Topic models are statistical methods that extract underlying topics from document collections. When performing topic modeling, a user usually desires topics that are coherent, diverse between each other, and that constitute good document representations for downstream tasks (e.g. document classification). In this paper, we conduct a multi-objective hyperparameter optimization of three well-known topic models. The obtained results reveal the conflicting nature of different objectives and that the training corpus characteristics are crucial for the hyperparameter selection, suggesting that it is possible to transfer the optimal hyperparameter configurations between datasets.
Bayesian optimization (BO) is a sample-efficient approach for tuning design parameters to optimize expensive-to-evaluate, black-box performance metrics. In many manufacturing processes, the design parameters are subject to random input noise, resulting in a product that is often less performant than expected. Although BO methods have been proposed for optimizing a single objective under input noise, no existing method addresses the practical scenario where there are multiple objectives that are sensitive to input perturbations. In this work, we propose the first multi-objective BO method that is robust to input noise. We formalize our goal as optimizing the multivariate value-at-risk (MVaR), a risk measure of the uncertain objectives. Since directly optimizing MVaR is computationally infeasible in many settings, we propose a scalable, theoretically-grounded approach for optimizing MVaR using random scalarizations. Empirically, we find that our approach significantly outperforms alternative methods and efficiently identifies optimal robust designs that will satisfy specifications across multiple metrics with high probability.
The early pioneering Neural Architecture Search (NAS) works were multi-trial methods applicable to any general search space. The subsequent works took advantage of the early findings and developed weight-sharing methods that assume a structured search space typically with pre-fixed hyperparameters. Despite the amazing computational efficiency of the weight-sharing NAS algorithms, it is becoming apparent that multi-trial NAS algorithms are also needed for identifying very high-performance architectures, especially when exploring a general search space. In this work, we carefully review the latest multi-trial NAS algorithms and identify the key strategies including Evolutionary Algorithm (EA), Bayesian Optimization (BO), diversification, input and output transformations, and lower fidelity estimation. To accommodate the key strategies into a single framework, we develop B2EA that is a surrogate assisted EA with two BO surrogate models and a mutation step in between. To show that B2EA is robust and efficient, we evaluate three performance metrics over 14 benchmarks with general and cell-based search spaces. Comparisons with state-of-the-art multi-trial algorithms reveal that B2EA is robust and efficient over the 14 benchmarks for three difficulty levels of target performance. The B2EA code is publicly available at \url{https://github.com/snu-adsl/BBEA}.
Invertible neural networks based on Coupling Flows CFlows) have various applications such as image synthesis and data compression. The approximation universality for CFlows is of paramount importance to ensure the model expressiveness. In this paper, we prove that CFlows can approximate any diffeomorphism in C^k-norm if its layers can approximate certain single-coordinate transforms. Specifically, we derive that a composition of affine coupling layers and invertible linear transforms achieves this universality. Furthermore, in parametric cases where the diffeomorphism depends on some extra parameters, we prove the corresponding approximation theorems for our proposed parametric coupling flows named Para-CFlows. In practice, we apply Para-CFlows as a neural surrogate model in contextual Bayesian optimization tasks, to demonstrate its superiority over other neural surrogate models in terms of optimization performance.
We present Posterior Temperature Optimized Bayesian Inverse Models (POTOBIM), an unsupervised Bayesian approach to inverse problems in medical imaging using mean-field variational inference with a fully tempered posterior. Bayesian methods exhibit useful properties for approaching inverse tasks, such as tomographic reconstruction or image denoising. A suitable prior distribution introduces regularization, which is needed to solve the ill-posed problem and reduces overfitting the data. In practice, however, this often results in a suboptimal posterior temperature, and the full potential of the Bayesian approach is not being exploited. In POTOBIM, we optimize both the parameters of the prior distribution and the posterior temperature with respect to reconstruction accuracy using Bayesian optimization with Gaussian process regression. Our method is extensively evaluated on four different inverse tasks on a variety of modalities with images from public data sets and we demonstrate that an optimized posterior temperature outperforms both non-Bayesian and Bayesian approaches without temperature optimization. The use of an optimized prior distribution and posterior temperature leads to improved accuracy and uncertainty estimation and we show that it is sufficient to find these hyperparameters per task domain. Well-tempered posteriors yield calibrated uncertainty, which increases the reliability in the predictions. Our source code is publicly available at github.com/Cardio-AI/mfvi-dip-mia.
Real-world optimization problems are generally not just black-box problems, but also involve mixed types of inputs in which discrete and continuous variables coexist. Such mixed-space optimization possesses the primary challenge of modeling complex interactions between the inputs. In this work, we propose a novel yet simple approach that entails exploiting the graph data structure to model the underlying relationship between variables, i.e., variables as nodes and interactions defined by edges. Then, a variational graph autoencoder is used to naturally take the interactions into account. We first provide empirical evidence of the existence of such graph structures and then suggest a joint framework of graph structure learning and latent space optimization to adaptively search for optimal graph connectivity. Experimental results demonstrate that our method shows remarkable performance, exceeding the existing approaches with significant computational efficiency for a number of synthetic and real-world tasks.
Bayesian Optimization is a very effective tool for optimizing expensive black-box functions. Inspired by applications developing and characterizing reaction chemistry using droplet microfluidic reactors, we consider a novel setting where the expense of evaluating the function can increase significantly when making large input changes between iterations. We further assume we are working asynchronously, meaning we have to select new queries before evaluating previous experiments. This paper investigates the problem and introduces 'Sequential Bayesian Optimization via Adaptive Connecting Samples' (SnAKe), which provides a solution by considering large batches of queries and preemptively building optimization paths that minimize input costs. We investigate some convergence properties and empirically show that the algorithm is able to achieve regret similar to classical Bayesian Optimization algorithms in both synchronous and asynchronous settings, while reducing input costs significantly. We show the method is robust to the choice of its single hyper-parameter and provide a parameter-free alternative.
Obtaining reliable, adaptive confidence sets for prediction functions (hypotheses) is a central challenge in sequential decision-making tasks, such as bandits and model-based reinforcement learning. These confidence sets typically rely on prior assumptions on the hypothesis space, e.g., the known kernel of a Reproducing Kernel Hilbert Space (RKHS). Hand-designing such kernels is error prone, and misspecification may lead to poor or unsafe performance. In this work, we propose to meta-learn a kernel from offline data (Meta-KeL). For the case where the unknown kernel is a combination of known base kernels, we develop an estimator based on structured sparsity. Under mild conditions, we guarantee that our estimated RKHS yields valid confidence sets that, with increasing amounts of offline data, become as tight as those given the true unknown kernel. We demonstrate our approach on the kernelized bandit problem (a.k.a.~Bayesian optimization), where we establish regret bounds competitive with those given the true kernel. We also empirically evaluate the effectiveness of our approach on a Bayesian optimization task.
In black-box function optimization, we need to consider not only controllable design variables but also uncontrollable stochastic environment variables. In such cases, it is necessary to solve the optimization problem by taking into account the uncertainty of the environmental variables. Chance-constrained (CC) problem, the problem of maximizing the expected value under a certain level of constraint satisfaction probability, is one of the practically important problems in the presence of environmental variables. In this study, we consider distributionally robust CC (DRCC) problem and propose a novel DRCC Bayesian optimization method for the case where the distribution of the environmental variables cannot be precisely specified. We show that the proposed method can find an arbitrary accurate solution with high probability in a finite number of trials, and confirm the usefulness of the proposed method through numerical experiments.
The framework of Simulation-to-real learning, i.e, learning policies in simulation and transferring those policies to the real world is one of the most promising approaches towards data-efficient learning in robotics. However, due to the inevitable reality gap between the simulation and the real world, a policy learned in the simulation may not always generate a safe behaviour on the real robot. As a result, during adaptation of the policy in the real world, the robot may damage itself or cause harm to its surroundings. In this work, we introduce a novel learning algorithm called SafeAPT that leverages a diverse repertoire of policies evolved in the simulation and transfers the most promising safe policy to the real robot through episodic interaction. To achieve this, SafeAPT iteratively learns a probabilistic reward model as well as a safety model using real-world observations combined with simulated experiences as priors. Then, it performs Bayesian optimization on the repertoire with the reward model while maintaining the specified safety constraint using the safety model. SafeAPT allows a robot to adapt to a wide range of goals safely with the same repertoire of policies evolved in the simulation. We compare SafeAPT with several baselines, both in simulated and real robotic experiments and show that SafeAPT finds high-performance policies within a few minutes in the real world while minimizing safety violations during the interactions.
Optimizing multiple, non-preferential objectives for mixed-variable, expensive black-box problems is important in many areas of engineering and science. The expensive, noisy, black-box nature of these problems makes them ideal candidates for Bayesian optimization (BO). Mixed-variable and multi-objective problems, however, are a challenge due to BO's underlying smooth Gaussian process surrogate model. Current multi-objective BO algorithms cannot deal with mixed-variable problems. We present MixMOBO, the first mixed-variable, multi-objective Bayesian optimization framework for such problems. Using MixMOBO, optimal Pareto-fronts for multi-objective, mixed-variable design spaces can be found efficiently while ensuring diverse solutions. The method is sufficiently flexible to incorporate different kernels and acquisition functions, including those that were developed for mixed-variable or multi-objective problems by other authors. We also present HedgeMO, a modified Hedge strategy that uses a portfolio of acquisition functions for multi-objective problems. We present a new acquisition function, SMC. Our results show that MixMOBO performs well against other mixed-variable algorithms on synthetic problems. We apply MixMOBO to the real-world design of an architected material and show that our optimal design, which was experimentally fabricated and validated, has a normalized strain energy density $10^4$ times greater than existing structures.
Bayesian optimization over the latent spaces of deep autoencoder models (DAEs) has recently emerged as a promising new approach for optimizing challenging black-box functions over structured, discrete, hard-to-enumerate search spaces (e.g., molecules). Here the DAE dramatically simplifies the search space by mapping inputs into a continuous latent space where familiar Bayesian optimization tools can be more readily applied. Despite this simplification, the latent space typically remains high-dimensional. Thus, even with a well-suited latent space, these approaches do not necessarily provide a complete solution, but may rather shift the structured optimization problem to a high-dimensional one. In this paper, we propose LOL-BO, which adapts the notion of trust regions explored in recent work on high-dimensional Bayesian optimization to the structured setting. By reformulating the encoder to function as both an encoder for the DAE globally and as a deep kernel for the surrogate model within a trust region, we better align the notion of local optimization in the latent space with local optimization in the input space. LOL-BO achieves as much as 20 times improvement over state-of-the-art latent space Bayesian optimization methods across six real-world benchmarks, demonstrating that improvement in optimization strategies is as important as developing better DAE models.
This paper demonstrates how Automated Machine Learning (AutoML) methods can be used as effective surrogate models in engineering design problems. To do so, we consider the challenging problem of structurally-performant bicycle frame design and demonstrate across-the-board dominance by AutoML in regression and classification surrogate modeling tasks. We also introduce FRAMED -- a parametric dataset of 4500 bicycle frames based on bicycles designed by practitioners and enthusiasts worldwide. Accompanying these frame designs, we provide ten structural performance values such as weight, displacements under load, and safety factors computed using finite element simulations for all the bicycle frame designs. We formulate two challenging test problems: a performance-prediction regression problem and a feasibility-prediction classification problem. We then systematically search for optimal surrogate models using Bayesian hyperparameter tuning and neural architecture search. Finally, we show how a state-of-the-art AutoML method can be effective for both regression and classification problems. We demonstrate that the proposed AutoML models outperform the strongest gradient boosting and neural network surrogates identified through Bayesian optimization by an improved F1 score of 24\% for classification and reduced mean absolute error by 12.5\% for regression. Our work introduces a dataset for bicycle design practitioners, provides two benchmark problems for surrogate modeling researchers, and demonstrates the advantages of AutoML in machine learning tasks. The dataset and code are provided at \url{http://decode.mit.edu/projects/framed/}.
Continuous-variable quantum key distribution (CV QKD) with discrete modulation has attracted increasing attention due to its experimental simplicity, lower-cost implementation and compatibility with classical optical communication. Correspondingly, some novel numerical methods have been proposed to analyze the security of these protocols against collective attacks, which promotes key rates over one hundred kilometers of fiber distance. However, numerical methods are limited by their calculation time and resource consumption, for which they cannot play more roles on mobile platforms in quantum networks. To improve this issue, a neural network model predicting key rates in nearly real time has been proposed previously. Here, we go further and show a neural network model combined with Bayesian optimization. This model automatically designs the best architecture of neural network computing key rates in real time. We demonstrate our model with two variants of CV QKD protocols with quaternary modulation. The results show high reliability with secure probability as high as $99.15\%-99.59\%$, considerable tightness and high efficiency with speedup of approximately $10^7$ in both cases. This inspiring model enables the real-time computation of unstructured quantum key distribution protocols' key rate more automatically and efficiently, which has met the growing needs of implementing QKD protocols on moving platforms.
Recently, large pre-trained models have significantly improved the performance of various Natural LanguageProcessing (NLP) tasks but they are expensive to serve due to long serving latency and large memory usage. To compress these models, knowledge distillation has attracted an increasing amount of interest as one of the most effective methods for model compression. However, existing distillation methods have not yet addressed the unique challenges of model serving in datacenters, such as handling fast evolving models, considering serving performance, and optimizing for multiple objectives. To solve these problems, we propose AutoDistill, an end-to-end model distillation framework integrating model architecture exploration and multi-objective optimization for building hardware-efficient NLP pre-trained models. We use Bayesian Optimization to conduct multi-objective Neural Architecture Search for selecting student model architectures. The proposed search comprehensively considers both prediction accuracy and serving latency on target hardware. The experiments on TPUv4i show the finding of seven model architectures with better pre-trained accuracy (up to 3.2% higher) and lower inference latency (up to 1.44x faster) than MobileBERT. By running downstream NLP tasks in the GLUE benchmark, the model distilled for pre-training by AutoDistill with 28.5M parameters achieves an 81.69 average score, which is higher than BERT_BASE, DistillBERT, TinyBERT, NAS-BERT, and MobileBERT. The most compact model found by AutoDistill contains only 20.6M parameters but still outperform BERT_BASE(109M), DistillBERT(67M), TinyBERT(67M), and MobileBERT(25.3M) regarding the average GLUE score. By evaluating on SQuAD, a model found by AutoDistill achieves an 88.4% F1 score with 22.8M parameters, which reduces parameters by more than 62% while maintaining higher accuracy than DistillBERT, TinyBERT, and NAS-BERT.
Most of the machine learning models have associated hyper-parameters along with their parameters. While the algorithm gives the solution for parameters, its utility for model performance is highly dependent on the choice of hyperparameters. For a robust performance of a model, it is necessary to find out the right hyper-parameter combination. Hyper-parameter optimization (HPO) is a systematic process that helps in finding the right values for them. The conventional methods for this purpose are grid search and random search and both methods create issues in industrial-scale applications. Hence a set of strategies have been recently proposed based on Bayesian optimization and evolutionary algorithm principles that help in runtime issues in a production environment and robust performance. In this paper, we compare the performance of four python libraries, namely Optuna, Hyper-opt, Optunity, and sequential model-based algorithm configuration (SMAC) that has been proposed for hyper-parameter optimization. The performance of these tools is tested using two benchmarks. The first one is to solve a combined algorithm selection and hyper-parameter optimization (CASH) problem The second one is the NeurIPS black-box optimization challenge in which a multilayer perception (MLP) architecture has to be chosen from a set of related architecture constraints and hyper-parameters. The benchmarking is done with six real-world datasets. From the experiments, we found that Optuna has better performance for CASH problem and HyperOpt for MLP problem.
Sepsis is a life-threatening medical emergency, which is a major cause of death worldwide and the second highest cause of mortality in the United States. Researching the optimal control treatment or intervention strategy on the comprehensive sepsis system is key in reducing mortality. For this purpose, first, this paper improves a complex nonlinear sepsis model proposed in our previous work. Then, bifurcation analyses are conducted for each sepsis subsystem to study the model behaviors under some system parameters. The bifurcation analysis results also further indicate the necessity of control treatment and intervention therapy. If the sepsis system is without adding any control under some parameter and initial system value settings, the system will perform persistent inflammation outcomes as time goes by. Therefore, we develop our complex improved nonlinear sepsis model into a sepsis optimal control model, and then use some effective biomarkers recommended in existing clinic practices as optimization objective function to measure the development of sepsis. Besides that, a Bayesian optimization algorithm by combining Recurrent neural network (RNN-BO algorithm) is introduced to predict the optimal control strategy for the studied sepsis optimal control system. The difference between the RNN-BO algorithm from other optimization algorithms is that once given any new initial system value setting (initial value is associated with the initial conditions of patients), the RNN-BO algorithm is capable of quickly predicting a corresponding time-series optimal control based on the historical optimal control data for any new sepsis patient. To demonstrate the effectiveness and efficiency of the RNN-BO algorithm on solving the optimal control solution on the complex nonlinear sepsis system, some numerical simulations are implemented by comparing with other optimization algorithms in this paper.
In this letter, the authors propose a two-step approach to evaluate and verify a true system's capacity to satisfy its operational objective. Specifically, whenever the system objective has a quantifiable measure of satisfaction, i.e. a signal temporal logic specification, a barrier function, etc - the authors develop two separate optimization problems solvable via a Bayesian Optimization procedure detailed within. This dual approach has the added benefit of quantifying the Sim2Real Gap between a system simulator and its hardware counterpart. Our contributions are twofold. First, we show repeatability with respect to our outlined optimization procedure in solving these optimization problems. Second, we show that the same procedure can discriminate between different environments by identifying the Sim2Real Gap between a simulator and its hardware counterpart operating in different environments.
In this research, an attention-based depthwise separable neural network with Bayesian optimization (ADSNN-BO) is proposed to detect and classify rice disease from rice leaf images. Rice diseases frequently result in 20 to 40 \% corp production loss in yield and is highly related to the global economy. Rapid disease identification is critical to plan treatment promptly and reduce the corp losses. Rice disease diagnosis is still mainly performed manually. To achieve AI assisted rapid and accurate disease detection, we proposed the ADSNN-BO model based on MobileNet structure and augmented attention mechanism. Moreover, Bayesian optimization method is applied to tune hyper-parameters of the model. Cross-validated classification experiments are conducted based on a public rice disease dataset with four categories in total. The experimental results demonstrate that our mobile compatible ADSNN-BO model achieves a test accuracy of 94.65\%, which outperforms all of the state-of-the-art models tested. To check the interpretability of our proposed model, feature analysis including activation map and filters visualization approach are also conducted. Results show that our proposed attention-based mechanism can more effectively guide the ADSNN-BO model to learn informative features. The outcome of this research will promote the implementation of artificial intelligence for fast plant disease diagnosis and control in the agricultural field.
Adhesive joints are increasingly used in industry for a wide variety of applications because of their favorable characteristics such as high strength-to-weight ratio, design flexibility, limited stress concentrations, planar force transfer, good damage tolerance, and fatigue resistance. Finding the optimal process parameters for an adhesive bonding process is challenging: the optimization is inherently multi-objective (aiming to maximize break strength while minimizing cost), constrained (the process should not result in any visual damage to the materials, and stress tests should not result in failures that are adhesion-related), and uncertain (testing the same process parameters several times may lead to different break strengths). Real-life physical experiments in the lab are expensive to perform. Traditional evolutionary approaches (such as genetic algorithms) are then ill-suited to solve the problem, due to the prohibitive amount of experiments required for evaluation. Although Bayesian optimization-based algorithms are preferred to solve such expensive problems, few methods consider the optimization of more than one (noisy) objective and several constraints at the same time. In this research, we successfully applied specific machine learning techniques (Gaussian Process Regression) to emulate the objective and constraint functions based on a limited amount of experimental data. The techniques are embedded in a Bayesian optimization algorithm, which succeeds in detecting Pareto-optimal process settings in a highly efficient way (i.e., requiring a limited number of physical experiments).