Knot-based, sparse Gaussian processes have enjoyed considerable success as scalable approximations to full Gaussian processes. Problems can occur, however, when knot selection is done by optimizing the marginal likelihood. For example, the marginal likelihood surface is highly multimodal, which can cause suboptimal knot placement where some knots serve practically no function. This is especially a problem when many more knots are used than are necessary, resulting in extra computational cost for little to no gains in accuracy. We propose a one-at-a-time knot selection algorithm to select both the number and placement of knots. Our algorithm uses Bayesian optimization to efficiently propose knots that are likely to be good and largely avoids the pathologies encountered when using the marginal likelihood as the objective function. We provide empirical results showing improved accuracy and speed over the current standard approaches.
Many contemporary machine learning models require extensive tuning of hyperparameters to perform well. A variety of methods, such as Bayesian optimization, have been developed to automate and expedite this process. However, tuning remains extremely costly as it typically requires repeatedly fully training models. We propose to accelerate the Bayesian optimization approach to hyperparameter tuning for neural networks by taking into account the relative amount of information contributed by each training example. To do so, we leverage importance sampling (IS); this significantly increases the quality of the black-box function evaluations, but also their runtime, and so must be done carefully. Casting hyperparameter search as a multi-task Bayesian optimization problem over both hyperparameters and importance sampling design achieves the best of both worlds: by learning a parameterization of IS that trades-off evaluation complexity and quality, we improve upon Bayesian optimization state-of-the-art runtime and final validation error across a variety of datasets and complex neural architectures.
This paper presents a multi-staged approach to nonmyopic adaptive Gaussian process optimization (GPO) for Bayesian optimization (BO) of unknown, highly complex objective functions that, in contrast to existing nonmyopic adaptive BO algorithms, exploits the notion of macro-actions for scaling up to a further lookahead to match up to a larger available budget. To achieve this, we generalize GP upper confidence bound to a new acquisition function defined w.r.t. a nonmyopic adaptive macro-action policy, which is intractable to be optimized exactly due to an uncountable set of candidate outputs. The contribution of our work here is thus to derive a nonmyopic adaptive epsilon-Bayes-optimal macro-action GPO (epsilon-Macro-GPO) policy. To perform nonmyopic adaptive BO in real time, we then propose an asymptotically optimal anytime variant of our epsilon-Macro-GPO policy with a performance guarantee. We empirically evaluate the performance of our epsilon-Macro-GPO policy and its anytime variant in BO with synthetic and real-world datasets.
Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on a state variable, for example given a range of cities with different patient distributions, we optimize the ambulance locations conditioned on patient distribution. Given partitions of CIFAR-10, we optimize CNN hyperparameters for each partition. Similarity across objectives boosts optimization of each objective in two ways: in modelling by data sharing across objectives, and also in acquisition by quantifying how a single point on one objective can provide benefit to all objectives. For this we propose a framework for conditional optimization: ConBO. This can be built on top of a range of acquisition functions and we propose a new Hybrid Knowledge Gradient acquisition function. The resulting method is intuitive and theoretically grounded, performs either similar to or significantly better than recently published works on a range of problems, and is easily parallelized to collect a batch of points.
Robustness to distributional shift is one of the key challenges of contemporary machine learning. Attaining such robustness is the goal of distributionally robust optimization, which seeks a solution to an optimization problem that is worst-case robust under a specified distributional shift of an uncontrolled covariate. In this paper, we study such a problem when the distributional shift is measured via the maximum mean discrepancy (MMD). For the setting of zeroth-order, noisy optimization, we present a novel distributionally robust Bayesian optimization algorithm (DRBO). Our algorithm provably obtains sub-linear robust regret in various settings that differ in how the uncertain covariate is observed. We demonstrate the robust performance of our method on both synthetic and real-world benchmarks.
Computational design is aimed at supporting or automating design processes using computational techniques. However, some classes of design tasks involve criteria that are difficult to handle only with computers. For example, visual design tasks seeking to fulfill aesthetic goals are difficult to handle purely with computers. One promising approach is to leverage human computation; that is, to incorporate human input into the computation process. Crowdsourcing platforms provide a convenient way to integrate such human computation into a working system. In this chapter, we discuss such computational design with crowds in the domain of parameter tweaking tasks in visual design. Parameter tweaking is often performed to maximize the aesthetic quality of designed objects. Computational design powered by crowds can solve this maximization problem by leveraging human computation. We discuss the opportunities and challenges of computational design with crowds with two illustrative examples: (1) estimating the objective function (specifically, preference learning from crowds' pairwise comparisons) to facilitate interactive design exploration by a designer and (2) directly searching for the optimal parameter setting that maximizes the objective function (specifically, crowds-in-the-loop Bayesian optimization).
The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex and hard to find, in addition to the curses of dimensionality and the heterogeneity of the underlying functions. In particular, these characteristics dramatically impact the performance of Bayesian optimization methods, that otherwise have become the de facto standard for sample-efficient optimization in unconstrained settings, leaving practitioners with evolutionary strategies or heuristics. We propose the scalable constrained Bayesian optimization (SCBO) algorithm that overcomes the above challenges and pushes the applicability of Bayesian optimization far beyond the state-of-the-art. A comprehensive experimental evaluation demonstrates that SCBO achieves excellent results on a variety of benchmarks. To this end, we propose two new control problems that we expect to be of independent value for the scientific community.
Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically, parameters are estimated using numerical regression approaches framed as inverse problems. However, they suffer from non-uniqueness due to existence of multiple local optima, reliance on gradients, numerous experimental data, or stability issues. Addressing these drawbacks, we present a Bayesian optimization framework based on Gaussian processes (GPs) for online parameter estimation. It uses an efficient search strategy over a response surface in the parameter space for finding the global optima with minimal function evaluations. The response surface is modeled as correlated surrogates using GPs on noisy data. The GP posterior predictive variance is exploited for smart adaptive sampling. This balances the exploration versus exploitation trade-off which is key in reaching the global optima under limited budget. We demonstrate our technique on an actuated planar pendulum and safety-critical quadrotor in simulation with changing parameters. We also benchmark our results against solvers using interior point method and sequential quadratic program. By reconfiguring the controller with new optimized parameters iteratively, we drastically improve trajectory tracking of the system versus the nominal case and other solvers.
A large portion of passenger requests is reportedly unserviced, partially due to vacant for-hire drivers' cruising behavior during the passenger seeking process. This paper aims to model the multi-driver repositioning task through a mean field multi-agent reinforcement learning (MARL) approach that captures competition among multiple agents. Because the direct application of MARL to the multi-driver system under a given reward mechanism will likely yield a suboptimal equilibrium due to the selfishness of drivers, this study proposes a reward design scheme with which a more desired equilibrium can be reached. To effectively solve the bilevel optimization problem with upper level as the reward design and the lower level as a multi-agent system, a Bayesian optimization (BO) algorithm is adopted to speed up the learning process. We then apply the bilevel optimization model to two case studies, namely, e-hailing driver repositioning under service charge and multiclass taxi driver repositioning under NYC congestion pricing. In the first case study, the model is validated by the agreement between the derived optimal control from BO and that from an analytical solution. With a simple piecewise linear service charge, the objective of the e-hailing platform can be increased by 8.4%. In the second case study, an optimal toll charge of $5.1 is solved using BO, which improves the objective of city planners by 7.9%, compared to that without any toll charge. Under this optimal toll charge, the number of taxis in the NYC central business district is decreased, indicating a better traffic condition, without substantially increasing the crowdedness of the subway system.
We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with intractable likelihoods. Optimization of these forward models is particularly challenging, especially when the simulator is stochastic. To address such cases, we introduce the use of deep generative models to iteratively approximate the simulator in local neighborhoods of the parameter space. We demonstrate that these local surrogates can be used to approximate the gradient of the simulator, and thus enable gradient-based optimization of simulator parameters. In cases where the dependence of the simulator on the parameter space is constrained to a low dimensional submanifold, we observe that our method attains minima faster than baseline methods, including Bayesian optimization, numerical optimization, and approaches using score function gradient estimators.
Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying objective function cannot be evaluated directly, but instead a minimizer along a projection can be queried, which we call a projective preferential query. The form of the query allows for feedback that is natural for a human to give, and which enables interaction. This is demonstrated in a user experiment in which the user feedback comes in the form of optimal position and orientation of a molecule adsorbing to a surface. We demonstrate that our framework is able to find a global minimum of a high-dimensional black-box function, which is an infeasible task for existing preferential Bayesian optimization frameworks that are based on pairwise comparisons.
We consider the problem of robust optimization within the well-established Bayesian optimization (BO) framework. While BO is intrinsically robust to noisy evaluations of the objective function, standard approaches do not consider the case of uncertainty about the input parameters. In this paper, we propose Noisy-Input Entropy Search (NES), a novel information-theoretic acquisition function that is designed to find robust optima for problems with both input and measurement noise. NES is based on the key insight that the robust objective in many cases can be modeled as a Gaussian process, however, it cannot be observed directly. We evaluate NES on several benchmark problems from the optimization literature and from engineering. The results show that NES reliably finds robust optima, outperforming existing methods from the literature on all benchmarks.
We present BOFFIN TTS (Bayesian Optimization For FIne-tuning Neural Text To Speech), a novel approach for few-shot speaker adaptation. Here, the task is to fine-tune a pre-trained TTS model to mimic a new speaker using a small corpus of target utterances. We demonstrate that there does not exist a one-size-fits-all adaptation strategy, with convincing synthesis requiring a corpus-specific configuration of the hyper-parameters that control fine-tuning. By using Bayesian optimization to efficiently optimize these hyper-parameter values for a target speaker, we are able to perform adaptation with an average 30% improvement in speaker similarity over standard techniques. Results indicate, across multiple corpora, that BOFFIN TTS can learn to synthesize new speakers using less than ten minutes of audio, achieving the same naturalness as produced for the speakers used to train the base model.
Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random distribution of the Bayesian optimization outputs, quantification of this uncertainty is rarely studied in the literature. In this work, we propose a novel approach to assess the output uncertainty of Bayesian optimization algorithms, which proceeds by constructing confidence regions of the maximum point (or value) of the objective function. These regions can be computed efficiently, and their confidence levels are guaranteed by the uniform error bounds for sequential Gaussian process regression newly developed in the present work. Our theory provides a unified uncertainty quantification framework for all existing sequential sampling policies and stopping criteria.
Electronically-active organic molecules have demonstrated great promise as novel soft materials for energy harvesting and transport. Self-assembled nanoaggregates formed from $\pi$-conjugated oligopeptides composed of an aromatic core flanked by oligopeptide wings offer emergent optoelectronic properties within a water soluble and biocompatible substrate. Nanoaggregate properties can be controlled by tuning core chemistry and peptide composition, but the sequence-structure-function relations remain poorly characterized. In this work, we employ coarse-grained molecular dynamics simulations within an active learning protocol employing deep representational learning and Bayesian optimization to efficiently identify molecules capable of assembling pseudo-1D nanoaggregates with good stacking of the electronically-active $\pi$-cores. We consider the DXXX-OPV3-XXXD oligopeptide family, where D is an Asp residue and OPV3 is an oligophenylene vinylene oligomer (1,4-distyrylbenzene), to identify the top performing XXX tripeptides within all 20$^3$ = 8,000 possible sequences. By direct simulation of only 2.3% of this space, we identify molecules predicted to exhibit superior assembly relative to those reported in prior work. Spectral clustering of the top candidates reveals new design rules governing assembly. This work establishes new understanding of DXXX-OPV3-XXXD assembly, identifies promising new candidates for experimental testing, and presents a computational design platform that can be generically extended to other peptide-based and peptide-like systems.
Neural network quantization and pruning are two techniques commonly used to reduce the computational complexity and memory footprint of these models for deployment. However, most existing pruning strategies operate on full-precision and cannot be directly applied to discrete parameter distributions after quantization. In contrast, we study a combination of these two techniques to achieve further network compression. In particular, we propose an effective pruning strategy for selecting redundant low-precision filters. Furthermore, we leverage Bayesian optimization to efficiently determine the pruning ratio for each layer. We conduct extensive experiments on CIFAR-10 and ImageNet with various architectures and precisions. In particular, for ResNet-18 on ImageNet, we prune 26.12% of the model size with Binarized Neural Network quantization, achieving a top-1 classification accuracy of 47.32% in a model of 2.47 MB and 59.30% with a 2-bit DoReFa-Net in 4.36 MB.
The stable under iterated tessellation (STIT) process is a stochastic process that produces a recursive partition of space with cut directions drawn independently from a distribution over the sphere. The case of random axis-aligned cuts is known as the Mondrian process. Random forests and Laplace kernel approximations built from the Mondrian process have led to efficient online learning methods and Bayesian optimization. In this work, we utilize tools from stochastic geometry to resolve some fundamental questions concerning STIT processes in machine learning. First, we show that a STIT process with cut directions drawn from a discrete distribution can be efficiently simulated by lifting to a higher dimensional axis-aligned Mondrian process. Second, we characterize all possible kernels that stationary STIT processes and their mixtures can approximate. We also give a uniform convergence rate for the approximation error of the STIT kernels to the targeted kernels, generalizing the work of [3] for the Mondrian case. Third, we obtain consistency results for STIT forests in density estimation and regression. Finally, we give a formula for the density estimator arising from an infinite STIT random forest. This allows for precise comparisons between the Mondrian forest, the Mondrian kernel and the Laplace kernel in density estimation. Our paper calls for further developments at the novel intersection of stochastic geometry and machine learning.
Deep Convolutional Neural Networks (CNN) have evolved as popular machine learning models for image classification during the past few years, due to their ability to learn the problem-specific features directly from the input images. The success of deep learning models solicits architecture engineering rather than hand-engineering the features. However, designing state-of-the-art CNN for a given task remains a non-trivial and challenging task, especially when training data size is less. To address this phenomena, transfer learning has been used as a popularly adopted technique. While transferring the learned knowledge from one task to another, fine-tuning with the target-dependent Fully Connected (FC) layers generally produces better results over the target task. In this paper, the proposed AutoFCL model attempts to learn the structure of FC layers of a CNN automatically using Bayesian optimization. To evaluate the performance of the proposed AutoFCL, we utilize five pre-trained CNN models such as VGG-16, ResNet, DenseNet, MobileNet, and NASNetMobile. The experiments are conducted on three benchmark datasets, namely CalTech-101, Oxford-102 Flowers, and UC Merced Land Use datasets. Fine-tuning the newly learned (target-dependent) FC layers leads to state-of-the-art performance, according to the experiments carried out in this research. The proposed AutoFCL method outperforms the existing methods over CalTech-101 and Oxford-102 Flowers datasets by achieving the accuracy of 94.38% and 98.89%, respectively. However, our method achieves comparable performance on the UC Merced Land Use dataset with 96.83% accuracy. The source codes of this research are available at https://github.com/shabbeersh/AutoFCL.
Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered in existing literature is to embed the high-dimensional space in a lower-dimensional manifold, often via a random linear embedding. In this paper, we identify several crucial issues and misconceptions about the use of linear embeddings for BO. We study the properties of linear embeddings from the literature and show that some of the design choices in current approaches adversely impact their performance. We show empirically that properly addressing these issues significantly improves the efficacy of linear embeddings for BO on a range of problems, including learning a gait policy for robot locomotion.
Recurrent neural networks (RNNs) are a powerful approach for time series prediction. However, their performance is strongly affected by their architecture and hyperparameter settings. The architecture optimization of RNNs is a time-consuming task, where the search space is typically a mixture of real, integer and categorical values. To allow for shrinking and expanding the size of the network, the representation of architectures often has a variable length. In this paper, we propose to tackle the architecture optimization problem with a variant of the Bayesian Optimization (BO) algorithm. To reduce the evaluation time of candidate architectures the Mean Absolute Error Random Sampling (MRS), a training-free method to estimate the network performance, is adopted as the objective function for BO. Also, we propose three fixed-length encoding schemes to cope with the variable-length architecture representation. The result is a new perspective on accurate and efficient design of RNNs, that we validate on three problems. Our findings show that 1) the BO algorithm can explore different network architectures using the proposed encoding schemes and successfully designs well-performing architectures, and 2) the optimization time is significantly reduced by using MRS, without compromising the performance as compared to the architectures obtained from the actual training procedure.