We consider multi-objective optimization (MOO) of an unknown vector-valued function in the non-parametric Bayesian optimization (BO) setting, with the aim being to learn points on the Pareto front of the objectives. Most existing BO algorithms do not model the fact that the multiple objectives, or equivalently, tasks can share similarities, and even the few that do lack rigorous, finite-time regret guarantees that capture explicitly inter-task structure. In this work, we address this problem by modelling inter-task dependencies using a multi-task kernel and develop two novel BO algorithms based on random scalarizations of the objectives. Our algorithms employ vector-valued kernel regression as a stepping stone and belong to the upper confidence bound class of algorithms. Under a smoothness assumption that the unknown vector-valued function is an element of the reproducing kernel Hilbert space associated with the multi-task kernel, we derive worst-case regret bounds for our algorithms that explicitly capture the similarities between tasks. We numerically benchmark our algorithms on both synthetic and real-life MOO problems, and show the advantages offered by learning with multi-task kernels.
We study the problem of optimizing expensive blackbox functions over combinatorial spaces (e.g., sets, sequences, trees, and graphs). BOCS (Baptista and Poloczek, 2018) is a state-of-the-art Bayesian optimization method for tractable statistical models, which performs semi-definite programming based acquisition function optimization (AFO) to select the next structure for evaluation. Unfortunately, BOCS scales poorly for large number of binary and/or categorical variables. Based on recent advances in submodular relaxation (Ito and Fujimaki, 2016) for solving Binary Quadratic Programs, we study an approach referred as Parametrized Submodular Relaxation (PSR) towards the goal of improving the scalability and accuracy of solving AFO problems for BOCS model. PSR approach relies on two key ideas. First, reformulation of AFO problem as submodular relaxation with some unknown parameters, which can be solved efficiently using minimum graph cut algorithms. Second, construction of an optimization problem to estimate the unknown parameters with close approximation to the true objective. Experiments on diverse benchmark problems show significant improvements with PSR for BOCS model. The source code is available at https://github.com/aryandeshwal/Submodular_Relaxation_BOCS .
Adjoint-based optimization methods are attractive for aerodynamic shape design primarily due to their computational costs being independent of the dimensionality of the input space and their ability to generate high-fidelity gradients that can then be used in a gradient-based optimizer. This makes them very well suited for high-fidelity simulation based aerodynamic shape optimization of highly parametrized geometries such as aircraft wings. However, the development of adjoint-based solvers involve careful mathematical treatment and their implementation require detailed software development. Furthermore, they can become prohibitively expensive when multiple optimization problems are being solved, each requiring multiple restarts to circumvent local optima. In this work, we propose a machine learning enabled, surrogate-based framework that replaces the expensive adjoint solver, without compromising on predicting predictive accuracy. Specifically, we first train a deep neural network (DNN) from training data generated from evaluating the high-fidelity simulation model on a model-agnostic, design of experiments on the geometry shape parameters. The optimum shape may then be computed by using a gradient-based optimizer coupled with the trained DNN. Subsequently, we also perform a gradient-free Bayesian optimization, where the trained DNN is used as the prior mean. We observe that the latter framework (DNN-BO) improves upon the DNN-only based optimization strategy for the same computational cost. Overall, this framework predicts the true optimum with very high accuracy, while requiring far fewer high-fidelity function calls compared to the adjoint-based method. Furthermore, we show that multiple optimization problems can be solved with the same machine learning model with high accuracy, to amortize the offline costs associated with constructing our models.
We consider the problem of constrained multi-objective (MO) blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions satisfying a set of constraints while minimizing the number of function evaluations. We propose a novel framework named Uncertainty-aware Search framework for Multi-Objective Optimization with Constraints (USeMOC) to efficiently select the sequence of inputs for evaluation to solve this problem. The selection method of USeMOC consists of solving a cheap constrained MO optimization problem via surrogate models of the true functions to identify the most promising candidates and picking the best candidate based on a measure of uncertainty. We applied this framework to optimize the design of a multi-output switched-capacitor voltage regulator via expensive simulations. Our experimental results show that USeMOC is able to achieve more than 90 % reduction in the number of simulations needed to uncover optimized circuits.
An essential task in predictive maintenance is the prediction of the Remaining Useful Life (RUL) through the analysis of multivariate time series. Using the sliding window method, Convolutional Neural Network (CNN) and conventional Recurrent Neural Network (RNN) approaches have produced impressive results on this matter, due to their ability to learn optimized features. However, sequence information is only partially modeled by CNN approaches. Due to the flatten mechanism in conventional RNNs, like Long Short Term Memories (LSTM), the temporal information within the window is not fully preserved. To exploit the multi-level temporal information, many approaches are proposed which combine CNN and RNN models. In this work, we propose a new LSTM variant called embedded convolutional LSTM (ECLSTM). In ECLSTM a group of different 1D convolutions is embedded into the LSTM structure. Through this, the temporal information is preserved between and within windows. Since the hyper-parameters of models require careful tuning, we also propose an automated prediction framework based on the Bayesian optimization with hyperband optimizer, which allows for efficient optimization of the network architecture. Finally, we show the superiority of our proposed ECLSTM approach over the state-of-the-art approaches on several widely used benchmark data sets for RUL Estimation.
Network attacks have been very prevalent as their rate is growing tremendously. Both organization and individuals are now concerned about their confidentiality, integrity and availability of their critical information which are often impacted by network attacks. To that end, several previous machine learning-based intrusion detection methods have been developed to secure network infrastructure from such attacks. In this paper, an effective anomaly detection framework is proposed utilizing Bayesian Optimization technique to tune the parameters of Support Vector Machine with Gaussian Kernel (SVM-RBF), Random Forest (RF), and k-Nearest Neighbor (k-NN) algorithms. The performance of the considered algorithms is evaluated using the ISCX 2012 dataset. Experimental results show the effectiveness of the proposed framework in term of accuracy rate, precision, low-false alarm rate, and recall.
Chemical process optimization and control are affected by 1) plant-model mismatch, 2) process disturbances, and 3) constraints for safe operation. Reinforcement learning by policy optimization would be a natural way to solve this due to its ability to address stochasticity, plant-model mismatch, and directly account for the effect of future uncertainty and its feedback in a proper closed-loop manner; all without the need of an inner optimization loop. One of the main reasons why reinforcement learning has not been considered for industrial processes (or almost any engineering application) is that it lacks a framework to deal with safety critical constraints. Present algorithms for policy optimization use difficult-to-tune penalty parameters, fail to reliably satisfy state constraints or present guarantees only in expectation. We propose a chance constrained policy optimization (CCPO) algorithm which guarantees the satisfaction of joint chance constraints with a high probability - which is crucial for safety critical tasks. This is achieved by the introduction of constraint tightening (backoffs), which are computed simultaneously with the feedback policy. Backoffs are adjusted with Bayesian optimization using the empirical cumulative distribution function of the probabilistic constraints, and are therefore self-tuned. This results in a general methodology that can be imbued into present policy optimization algorithms to enable them to satisfy joint chance constraints with high probability. We present case studies that analyze the performance of the proposed approach.
The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal hyper-parameters during an iterative sequential process. However, most of the Bayesian Optimization algorithms are designed to select models for effectiveness only and ignore the important issue of model training efficiency. Given that both model effectiveness and training time are important for real-world applications, models selected for effectiveness may not meet the strict training time requirements necessary to deploy in a production environment. In this work, we present a unified Bayesian Optimization framework for jointly optimizing models for both prediction effectiveness and training efficiency. We propose an objective that captures the tradeoff between these two metrics and demonstrate how we can jointly optimize them in a principled Bayesian Optimization framework. Experiments on model selection for recommendation tasks indicate models selected this way significantly improves model training efficiency while maintaining strong effectiveness as compared to state-of-the-art Bayesian Optimization algorithms.
Neural Architecture Search has achieved state-of-the-art performance in a variety of tasks, out-performing human-designed networks. However, many assumptions, that require human definition, related with the problems being solved or the models generated are still needed: final model architectures, number of layers to be sampled, forced operations, small search spaces, which ultimately contributes to having models with higher performances at the cost of inducing bias into the system. In this paper, we propose HMCNAS, which is composed of two novel components: i) a method that leverages information about human-designed models to autonomously generate a complex search space, and ii) an Evolutionary Algorithm with Bayesian Optimization that is capable of generating competitive CNNs from scratch, without relying on human-defined parameters or small search spaces. The experimental results show that the proposed approach results in competitive architectures obtained in a very short time. HMCNAS provides a step towards generalizing NAS, by providing a way to create competitive models, without requiring any human knowledge about the specific task.
In robotics, methods and softwares usually require optimizations of hyperparameters in order to be efficient for specific tasks, for instance industrial bin-picking from homogeneous heaps of different objects. We present a developmental framework based on long-term memory and reasoning modules (Bayesian Optimisation, visual similarity and parameters bounds reduction) allowing a robot to use meta-learning mechanism increasing the efficiency of such continuous and constrained parameters optimizations. The new optimization, viewed as a learning for the robot, can take advantage of past experiences (stored in the episodic and procedural memories) to shrink the search space by using reduced parameters bounds computed from the best optimizations realized by the robot with similar tasks of the new one (e.g. bin-picking from an homogenous heap of a similar object, based on visual similarity of objects stored in the semantic memory). As example, we have confronted the system to the constrained optimizations of 9 continuous hyperparameters for a professional software (Kamido) in industrial robotic arm bin-picking tasks, a step that is needed each time to handle correctly new object. We used a simulator to create bin-picking tasks for 8 different objects (7 in simulation and one with real setup, without and with meta-learning with experiences coming from other similar objects) achieving goods results despite a very small optimization budget, with a better performance reached when meta-learning is used (84.3% vs 78.9% of success overall, with a small budget of 30 iterations for each optimization) for every object tested (p-value=0.036).
Reinforcement learning algorithms can show strong variation in performance between training runs with different random seeds. In this paper we explore how this affects hyperparameter optimization when the goal is to find hyperparameter settings that perform well across random seeds. In particular, we benchmark whether it is better to explore a large quantity of hyperparameter settings via pruning of bad performers, or if it is better to aim for quality of collected results by using repetitions. For this we consider the Successive Halving, Random Search, and Bayesian Optimization algorithms, the latter two with and without repetitions. We apply these to tuning the PPO2 algorithm on the Cartpole balancing task and the Inverted Pendulum Swing-up task. We demonstrate that pruning may negatively affect the optimization and that repeated sampling does not help in finding hyperparameter settings that perform better across random seeds. From our experiments we conclude that Bayesian optimization with a noise robust acquisition function is the best choice for hyperparameter optimization in reinforcement learning tasks.
Hyperparameter tuning is an active area of research in machine learning, where the aim is to identify the optimal hyperparameters that provide the best performance on the validation set. Hyperparameter tuning is often achieved using naive techniques, such as random search and grid search. However, most of these methods seldom lead to an optimal set of hyperparameters and often get very expensive. In this paper, we propose a bilevel solution method for solving the hyperparameter optimization problem that does not suffer from the drawbacks of the earlier studies. The proposed method is general and can be easily applied to any class of machine learning algorithms. The idea is based on the approximation of the lower level optimal value function mapping, which is an important mapping in bilevel optimization and helps in reducing the bilevel problem to a single level constrained optimization task. The single-level constrained optimization problem is solved using the augmented Lagrangian method. We discuss the theory behind the proposed algorithm and perform extensive computational study on two datasets that confirm the efficiency of the proposed method. We perform a comparative study against grid search, random search and Bayesian optimization techniques that shows that the proposed algorithm is multiple times faster on problems with one or two hyperparameters. The computational gain is expected to be significantly higher as the number of hyperparameters increase. Corresponding to a given hyperparameter most of the techniques in the literature often assume a unique optimal parameter set that minimizes loss on the training set. Such an assumption is often violated by deep learning architectures and the proposed method does not require any such assumption.
Most state-of-the-art object detection systems follow an anchor-based diagram. Anchor boxes are densely proposed over the images and the network is trained to predict the boxes position offset as well as the classification confidence. Existing systems pre-define anchor box shapes and sizes and ad-hoc heuristic adjustments are used to define the anchor configurations. However, this might be sub-optimal or even wrong when a new dataset or a new model is adopted. In this paper, we study the problem of automatically optimizing anchor boxes for object detection. We first demonstrate that the number of anchors, anchor scales and ratios are crucial factors for a reliable object detection system. By carefully analyzing the existing bounding box patterns on the feature hierarchy, we design a flexible and tight hyper-parameter space for anchor configurations. Then we propose a novel hyper-parameter optimization method named AABO to determine more appropriate anchor boxes for a certain dataset, in which Bayesian Optimization and subsampling method are combined to achieve precise and efficient anchor configuration optimization. Experiments demonstrate the effectiveness of our proposed method on different detectors and datasets, e.g. achieving around 2.4% mAP improvement on COCO, 1.6% on ADE and 1.5% on VG, and the optimal anchors can bring 1.4% to 2.4% mAP improvement on SOTA detectors by only optimizing anchor configurations, e.g. boosting Mask RCNN from 40.3% to 42.3%, and HTC detector from 46.8% to 48.2%.
Active search is the process of identifying high-value data points in a large and often high-dimensional parameter space that can be expensive to evaluate. Traditional active search techniques like Bayesian optimization trade off exploration and exploitation over consecutive evaluations, and have historically focused on single or small (<5) numbers of examples evaluated per round. As modern data sets grow, so does the need to scale active search to large data sets and batch sizes. In this paper, we present a general hierarchical framework based on bandit algorithms to scale active search to large batch sizes by maximizing information derived from the unique structure of each dataset. Our hierarchical framework, Hierarchical Batch Bandit Search (HBBS), strategically distributes batch selection across a learned embedding space by facilitating wide exploration of different structural elements within a dataset. We focus our application of HBBS on modern biology, where large batch experimentation is often fundamental to the research process, and demonstrate batch design of biological sequences (protein and DNA). We also present a new Gym environment to easily simulate diverse biological sequences and to enable more comprehensive evaluation of active search methods across heterogeneous data sets. The HBBS framework improves upon standard performance, wall-clock, and scalability benchmarks for batch search by using a broad exploration strategy across coarse partitions and fine-grained exploitation within each partition of structured data.
Investigating the cognitive and neural mechanisms involved with face processing is a fundamental task in modern neuroscience and psychology. To date, the majority of such studies have focused on the use of pre-selected stimuli. The absence of personalized stimuli presents a serious limitation as it fails to account for how each individual face processing system is tuned to cultural embeddings or how it is disrupted in disease. In this work, we propose a novel framework which combines generative adversarial networks (GANs) with Bayesian optimization to identify individual response patterns to many different faces. Formally, we employ Bayesian optimization to efficiently search the latent space of state-of-the-art GAN models, with the aim to automatically generate novel faces, to maximize an individual subject's response. We present results from a web-based proof-of-principle study, where participants rated images of themselves generated via performing Bayesian optimization over the latent space of a GAN. We show how the algorithm can efficiently locate an individual's optimal face while mapping out their response across different semantic transformations of a face; inter-individual analyses suggest how the approach can provide rich information about individual differences in face processing.
Hyperparameters play a critical role in the performances of many machine learning methods. Determining their best settings or Hyperparameter Optimization (HPO) faces difficulties presented by the large number of hyperparameters as well as the excessive training time. In this paper, we develop an effective approach to reducing the total amount of required training time for HPO. In the initialization, the nested Latin hypercube design is used to select hyperparameter configurations for two types of training, which are, respectively, heavy training and light training. We propose a truncated additive Gaussian process model to calibrate approximate performance measurements generated by light training, using accurate performance measurements generated by heavy training. Based on the model, a sequential model-based algorithm is developed to generate the performance profile of the configuration space as well as find optimal ones. Our proposed approach demonstrates competitive performance when applied to optimize synthetic examples, support vector machines, fully connected networks and convolutional neural networks.
The ability to learn continuously from an incoming data stream without catastrophic forgetting is critical for designing intelligent systems. Many existing approaches to continual learning rely on stochastic gradient descent and its variants. However, these algorithms have to implement various strategies, such as memory buffers or replay, to overcome well-known shortcomings of stochastic gradient descent methods in terms of stability, greed, and short-term memory. To that end, we develop a biologically-inspired light weight neural network architecture that incorporates local learning and neuromodulation to enable input processing over data streams and online learning. Next, we address the challenge of hyperparameter selection for tasks that are not known in advance by implementing transfer metalearning: using a Bayesian optimization to explore a design space spanning multiple local learning rules and their hyperparameters, we identify high performing configurations in classical single task online learning and we transfer them to continual learning tasks with task-similarity considerations. We demonstrate the efficacy of our approach on both single task and continual learning setting. For the single task learning setting, we demonstrate superior performance over other local learning approaches on the MNIST, Fashion MNIST, and CIFAR-10 datasets. Using high performing configurations metalearned in the single task learning setting, we achieve superior continual learning performance on Split-MNIST, and Split-CIFAR-10 data as compared with other memory-constrained learning approaches, and match that of the state-of-the-art memory-intensive replay-based approaches.
We focus on the problem of black-box adversarial attacks, where the aim is to generate adversarial examples for deep learning models solely based on information limited to output label~(hard label) to a queried data input. We propose a simple and efficient Bayesian Optimization~(BO) based approach for developing black-box adversarial attacks. Issues with BO's performance in high dimensions are avoided by searching for adversarial examples in a structured low-dimensional subspace. We demonstrate the efficacy of our proposed attack method by evaluating both $\ell_\infty$ and $\ell_2$ norm constrained untargeted and targeted hard label black-box attacks on three standard datasets - MNIST, CIFAR-10 and ImageNet. Our proposed approach consistently achieves 2x to 10x higher attack success rate while requiring 10x to 20x fewer queries compared to the current state-of-the-art black-box adversarial attacks.
The evaluation of hyperparameters, neural architectures, or data augmentation policies becomes a critical model selection problem in advanced deep learning with a large hyperparameter search space. In this paper, we propose an efficient and robust bandit-based algorithm called Sub-Sampling (SS) in the scenario of hyperparameter search evaluation. It evaluates the potential of hyperparameters by the sub-samples of observations and is theoretically proved to be optimal under the criterion of cumulative regret. We further combine SS with Bayesian Optimization and develop a novel hyperparameter optimization algorithm called BOSS. Empirical studies validate our theoretical arguments of SS and demonstrate the superior performance of BOSS on a number of applications, including Neural Architecture Search (NAS), Data Augmentation (DA), Object Detection (OD), and Reinforcement Learning (RL).
We consider Bayesian optimization of objective functions of the form $\rho[ F(x, W) ]$, where $F$ is a black-box expensive-to-evaluate function and $\rho$ denotes either the VaR or CVaR risk measure, computed with respect to the randomness induced by the environmental random variable $W$. Such problems arise in decision making under uncertainty, such as in portfolio optimization and robust systems design. We propose a family of novel Bayesian optimization algorithms that exploit the structure of the objective function to substantially improve sampling efficiency. Instead of modeling the objective function directly as is typical in Bayesian optimization, these algorithms model $F$ as a Gaussian process, and use the implied posterior on the objective function to decide which points to evaluate. We demonstrate the effectiveness of our approach in a variety of numerical experiments.