We present a method for estimating parameters in stochastic models of biochemical reaction networks by fitting steady-state distributions using Wasserstein distances. We simulate a reaction network at different parameter settings and train a Gaussian process to learn the Wasserstein distance between observations and the simulator output for all parameters. We then use Bayesian optimization to find parameters minimizing this distance based on the trained Gaussian process. The effectiveness of our method is demonstrated on the three-stage model of gene expression and a genetic feedback loop for which moment-based methods are known to perform poorly. Our method is applicable to any simulator model of stochastic reaction networks, including Brownian Dynamics.
The TREC 2017 Common Core Track aimed at gathering a diverse set of participating runs and building a new test collection using advanced pooling methods. In this paper, we describe the participation of the IlpsUvA team at the TREC 2017 Common Core Track. We submitted runs created using two methods to the track: (1) BOIR uses Bayesian optimization to automatically optimize retrieval model hyperparameters. (2) NVSM is a latent vector space model where representations of documents and query terms are learned from scratch in an unsupervised manner. We find that BOIR is able to optimize hyperparameters as to find a system that performs competitively amongst track participants. NVSM provides rankings that are diverse, as it was amongst the top automated unsupervised runs that provided the most unique relevant documents.
With the increasing demand to efficiently deploy DNNs on mobile edge devices, it becomes much more important to reduce unnecessary computation and increase the execution speed. Prior methods towards this goal, including model compression and network architecture search (NAS), are largely performed independently and do not fully consider compiler-level optimizations which is a must-do for mobile acceleration. In this work, we first propose (i) a general category of fine-grained structured pruning applicable to various DNN layers, and (ii) a comprehensive, compiler automatic code generation framework supporting different DNNs and different pruning schemes, which bridge the gap of model compression and NAS. We further propose NPAS, a compiler-aware unified network pruning, and architecture search. To deal with large search space, we propose a meta-modeling procedure based on reinforcement learning with fast evaluation and Bayesian optimization, ensuring the total number of training epochs comparable with representative NAS frameworks. Our framework achieves 6.7ms, 5.9ms, 3.9ms ImageNet inference times with 78.2%, 75% (MobileNet-V3 level), and 71% (MobileNet-V2 level) Top-1 accuracy respectively on an off-the-shelf mobile phone, consistently outperforming prior work.
Graph data is ubiquitous in academia and industry, from social networks to bioinformatics. The pervasiveness of graphs today has raised the demand for algorithms that can answer various questions: Which products would a user like to purchase given her order list? Which users are buying fake followers to increase their public reputation? Myriads of new graph mining algorithms are proposed every year to answer such questions - each with a distinct problem formulation, computational time, and memory footprint. This lack of unity makes it difficult for a practitioner to compare different algorithms and pick the most suitable one for a specific application. These challenges - even more severe for non-experts - create a gap in which state-of-the-art techniques developed in academic settings fail to be optimally deployed in real-world applications. To bridge this gap, we propose AUTOGM, an automated system for graph mining algorithm development. We first define a unified framework UNIFIEDGM that integrates various message-passing based graph algorithms, ranging from conventional algorithms like PageRank to graph neural networks. Then UNIFIEDGM defines a search space in which five parameters are required to determine a graph algorithm. Under this search space, AUTOGM explicitly optimizes for the optimal parameter set of UNIFIEDGM using Bayesian Optimization. AUTOGM defines a novel budget-aware objective function for the optimization to incorporate a practical issue - finding the best speed-accuracy trade-off under a computation budget - into the graph algorithm generation problem. Experiments on real-world benchmark datasets demonstrate that AUTOGM generates novel graph mining algorithms with the best speed/accuracy trade-off compared to existing models with heuristic parameters.
Sociotechnical systems within cities are now equipped with machine learning algorithms in hopes to increase efficiency and functionality by modeling and predicting trends. Machine learning algorithms have been applied in these domains to address challenges such as balancing the distribution of bikes throughout a city and identifying demand hotspots for ride sharing drivers. However, these algorithms applied to challenges in sociotechnical systems have exacerbated social inequalities due to previous bias in data sets or the lack of data from marginalized communities. In this paper, I will address how smart mobility initiatives in cities use machine learning algorithms to address challenges. I will also address how these algorithms unintentionally discriminate against features such as socioeconomic status to motivate the importance of algorithmic fairness. Using the bike sharing program in Pittsburgh, PA, I will present a position on how discrimination can be eliminated from the pipeline using Bayesian Optimization.
Bayesian optimization is a popular method for solving the problem of global optimization of an expensive-to-evaluate black-box function. It relies on a probabilistic surrogate model of the objective function, upon which an acquisition function is built to determine where next to evaluate the objective function. In general, Bayesian optimization with Gaussian process regression operates on a continuous space. When input variables are categorical or discrete, an extra care is needed. A common approach is to use one-hot encoded or Boolean representation for categorical variables which might yield a combinatorial explosion problem. In this paper we present a method for Bayesian optimization in a combinatorial space, which can operate well in a large combinatorial space. The main idea is to use a random mapping which embeds the combinatorial space into a convex polytope in a continuous space, on which all essential process is performed to determine a solution to the black-box optimization in the combinatorial space. We describe our combinatorial Bayesian optimization algorithm and present its regret analysis. Numerical experiments demonstrate that our method shows satisfactory performance compared to existing methods.
Particle swarm optimization (PSO) method cannot be directly used in the problem of hyper-parameter estimation since the mathematical formulation of the mapping from hyper-parameters to loss function or generalization accuracy is unclear. Bayesian optimization (BO) framework is capable of converting the optimization of the hyper-parameters into the optimization of an acquisition function. The acquisition function is non-convex and multi-peak. So the problem can be better solved by the PSO. The proposed method in this paper uses the particle swarm method to optimize the acquisition function in the BO framework to get better hyper-parameters. The performances of proposed method in both of the classification and regression models are evaluated and demonstrated. The results on several benchmark problems are improved.
Bayesian optimization (BO) is a popular method to optimize expensive black-box functions. It efficiently tunes machine learning algorithms under the implicit assumption that hyperparameter evaluations cost approximately the same. In reality, the cost of evaluating different hyperparameters, be it in terms of time, dollars or energy, can span several orders of magnitude of difference. While a number of heuristics have been proposed to make BO cost-aware, none of these have been proven to work robustly. In this work, we reformulate cost-aware BO in terms of Pareto efficiency and introduce the cost Pareto Front, a mathematical object allowing us to highlight the shortcomings of commonly used acquisition functions. Based on this, we propose a novel Pareto-efficient adaptation of the expected improvement. On 144 real-world black-box function optimization problems we show that our Pareto-efficient acquisition functions significantly outperform previous solutions, bringing up to 50% speed-ups while providing finer control over the cost-accuracy trade-off. We also revisit the common choice of Gaussian process cost models, showing that simple, low-variance cost models predict training times effectively.
In recent years, large amounts of data have been generated, and computer power has kept growing. This scenario has led to a resurgence in the interest in artificial neural networks. One of the main challenges in training effective neural network models is finding the right combination of hyperparameters to be used. Indeed, the choice of an adequate approach to search the hyperparameter space directly influences the accuracy of the resulting neural network model. Common approaches for hyperparameter optimization are Grid Search, Random Search, and Bayesian Optimization. There are also population-based methods such as CMA-ES. In this paper, we present HBRKGA, a new population-based approach for hyperparameter optimization. HBRKGA is a hybrid approach that combines the Biased Random Key Genetic Algorithm with a Random Walk technique to search the hyperparameter space efficiently. Several computational experiments on eight different datasets were performed to assess the effectiveness of the proposed approach. Results showed that HBRKGA could find hyperparameter configurations that outperformed (in terms of predictive quality) the baseline methods in six out of eight datasets while showing a reasonable execution time.
There is a growing trend in molecular and synthetic biology of using mechanistic (non machine learning) models to design biomolecular networks. Once designed, these networks need to be validated by experimental results to ensure the theoretical network correctly models the true system. However, these experiments can be expensive and time consuming. We propose a design of experiments approach for validating these networks efficiently. Gaussian processes are used to construct a probabilistic model of the discrepancy between experimental results and the designed response, then a Bayesian optimization strategy used to select the next sample points. We compare different design criteria and develop a stopping criterion based on a metric that quantifies this discrepancy over the whole surface, and its uncertainty. We test our strategy on simulated data from computer models of biochemical processes.
Task-incremental learning involves the challenging problem of learning new tasks continually, without forgetting past knowledge. Many approaches address the problem by expanding the structure of a shared neural network as tasks arrive, but struggle to grow optimally, without losing past knowledge. We present a new framework, Learn to Bind and Grow, which learns a neural architecture for a new task incrementally, either by binding with layers of a similar task or by expanding layers which are more likely to conflict between tasks. Central to our approach is a novel, interpretable, parameterization of the shared, multi-task architecture space, which then enables computing globally optimal architectures using Bayesian optimization. Experiments on continual learning benchmarks show that our framework performs comparably with earlier expansion based approaches and is able to flexibly compute multiple optimal solutions with performance-size trade-offs.
The problem of inverse reinforcement learning (IRL) is relevant to a variety of tasks including value alignment and robot learning from demonstration. Despite significant algorithmic contributions in recent years, IRL remains an ill-posed problem at its core; multiple reward functions coincide with the observed behavior and the actual reward function is not identifiable without prior knowledge or supplementary information. This paper presents an IRL framework called Bayesian optimization-IRL (BO-IRL) which identifies multiple solutions that are consistent with the expert demonstrations by efficiently exploring the reward function space. BO-IRL achieves this by utilizing Bayesian Optimization along with our newly proposed kernel that (a) projects the parameters of policy invariant reward functions to a single point in a latent space and (b) ensures nearby points in the latent space correspond to reward functions yielding similar likelihoods. This projection allows the use of standard stationary kernels in the latent space to capture the correlations present across the reward function space. Empirical results on synthetic and real-world environments (model-free and model-based) show that BO-IRL discovers multiple reward functions while minimizing the number of expensive exact policy optimizations.
Machine learning (ML) methods have recently emerged as an effective way to perform automated parameter tuning of databases. State-of-the-art approaches include Bayesian optimization (BO) and reinforcement learning (RL). In this work, we describe our experience when applying these methods to a database not yet studied in this context: FoundationDB. Firstly, we describe the challenges we faced, such as unknown valid ranges of configuration parameters and combinations of parameter values that result in invalid runs, and how we mitigated them. While these issues are typically overlooked, we argue that they are a crucial barrier to the adoption of ML self-tuning techniques in databases, and thus deserve more attention from the research community. Secondly, we present experimental results obtained when tuning FoundationDB using ML methods. Unlike prior work in this domain, we also compare with the simplest of baselines: random search. Our results show that, while BO and RL methods can improve the throughput of FoundationDB by up to 38%, random search is a highly competitive baseline, finding a configuration that is only 4% worse than the, vastly more complex, ML methods. We conclude that future work in this area may want to focus more on randomized, model-free optimization algorithms.
There is increasing interest in allocating treatments based on observed individual characteristics: examples include targeted marketing, individualized credit offers, and heterogeneous pricing. Treatment personalization introduces incentives for individuals to modify their behavior to obtain a better treatment. Strategic behavior shifts the joint distribution of covariates and potential outcomes. The optimal rule without strategic behavior allocates treatments only to those with a positive Conditional Average Treatment Effect. With strategic behavior, we show that the optimal rule can involve randomization, allocating treatments with less than 100% probability even to those who respond positively on average to the treatment. We propose a sequential experiment based on Bayesian Optimization that converges to the optimal treatment rule without parametric assumptions on individual strategic behavior.
This paper presents the design of a tune-free (human-out-of-the-loop parameter tuning) control framework, aiming at accelerating large scale autonomous driving system deployed on various vehicles and driving environments. The framework consists of three machine-learning-based procedures, which jointly automate the control parameter tuning for autonomous driving, including: a learning-based dynamic modeling procedure, to enable the control-in-the-loop simulation with highly accurate vehicle dynamics for parameter tuning; a learning-based open-loop mapping procedure, to solve the feedforward control parameters tuning; and more significantly, a Bayesian-optimization-based closed-loop parameter tuning procedure, to automatically tune feedback control (PID, LQR, MRAC, MPC, etc.) parameters in simulation environment. The paper shows an improvement in control performance with a significant increase in parameter tuning efficiency, in both simulation and road tests. This framework has been validated on different vehicles in US and China.
One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an approximate solution to the original problem. In the case of discrete problems, recent research has revolved around surrogate models that are specifically constructed to deal with discrete structures. A main motivation is that literature considers continuous methods, such as Bayesian optimization with Gaussian processes as the surrogate, to be sub-optimal (especially in higher dimensions) because they ignore the discrete structure by, e.g., rounding off real-valued solutions to integers. However, we claim that this is not true. In fact, we present empirical evidence showing that the use of continuous surrogate models displays competitive performance on a set of high-dimensional discrete benchmark problems, including a real-life application, against state-of-the-art discrete surrogate-based methods. Our experiments on different discrete structures and time constraints also give more insight into which algorithms work well on which type of problem.
Graph Neural Networks (GNNs) have achieved remarkable performance by taking advantage of graph data. The success of GNN models always depends on rich features and adjacent relationships. However, in practice, such data are usually isolated by different data owners (clients) and thus are likely to be Non-Independent and Identically Distributed (Non-IID). Meanwhile, considering the limited network status of data owners, hyper-parameters optimization for collaborative learning approaches is time-consuming in data isolation scenarios. To address these problems, we propose an Automated Separated-Federated Graph Neural Network (ASFGNN) learning paradigm. ASFGNN consists of two main components, i.e., the training of GNN and the tuning of hyper-parameters. Specifically, to solve the data Non-IID problem, we first propose a separated-federated GNN learning model, which decouples the training of GNN into two parts: the message passing part that is done by clients separately, and the loss computing part that is learnt by clients federally. To handle the time-consuming parameter tuning problem, we leverage Bayesian optimization technique to automatically tune the hyper-parameters of all the clients. We conduct experiments on benchmark datasets and the results demonstrate that ASFGNN significantly outperforms the naive federated GNN, in terms of both accuracy and parameter-tuning efficiency.
This paper focuses on Bayesian Optimization in combinatorial spaces. In many applications in the natural science. Broad applications include the study of molecules, proteins, DNA, device structures and quantum circuit designs, a on optimization over combinatorial categorical spaces is needed to find optimal or pareto-optimal solutions. However, only a limited amount of methods have been proposed to tackle this problem. Many of them depend on employing Gaussian Process for combinatorial Bayesian Optimizations. Gaussian Processes suffer from scalability issues for large data sizes as their scaling is cubic with respect to the number of data points. This is often impractical for optimizing large search spaces. Here, we introduce a variational Bayesian optimization method that combines variational optimization and continuous relaxations to the optimization of the acquisition function for Bayesian optimization. Critically, this method allows for gradient-based optimization and has the capability of optimizing problems with large data size and data dimensions. We have shown the performance of our method is comparable to state-of-the-art methods while maintaining its scalability advantages. We also applied our method in molecular optimization.
We study the novel problem of blackbox optimization of multiple objectives via multi-fidelity function evaluations that vary in the amount of resources consumed and their accuracy. The overall goal is to approximate the true Pareto set of solutions by minimizing the resources consumed for function evaluations. For example, in power system design optimization, we need to find designs that trade-off cost, size, efficiency, and thermal tolerance using multi-fidelity simulators for design evaluations. In this paper, we propose a novel approach referred as Multi-Fidelity Output Space Entropy Search for Multi-objective Optimization (MF-OSEMO) to solve this problem. The key idea is to select the sequence of candidate input and fidelity-vector pairs that maximize the information gained about the true Pareto front per unit resource cost. Our experiments on several synthetic and real-world benchmark problems show that MF-OSEMO, with both approximations, significantly improves over the state-of-the-art single-fidelity algorithms for multi-objective optimization.
Transferring reinforcement learning policies trained in physics simulation to the real hardware remains a challenge, known as the "sim-to-real" gap. Domain randomization is a simple yet effective technique to address dynamics discrepancies across source and target domains, but its success generally depends on heuristics and trial-and-error. In this work we investigate the impact of randomized parameter selection on policy transferability across different types of domain discrepancies. Contrary to common practice in which kinematic parameters are carefully measured while dynamic parameters are randomized, we found that virtually randomizing kinematic parameters (e.g., link lengths) during training in simulation generally outperforms dynamic randomization. Based on this finding, we introduce a new domain adaptation algorithm that utilizes simulated kinematic parameters variation. Our algorithm, Multi-Policy Bayesian Optimization, trains an ensemble of universal policies conditioned on virtual kinematic parameters and efficiently adapts to the target environment using a limited number of target domain rollouts. We showcase our findings on a simulated quadruped robot in five different target environments covering different aspects of domain discrepancies.