies. Recently, multi-objective Bayesian optimization has been proposed as a promising heuristic alternative able to deal with the combination of multiple sources of information, multiple and diverse objectives, and with an intrinsic capacity to deal with uncertainty in the measurements that could be related to variability in the nutritional content of raw materials. However, Bayesian optimization encounters difficulties in high-dimensional search spaces, leading to exploration predominantly at the boundaries. This work analyses a strategy to split the search space into regions that provide local candidates termed multi-objective regionalized Bayesian optimization as an alternative to improve the quality of the Pareto set and Pareto front approximation provided by BO in the context of swine diet design. Results indicate that this regionalized approach produces more diverse non-dominated solutions compared to the standard multi-objective Bayesian optimization. Besides, the regionalized strategy was four times more effective in finding solutions that outperform those identified by a stochastic programming approach referenced in the literature. Experiments using batches of query candidate solutions per iteration show that the optimization process can also be accelerated without compromising the quality of the Pareto set approximation during the initial, most critical phase of optimization.
Both computational and experimental material discovery bring forth the challenge of exploring multidimensional and multimodal parameter spaces, such as phase diagrams of Hamiltonians with multiple interactions, composition spaces of combinatorial libraries, material structure image spaces, and molecular embedding spaces. Often these systems are black-box and time-consuming to evaluate, which resulted in strong interest towards active learning methods such as Bayesian optimization (BO). However, these systems are often noisy which make the black box function severely multi-modal and non-differentiable, where a vanilla BO can get overly focused near a single or faux optimum, deviating from the broader goal of scientific discovery. To address these limitations, here we developed Strategic Autonomous Non-Smooth Exploration (SANE) to facilitate an intelligent Bayesian optimized navigation with a proposed cost-driven probabilistic acquisition function to find multiple global and local optimal regions, avoiding the tendency to becoming trapped in a single optimum. To distinguish between a true and false optimal region due to noisy experimental measurements, a human (domain) knowledge driven dynamic surrogate gate is integrated with SANE. We implemented the gate-SANE into a pre-acquired Piezoresponse spectroscopy data of a ferroelectric combinatorial library with high noise levels in specific regions, and a piezoresponse force microscopy (PFM) hyperspectral data. SANE demonstrated better performance than classical BO to facilitate the exploration of multiple optimal regions and thereby prioritized learning with higher coverage of scientific values in autonomous experiments. Our work showcases the potential application of this method to real-world experiment, where such combined strategic and human intervening approaches can be critical to unlocking new discoveries in autonomous research.