We present IOHexperimenter, the experimentation module of the IOHprofiler project, which aims at providing an easy-to-use and highly customizable toolbox for benchmarking iterative optimization heuristics such as local search, evolutionary and genetic algorithms, Bayesian optimization techniques, etc. IOHexperimenter can be used as a stand-alone tool or as part of a benchmarking pipeline that uses other components of IOHprofiler such as IOHanalyzer, the module for interactive performance analysis and visualization. IOHexperimenter provides an efficient interface between optimization problems and their solvers while allowing for granular logging of the optimization process. These logs are fully compatible with existing tools for interactive data analysis, which significantly speeds up the deployment of a benchmarking pipeline. The main components of IOHexperimenter are the environment to build customized problem suites and the various logging options that allow users to steer the granularity of the data records.
Humans sometimes choose actions that they themselves can identify as sub-optimal, or wrong, even in the absence of additional information. How is this possible? We present an algorithmic theory of metacognition based on a well-understood trade-off in reinforcement learning (RL) between value-based RL and policy-based RL. To the cognitive (neuro)science community, our theory answers the outstanding question of why information can be used for error detection but not for action selection. To the machine learning community, our proposed theory creates a novel interaction between the Actor and Critic in Actor-Critic agents and notes a novel connection between RL and Bayesian Optimization. We call our proposed agent the Metacognitive Actor Critic (MAC). We conclude with showing how to create metacognition in machines by implementing a deep MAC and showing that it can detect (some of) its own suboptimal actions without external information or delay.
Bayesian optimization (BO) is an efficient method to optimize expensive black-box functions. It has been generalized to scenarios where objective function evaluations return stochastic binary feedback, such as success/failure in a given test, or preference between different parameter settings. In many real-world situations, the objective function can be evaluated in controlled 'contexts' or 'environments' that directly influence the observations. For example, one could directly alter the 'difficulty' of the test that is used to evaluate a system's performance. With binary feedback, the context determines the information obtained from each observation. For example, if the test is too easy/hard, the system will always succeed/fail, yielding uninformative binary outputs. Here we combine ideas from Bayesian active learning and optimization to efficiently choose the best context and optimization parameter on each iteration. We demonstrate the performance of our algorithm and illustrate how it can be used to tackle a concrete application in visual psychophysics: efficiently improving patients' vision via corrective lenses, using psychophysics measurements.
Many black-box optimization tasks arising in high-stakes applications require risk-averse decisions. The standard Bayesian optimization (BO) paradigm, however, optimizes the expected value only. We generalize BO to trade mean and input-dependent variance of the objective, both of which we assume to be unknown a priori. In particular, we propose a novel risk-averse heteroscedastic Bayesian optimization algorithm (RAHBO) that aims to identify a solution with high return and low noise variance, while learning the noise distribution on the fly. To this end, we model both expectation and variance as (unknown) RKHS functions, and propose a novel risk-aware acquisition function. We bound the regret for our approach and provide a robust rule to report the final decision point for applications where only a single solution must be identified. We demonstrate the effectiveness of RAHBO on synthetic benchmark functions and hyperparameter tuning tasks.
State-of-the-art results in deep learning have been improving steadily, in good part due to the use of larger models. However, widespread use is constrained by device hardware limitations, resulting in a substantial performance gap between state-of-the-art models and those that can be effectively deployed on small devices. While Knowledge Distillation (KD) theoretically enables small student models to emulate larger teacher models, in practice selecting a good student architecture requires considerable human expertise. Neural Architecture Search (NAS) appears as a natural solution to this problem but most approaches can be inefficient, as most of the computation is spent comparing architectures sampled from the same distribution, with negligible differences in performance. In this paper, we propose to instead search for a family of student architectures sharing the property of being good at learning from a given teacher. Our approach AutoKD, powered by Bayesian Optimization, explores a flexible graph-based search space, enabling us to automatically learn the optimal student architecture distribution and KD parameters, while being 20x more sample efficient compared to existing state-of-the-art. We evaluate our method on 3 datasets; on large images specifically, we reach the teacher performance while using 3x less memory and 10x less parameters. Finally, while AutoKD uses the traditional KD loss, it outperforms more advanced KD variants using hand-designed students.
While Weighted Lasso sparse regression has appealing statistical guarantees that would entail a major real-world impact in finance, genomics, and brain imaging applications, it is typically scarcely adopted due to its complex high-dimensional space composed by thousands of hyperparameters. On the other hand, the latest progress with high-dimensional hyperparameter optimization (HD-HPO) methods for black-box functions demonstrates that high-dimensional applications can indeed be efficiently optimized. Despite this initial success, HD-HPO approaches are mostly applied to synthetic problems with a moderate number of dimensions, which limits its impact in scientific and engineering applications. We propose LassoBench, the first benchmark suite tailored for Weighted Lasso regression. LassoBench consists of benchmarks for both well-controlled synthetic setups (number of samples, noise level, ambient and effective dimensionalities, and multiple fidelities) and real-world datasets, which enables the use of many flavors of HPO algorithms to be studied and extended to the high-dimensional Lasso setting. We evaluate 6 state-of-the-art HPO methods and 3 Lasso baselines, and demonstrate that Bayesian optimization and evolutionary strategies can improve over the methods commonly used for sparse regression while highlighting limitations of these frameworks in very high-dimensional and noisy settings.
Most real optimization problems are defined over a mixed search space where the variables are both discrete and continuous. In engineering applications, the objective function is typically calculated with a numerically costly black-box simulation.General mixed and costly optimization problems are therefore of a great practical interest, yet their resolution remains in a large part an open scientific question. In this article, costly mixed problems are approached through Gaussian processes where the discrete variables are relaxed into continuous latent variables. The continuous space is more easily harvested by classical Bayesian optimization techniques than a mixed space would. Discrete variables are recovered either subsequently to the continuous optimization, or simultaneously with an additional continuous-discrete compatibility constraint that is handled with augmented Lagrangians. Several possible implementations of such Bayesian mixed optimizers are compared. In particular, the reformulation of the problem with continuous latent variables is put in competition with searches working directly in the mixed space. Among the algorithms involving latent variables and an augmented Lagrangian, a particular attention is devoted to the Lagrange multipliers for which a local and a global estimation techniques are studied. The comparisons are based on the repeated optimization of three analytical functions and a beam design problem.
Bayesian optimization is a data-efficient technique which can be used for control parameter tuning, parametric policy adaptation, and structure design in robotics. Many of these problems require optimization of functions defined on non-Euclidean domains like spheres, rotation groups, or spaces of positive-definite matrices. To do so, one must place a Gaussian process prior, or equivalently define a kernel, on the space of interest. Effective kernels typically reflect the geometry of the spaces they are defined on, but designing them is generally non-trivial. Recent work on the Riemannian Mat\'ern kernels, based on stochastic partial differential equations and spectral theory of the Laplace-Beltrami operator, offers promising avenues towards constructing such geometry-aware kernels. In this paper, we study techniques for implementing these kernels on manifolds of interest in robotics, demonstrate their performance on a set of artificial benchmark functions, and illustrate geometry-aware Bayesian optimization for a variety of robotic applications, covering orientation control, manipulability optimization, and motion planning, while showing its improved performance.
We consider the problem of optimizing combinatorial spaces (e.g., sequences, trees, and graphs) using expensive black-box function evaluations. For example, optimizing molecules for drug design using physical lab experiments. Bayesian optimization (BO) is an efficient framework for solving such problems by intelligently selecting the inputs with high utility guided by a learned surrogate model. A recent BO approach for combinatorial spaces is through a reduction to BO over continuous spaces by learning a latent representation of structures using deep generative models (DGMs). The selected input from the continuous space is decoded into a discrete structure for performing function evaluation. However, the surrogate model over the latent space only uses the information learned by the DGM, which may not have the desired inductive bias to approximate the target black-box function. To overcome this drawback, this paper proposes a principled approach referred as LADDER. The key idea is to define a novel structure-coupled kernel that explicitly integrates the structural information from decoded structures with the learned latent space representation for better surrogate modeling. Our experiments on real-world benchmarks show that LADDER significantly improves over the BO over latent space method, and performs better or similar to state-of-the-art methods.
Neural architecture search is a promising area of research dedicated to automating the design of neural network models. This field is rapidly growing, with a surge of methodologies ranging from Bayesian optimization,neuroevoltion, to differentiable search, and applications in various contexts. However, despite all great advances, few studies have presented insights on the difficulty of the problem itself, thus the success (or fail) of these methodologies remains unexplained. In this sense, the field of optimization has developed methods that highlight key aspects to describe optimization problems. The fitness landscape analysis stands out when it comes to characterize reliably and quantitatively search algorithms. In this paper, we propose to use fitness landscape analysis to study a neural architecture search problem. Particularly, we introduce the fitness landscape footprint, an aggregation of eight (8)general-purpose metrics to synthesize the landscape of an architecture search problem. We studied two problems, the classical image classification benchmark CIFAR-10, and the Remote-Sensing problem So2Sat LCZ42. The results present a quantitative appraisal of the problems, allowing to characterize the relative difficulty and other characteristics, such as the ruggedness or the persistence, that helps to tailor a search strategy to the problem. Also, the footprint is a tool that enables the comparison of multiple problems.
Dynamical systems models for controlling multi-agent swarms have demonstrated advances toward resilient, decentralized navigation algorithms. We previously introduced the NeuroSwarms controller, in which agent-based interactions were modeled by analogy to neuronal network interactions, including attractor dynamics and phase synchrony, that have been theorized to operate within hippocampal place-cell circuits in navigating rodents. This complexity precludes linear analyses of stability, controllability, and performance typically used to study conventional swarm models. Further, tuning dynamical controllers by hand or grid search is often inadequate due to the complexity of objectives, dimensionality of model parameters, and computational costs of simulation-based sampling. Here, we present a framework for tuning dynamical controller models of autonomous multi-agent systems based on Bayesian Optimization (BayesOpt). Our approach utilizes a task-dependent objective function to train Gaussian Processes (GPs) as surrogate models to achieve adaptive and efficient exploration of a dynamical controller model's parameter space. We demonstrate this approach by studying an objective function selecting for NeuroSwarms behaviors that cooperatively localize and capture spatially distributed rewards under time pressure. We generalized task performance across environments by combining scores for simulations in distinct geometries. To validate search performance, we compared high-dimensional clustering for high- vs. low-likelihood parameter points by visualizing sample trajectories in Uniform Manifold Approximation and Projection (UMAP) embeddings. Our findings show that adaptive, sample-efficient evaluation of the self-organizing behavioral capacities of complex systems, including dynamical swarm controllers, can accelerate the translation of neuroscientific theory to applied domains.
In this paper, we describe our method for tackling the automated hyperparameter optimization challenge in QQ Browser 2021 AI Algorithm Competiton (ACM CIKM 2021 AnalyticCup Track 2). The competition organizers provide anonymized realistic industrial tasks and datasets for black-box optimization. Based on our open-sourced package OpenBox, we adopt the Bayesian optimization framework for configuration sampling and a heuristic early stopping strategy. We won first place in both the preliminary and final contests with the results of 0.938291 and 0.918753, respectively.
Data augmentation methods enrich datasets with augmented data to improve the performance of neural networks. Recently, automated data augmentation methods have emerged, which automatically design augmentation strategies. Existing work focuses on image classification and object detection, whereas we provide the first study on semantic image segmentation and introduce two new approaches: \textit{SmartAugment} and \textit{SmartSamplingAugment}. SmartAugment uses Bayesian Optimization to search over a rich space of augmentation strategies and achieves a new state-of-the-art performance in all semantic segmentation tasks we consider. SmartSamplingAugment, a simple parameter-free approach with a fixed augmentation strategy competes in performance with the existing resource-intensive approaches and outperforms cheap state-of-the-art data augmentation methods. Further, we analyze the impact, interaction, and importance of data augmentation hyperparameters and perform ablation studies, which confirm our design choices behind SmartAugment and SmartSamplingAugment. Lastly, we will provide our source code for reproducibility and to facilitate further research.
For Bayesian optimization (BO) on high-dimensional data with complex structure, neural network-based kernels for Gaussian processes (GPs) have been used to learn flexible surrogate functions by the high representation power of deep learning. However, existing methods train neural networks by maximizing the marginal likelihood, which do not directly improve the BO performance. In this paper, we propose a meta-learning method for BO with neural network-based kernels that minimizes the expected gap between the true optimum value and the best value found by BO. We model a policy, which takes the current evaluated data points as input and outputs the next data point to be evaluated, by a neural network, where neural network-based kernels, GPs, and mutual information-based acquisition functions are used as its layers. With our model, the neural network-based kernel is trained to be appropriate for the acquisition function by backpropagating the gap through the acquisition function and GP. Our model is trained by a reinforcement learning framework from multiple tasks. Since the neural network is shared across different tasks, we can gather knowledge on BO from multiple training tasks, and use the knowledge for unseen test tasks. In experiments using three text document datasets, we demonstrate that the proposed method achieves better BO performance than the existing methods.
Bayesian optimization (BO) has recently been extended to the federated learning (FL) setting by the federated Thompson sampling (FTS) algorithm, which has promising applications such as federated hyperparameter tuning. However, FTS is not equipped with a rigorous privacy guarantee which is an important consideration in FL. Recent works have incorporated differential privacy (DP) into the training of deep neural networks through a general framework for adding DP to iterative algorithms. Following this general DP framework, our work here integrates DP into FTS to preserve user-level privacy. We also leverage the ability of this general DP framework to handle different parameter vectors, as well as the technique of local modeling for BO, to further improve the utility of our algorithm through distributed exploration (DE). The resulting differentially private FTS with DE (DP-FTS-DE) algorithm is endowed with theoretical guarantees for both the privacy and utility and is amenable to interesting theoretical insights about the privacy-utility trade-off. We also use real-world experiments to show that DP-FTS-DE achieves high utility (competitive performance) with a strong privacy guarantee (small privacy loss) and induces a trade-off between privacy and utility.
Decision making in uncertain scenarios is an ubiquitous challenge in real world systems. Tools to deal with this challenge include simulations to gather information and statistical emulation to quantify uncertainty. The machine learning community has developed a number of methods to facilitate decision making, but so far they are scattered in multiple different toolkits, and generally rely on a fixed backend. In this paper, we present Emukit, a highly adaptable Python toolkit for enriching decision making under uncertainty. Emukit allows users to: (i) use state of the art methods including Bayesian optimization, multi-fidelity emulation, experimental design, Bayesian quadrature and sensitivity analysis; (ii) easily prototype new decision making methods for new problems. Emukit is agnostic to the underlying modeling framework and enables users to use their own custom models. We show how Emukit can be used on three exemplary case studies.
This paper studies the problem of performing a sequence of optimal interventions in a causal dynamical system where both the target variable of interest and the inputs evolve over time. This problem arises in a variety of domains e.g. system biology and operational research. Dynamic Causal Bayesian Optimization (DCBO) brings together ideas from sequential decision making, causal inference and Gaussian process (GP) emulation. DCBO is useful in scenarios where all causal effects in a graph are changing over time. At every time step DCBO identifies a local optimal intervention by integrating both observational and past interventional data collected from the system. We give theoretical results detailing how one can transfer interventional information across time steps and define a dynamic causal GP model which can be used to quantify uncertainty and find optimal interventions in practice. We demonstrate how DCBO identifies optimal interventions faster than competing approaches in multiple settings and applications.
Automated driving systems (ADS) have undergone a significant improvement in the last years. ADS and more precisely self-driving cars technologies will change the way we perceive and know the world of transportation systems in terms of user experience, mode choices and business models. The emerging field of Deep Learning (DL) has been successfully applied for the development of innovative ADS solutions. However, the attempt to single out the best deep neural network architecture and tuning its hyperparameters are all expensive processes, both in terms of time and computational resources. In this work, Bayesian Optimization (BO) is used to optimize the hyperparameters of a Spatiotemporal-Long Short Term Memory (ST-LSTM) network with the aim to obtain an accurate model for the prediction of the steering angle in a ADS. BO was able to identify, within a limited number of trials, a model -- namely BOST-LSTM -- which resulted, on a public dataset, the most accurate when compared to classical end-to-end driving models.
Many functions have approximately-known upper and/or lower bounds, potentially aiding the modeling of such functions. In this paper, we introduce Gaussian process models for functions where such bounds are (approximately) known. More specifically, we propose the first use of such bounds to improve Gaussian process (GP) posterior sampling and Bayesian optimization (BO). That is, we transform a GP model satisfying the given bounds, and then sample and weight functions from its posterior. To further exploit these bounds in BO settings, we present bounded entropy search (BES) to select the point gaining the most information about the underlying function, estimated by the GP samples, while satisfying the output constraints. We characterize the sample variance bounds and show that the decision made by BES is explainable. Our proposed approach is conceptually straightforward and can be used as a plug in extension to existing methods for GP posterior sampling and Bayesian optimization.
In Bayesian Optimization (BO) we study black-box function optimization with noisy point evaluations and Bayesian priors. Convergence of BO can be greatly sped up by batching, where multiple evaluations of the black-box function are performed in a single round. The main difficulty in this setting is to propose at the same time diverse and informative batches of evaluation points. In this work, we introduce DPP-Batch Bayesian Optimization (DPP-BBO), a universal framework for inducing batch diversity in sampling based BO by leveraging the repulsive properties of Determinantal Point Processes (DPP) to naturally diversify the batch sampling procedure. We illustrate this framework by formulating DPP-Thompson Sampling (DPP-TS) as a variant of the popular Thompson Sampling (TS) algorithm and introducing a Markov Chain Monte Carlo procedure to sample from it. We then prove novel Bayesian simple regret bounds for both classical batched TS as well as our counterpart DPP-TS, with the latter bound being tighter. Our real-world, as well as synthetic, experiments demonstrate improved performance of DPP-BBO over classical batching methods with Gaussian process and Cox process models.