We investigate modifications to Bayesian Optimization for a resource-constrained setting of sequential experimental design where changes to certain design variables of the search space incur a switching cost. This models the scenario where there is a trade-off between evaluating more while maintaining the same setup, or switching and restricting the number of possible evaluations due to the incurred cost. We adapt two process-constrained batch algorithms to this sequential problem formulation, and propose two new methods: one cost-aware and one cost-ignorant. We validate and compare the algorithms using a set of 7 scalable test functions in different dimensionalities and switching-cost settings for 30 total configurations. Our proposed cost-aware hyperparameter-free algorithm yields comparable results to tuned process-constrained algorithms in all settings we considered, suggesting some degree of robustness to varying landscape features and cost trade-offs. This method starts to outperform the other algorithms with increasing switching-cost. Our work broadens out from other recent Bayesian Optimization studies in resource-constrained settings that consider a batch setting only. While the contributions of this work are relevant to the general class of resource-constrained problems, they are particularly relevant to problems where adaptability to varying resource availability is of high importance
We implement Genetic Algorithms for triangulations of four-dimensional reflexive polytopes which induce Calabi-Yau threefold hypersurfaces via Batryev's construction. We demonstrate that such algorithms efficiently optimize physical observables such as axion decay constants or axion-photon couplings in string theory compactifications. For our implementation, we choose a parameterization of triangulations that yields homotopy inequivalent Calabi-Yau threefolds by extending fine, regular triangulations of two-faces, thereby eliminating exponentially large redundancy factors in the map from polytope triangulations to Calabi-Yau hypersurfaces. In particular, we discuss how this encoding renders the entire Kreuzer-Skarke list amenable to a variety of optimization strategies, including but not limited to Genetic Algorithms. To achieve optimal performance, we tune the hyperparameters of our Genetic Algorithm using Bayesian optimization. We find that our implementation vastly outperforms other sampling and optimization strategies like Markov Chain Monte Carlo or Simulated Annealing. Finally, we showcase that our Genetic Algorithm efficiently performs optimization even for the maximal polytope with Hodge numbers $h^{1,1} = 491$, where we use it to maximize axion-photon couplings.
Multi-objective Bayesian optimization (MOBO) has shown promising performance on various expensive multi-objective optimization problems (EMOPs). However, effectively modeling complex distributions of the Pareto optimal solutions is difficult with limited function evaluations. Existing Pareto set learning algorithms may exhibit considerable instability in such expensive scenarios, leading to significant deviations between the obtained solution set and the Pareto set (PS). In this paper, we propose a novel Composite Diffusion Model based Pareto Set Learning algorithm, namely CDM-PSL, for expensive MOBO. CDM-PSL includes both unconditional and conditional diffusion model for generating high-quality samples. Besides, we introduce an information entropy based weighting method to balance different objectives of EMOPs. This method is integrated with the guiding strategy, ensuring that all the objectives are appropriately balanced and given due consideration during the optimization process; Extensive experimental results on both synthetic benchmarks and real-world problems demonstrates that our proposed algorithm attains superior performance compared with various state-of-the-art MOBO algorithms.
Bayesian optimization (BO) is a popular approach for optimizing expensive-to-evaluate black-box objective functions. An important challenge in BO is its application to high-dimensional search spaces due in large part to the curse of dimensionality. One way to overcome this challenge is to focus on local BO methods that aim to efficiently learn gradients, which have shown strong empirical performance on a variety of high-dimensional problems including policy search in reinforcement learning (RL). However, current local BO methods assume access to only a single high-fidelity information source whereas, in many engineering and control problems, one has access to multiple cheaper approximations of the objective. We propose a novel algorithm, Cost-Aware Gradient Entropy Search (CAGES), for local BO of multi-fidelity black-box functions. CAGES makes no assumption about the relationship between different information sources, making it more flexible than other multi-fidelity methods. It also employs a new type of information-theoretic acquisition function, which enables systematic identification of samples that maximize the information gain about the unknown gradient per cost of the evaluation. We demonstrate CAGES can achieve significant performance improvements compared to other state-of-the-art methods on a variety of synthetic and benchmark RL problems.
Image classifiers should be used with caution in the real world. Performance evaluated on a validation set may not reflect performance in the real world. In particular, classifiers may perform well for conditions that are frequently encountered during training, but poorly for other infrequent conditions. In this study, we hypothesize that recent advances in text-to-image generative models make them valuable for benchmarking computer vision models such as image classifiers: they can generate images conditioned by textual prompts that cause classifier failures, allowing failure conditions to be described with textual attributes. However, their generation cost becomes an issue when a large number of synthetic images need to be generated, which is the case when many different attribute combinations need to be tested. We propose an image classifier benchmarking method as an iterative process that alternates image generation, classifier evaluation, and attribute selection. This method efficiently explores the attributes that ultimately lead to poor behavior detection.
We introduce a Bayesian optimization approach to guide the sputter deposition of molybdenum thin films, aiming to achieve desired residual stress and sheet resistance while minimizing susceptibility to stochastic fluctuations during deposition. Thin films are pivotal in numerous technologies, including semiconductors and optical devices, where their properties are critical. Sputter deposition parameters, such as deposition power, vacuum chamber pressure, and working distance, influence physical properties like residual stress and resistance. Excessive stress and high resistance can impair device performance, necessitating the selection of optimal process parameters. Furthermore, these parameters should ensure the consistency and reliability of thin film properties, assisting in the reproducibility of the devices. However, exploring the multidimensional design space for process optimization is expensive. Bayesian optimization is ideal for optimizing inputs/parameters of general black-box functions without reliance on gradient information. We utilize Bayesian optimization to optimize deposition power and pressure using a custom-built objective function incorporating observed stress and resistance data. Additionally, we integrate prior knowledge of stress variation with pressure into the objective function to prioritize films least affected by stochastic variations. Our findings demonstrate that Bayesian optimization effectively explores the design space and identifies optimal parameter combinations meeting desired stress and resistance specifications.
Experimental design techniques such as active search and Bayesian optimization are widely used in the natural sciences for data collection and discovery. However, existing techniques tend to favor exploitation over exploration of the search space, which causes them to get stuck in local optima. This ``collapse" problem prevents experimental design algorithms from yielding diverse high-quality data. In this paper, we extend the Vendi scores -- a family of interpretable similarity-based diversity metrics -- to account for quality. We then leverage these quality-weighted Vendi scores to tackle experimental design problems across various applications, including drug discovery, materials discovery, and reinforcement learning. We found that quality-weighted Vendi scores allow us to construct policies for experimental design that flexibly balance quality and diversity, and ultimately assemble rich and diverse sets of high-performing data points. Our algorithms led to a 70%-170% increase in the number of effective discoveries compared to baselines.
State-of-the-art automated machine learning systems for tabular data often employ cross-validation; ensuring that measured performances generalize to unseen data, or that subsequent ensembling does not overfit. However, using k-fold cross-validation instead of holdout validation drastically increases the computational cost of validating a single configuration. While ensuring better generalization and, by extension, better performance, the additional cost is often prohibitive for effective model selection within a time budget. We aim to make model selection with cross-validation more effective. Therefore, we study early stopping the process of cross-validation during model selection. We investigate the impact of early stopping on random search for two algorithms, MLP and random forest, across 36 classification datasets. We further analyze the impact of the number of folds by considering 3-, 5-, and 10-folds. In addition, we investigate the impact of early stopping with Bayesian optimization instead of random search and also repeated cross-validation. Our exploratory study shows that even a simple-to-understand and easy-to-implement method consistently allows model selection to converge faster; in ~94% of all datasets, on average by ~214%. Moreover, stopping cross-validation enables model selection to explore the search space more exhaustively by considering +167% configurations on average within one hour, while also obtaining better overall performance.
We propose a novel algorithm that extends the methods of ball smoothing and Gaussian smoothing for noisy derivative-free optimization by accounting for the heterogeneous curvature of the objective function. The algorithm dynamically adapts the shape of the smoothing kernel to approximate the Hessian of the objective function around a local optimum. This approach significantly reduces the error in estimating the gradient from noisy evaluations through sampling. We demonstrate the efficacy of our method through numerical experiments on artificial problems. Additionally, we show improved performance when tuning NP-hard combinatorial optimization solvers compared to existing state-of-the-art heuristic derivative-free and Bayesian optimization methods.
Designing preference elicitation (PE) methodologies that can quickly ascertain a user's top item preferences in a cold-start setting is a key challenge for building effective and personalized conversational recommendation (ConvRec) systems. While large language models (LLMs) enable fully natural language (NL) PE dialogues, we hypothesize that monolithic LLM NL-PE approaches lack the multi-turn, decision-theoretic reasoning required to effectively balance the exploration and exploitation of user preferences towards an arbitrary item set. In contrast, traditional Bayesian optimization PE methods define theoretically optimal PE strategies, but cannot generate arbitrary NL queries or reason over content in NL item descriptions -- requiring users to express preferences via ratings or comparisons of unfamiliar items. To overcome the limitations of both approaches, we formulate NL-PE in a Bayesian Optimization (BO) framework that seeks to actively elicit NL feedback to identify the best recommendation. Key challenges in generalizing BO to deal with natural language feedback include determining: (a) how to leverage LLMs to model the likelihood of NL preference feedback as a function of item utilities, and (b) how to design an acquisition function for NL BO that can elicit preferences in the infinite space of language. We demonstrate our framework in a novel NL-PE algorithm, PEBOL, which uses: 1) Natural Language Inference (NLI) between user preference utterances and NL item descriptions to maintain Bayesian preference beliefs, and 2) BO strategies such as Thompson Sampling (TS) and Upper Confidence Bound (UCB) to steer LLM query generation. We numerically evaluate our methods in controlled simulations, finding that after 10 turns of dialogue, PEBOL can achieve an MRR@10 of up to 0.27 compared to the best monolithic LLM baseline's MRR@10 of 0.17, despite relying on earlier and smaller LLMs.
Data augmentation serves as a popular regularization technique to combat overfitting challenges in neural networks. While automatic augmentation has demonstrated success in image classification tasks, its application to time-series problems, particularly in long-term forecasting, has received comparatively less attention. To address this gap, we introduce a time-series automatic augmentation approach named TSAA, which is both efficient and easy to implement. The solution involves tackling the associated bilevel optimization problem through a two-step process: initially training a non-augmented model for a limited number of epochs, followed by an iterative split procedure. During this iterative process, we alternate between identifying a robust augmentation policy through Bayesian optimization and refining the model while discarding suboptimal runs. Extensive evaluations on challenging univariate and multivariate forecasting benchmark problems demonstrate that TSAA consistently outperforms several robust baselines, suggesting its potential integration into prediction pipelines.
Synthetic microbiomes offer new possibilities for modulating microbiota, to address the barriers in multidtug resistance (MDR) research. We present a Bayesian optimization approach to enable efficient searching over the space of synthetic microbiome variants to identify candidates predictive of reduced MDR. Microbiome datasets were encoded into a low-dimensional latent space using autoencoders. Sampling from this space allowed generation of synthetic microbiome signatures. Bayesian optimization was then implemented to select variants for biological screening to maximize identification of designs with restricted MDR pathogens based on minimal samples. Four acquisition functions were evaluated: expected improvement, upper confidence bound, Thompson sampling, and probability of improvement. Based on each strategy, synthetic samples were prioritized according to their MDR detection. Expected improvement, upper confidence bound, and probability of improvement consistently produced synthetic microbiome candidates with significantly fewer searches than Thompson sampling. By combining deep latent space mapping and Bayesian learning for efficient guided screening, this study demonstrated the feasibility of creating bespoke synthetic microbiomes with customized MDR profiles.
This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Mat\'ern, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to identify optimal kernel weights: 0.76 for Exponential Squared, 0.21 for Revised Mat\'ern, and 0.13 for Rational Quadratic. The ensemble kernel demonstrated superior performance in predictive accuracy, achieving an \( R^2 \) score near 1.0, and significantly lower values in Mean Squared Error (MSE), Mean Absolute Error (MAE), and Root Mean Squared Error (RMSE). These findings highlight the efficacy of ensemble kernels in GPR for predictive analytics in complex pharmaceutical sales datasets.
Field experiments and computer simulations are effective but time-consuming methods of measuring the quality of engineered systems at different settings. To reduce the total time required, experimenters may employ Bayesian optimization, which is parsimonious with measurements, and take measurements of multiple settings simultaneously, in a batch. In practice, experimenters use very few batches, thus, it is imperative that each batch be as informative as possible. Typically, the initial batch in a Batch Bayesian Optimization (BBO) is constructed from a quasi-random sample of settings values. We propose a batch-design acquisition function, Minimal Terminal Variance (MTV), that designs a batch by optimization rather than random sampling. MTV adapts a design criterion function from Design of Experiments, called I-Optimality, which minimizes the variance of the post-evaluation estimates of quality, integrated over the entire space of settings. MTV weights the integral by the probability that a setting is optimal, making it able to design not only an initial batch but all subsequent batches, as well. Applicability to both initialization and subsequent batches is novel among acquisition functions. Numerical experiments on test functions and simulators show that MTV compares favorably to other BBO methods.
Machine learning algorithms emerge as a promising approach in energy fields, but its practical is hindered by data barriers, stemming from high collection costs and privacy concerns. This study introduces a novel federated learning (FL) framework based on XGBoost models, enabling safe collaborative modeling with accessible yet concealed data from multiple parties. Hyperparameter tuning of the models is achieved through Bayesian Optimization. To ascertain the merits of the proposed FL-XGBoost method, a comparative analysis is conducted between separate and centralized models to address a classical binary classification problem in geoenergy sector. The results reveal that the proposed FL framework strikes an optimal balance between privacy and accuracy. FL models demonstrate superior accuracy and generalization capabilities compared to separate models, particularly for participants with limited data or low correlation features and offers significant privacy benefits compared to centralized model. The aggregated optimization approach within the FL agreement proves effective in tuning hyperparameters. This study opens new avenues for assessing unconventional reservoirs through collaborative and privacy-preserving FL techniques.
Graph neural networks have emerged as a specialized branch of deep learning, designed to address problems where pairwise relations between objects are crucial. Recent advancements utilize graph convolutional neural networks to extract features within graph structures. Despite promising results, these methods face challenges in real-world applications due to sparse features, resulting in inefficient resource utilization. Recent studies draw inspiration from the mammalian brain and employ spiking neural networks to model and learn graph structures. However, these approaches are limited to traditional Von Neumann-based computing systems, which still face hardware inefficiencies. In this study, we present a fully neuromorphic implementation of spiking graph neural networks designed for Loihi 2. We optimize network parameters using Lava Bayesian Optimization, a novel hyperparameter optimization system compatible with neuromorphic computing architectures. We showcase the performance benefits of combining neuromorphic Bayesian optimization with our approach for citation graph classification using fixed-precision spiking neurons. Our results demonstrate the capability of integer-precision, Loihi 2 compatible spiking neural networks in performing citation graph classification with comparable accuracy to existing floating point implementations.
To optimize efficiently over discrete data and with only few available target observations is a challenge in Bayesian optimization. We propose a continuous relaxation of the objective function and show that inference and optimization can be computationally tractable. We consider in particular the optimization domain where very few observations and strict budgets exist; motivated by optimizing protein sequences for expensive to evaluate bio-chemical properties. The advantages of our approach are two-fold: the problem is treated in the continuous setting, and available prior knowledge over sequences can be incorporated directly. More specifically, we utilize available and learned distributions over the problem domain for a weighting of the Hellinger distance which yields a covariance function. We show that the resulting acquisition function can be optimized with both continuous or discrete optimization algorithms and empirically assess our method on two bio-chemical sequence optimization tasks.
Many real-world optimization scenarios involve expensive evaluation with unknown and heterogeneous costs. Cost-aware Bayesian optimization stands out as a prominent solution in addressing these challenges. To approach the global optimum within a limited budget in a cost-efficient manner, the design of cost-aware acquisition functions (AFs) becomes a crucial step. However, traditional manual design paradigm typically requires extensive domain knowledge and involves a labor-intensive trial-and-error process. This paper introduces EvolCAF, a novel framework that integrates large language models (LLMs) with evolutionary computation (EC) to automatically design cost-aware AFs. Leveraging the crossover and mutation in the algorithmic space, EvolCAF offers a novel design paradigm, significantly reduces the reliance on domain expertise and model training. The designed cost-aware AF maximizes the utilization of available information from historical data, surrogate models and budget details. It introduces novel ideas not previously explored in the existing literature on acquisition function design, allowing for clear interpretations to provide insights into its behavior and decision-making process. In comparison to the well-known EIpu and EI-cool methods designed by human experts, our approach showcases remarkable efficiency and generalization across various tasks, including 12 synthetic problems and 3 real-world hyperparameter tuning test sets.
Automatic transistor sizing in circuit design continues to be a formidable challenge. Despite that Bayesian optimization (BO) has achieved significant success, it is circuit-specific, limiting the accumulation and transfer of design knowledge for broader applications. This paper proposes (1) efficient automatic kernel construction, (2) the first transfer learning across different circuits and technology nodes for BO, and (3) a selective transfer learning scheme to ensure only useful knowledge is utilized. These three novel components are integrated into BO with Multi-objective Acquisition Ensemble (MACE) to form Knowledge Alignment and Transfer Optimization (KATO) to deliver state-of-the-art performance: up to 2x simulation reduction and 1.2x design improvement over the baselines.
With the increasing computational costs associated with deep learning, automated hyperparameter optimization methods, strongly relying on black-box Bayesian optimization (BO), face limitations. Freeze-thaw BO offers a promising grey-box alternative, strategically allocating scarce resources incrementally to different configurations. However, the frequent surrogate model updates inherent to this approach pose challenges for existing methods, requiring retraining or fine-tuning their neural network surrogates online, introducing overhead, instability, and hyper-hyperparameters. In this work, we propose FT-PFN, a novel surrogate for Freeze-thaw style BO. FT-PFN is a prior-data fitted network (PFN) that leverages the transformers' in-context learning ability to efficiently and reliably do Bayesian learning curve extrapolation in a single forward pass. Our empirical analysis across three benchmark suites shows that the predictions made by FT-PFN are more accurate and 10-100 times faster than those of the deep Gaussian process and deep ensemble surrogates used in previous work. Furthermore, we show that, when combined with our novel acquisition mechanism (MFPI-random), the resulting in-context freeze-thaw BO method (ifBO), yields new state-of-the-art performance in the same three families of deep learning HPO benchmarks considered in prior work.