Bayesian Optimization Objective-Based Experimental Design

Author(s):  
Mahdi Imani ◽  
Seyede Fatemeh Ghoreishi
2020 ◽  
Vol 34 (06) ◽  
pp. 10235-10242
Author(s):  
Mojmir Mutny ◽  
Johannes Kirschner ◽  
Andreas Krause

Bayesian optimization and kernelized bandit algorithms are widely used techniques for sequential black box function optimization with applications in parameter tuning, control, robotics among many others. To be effective in high dimensional settings, previous approaches make additional assumptions, for example on low-dimensional subspaces or an additive structure. In this work, we go beyond the additivity assumption and use an orthogonal projection pursuit regression model, which strictly generalizes additive models. We present a two-stage algorithm motivated by experimental design to first decorrelate the additive components. Subsequently, the bandit optimization benefits from the statistically efficient additive model. Our method provably decorrelates the fully additive model and achieves optimal sublinear simple regret in terms of the number of function evaluations. To prove the rotation recovery, we derive novel concentration inequalities for linear regression on subspaces. In addition, we specifically address the issue of acquisition function optimization and present two domain dependent efficient algorithms. We validate the algorithm numerically on synthetic as well as real-world optimization problems.


IEEE Access ◽  
2020 ◽  
Vol 8 ◽  
pp. 13937-13948 ◽  
Author(s):  
Stewart Greenhill ◽  
Santu Rana ◽  
Sunil Gupta ◽  
Pratibha Vellanki ◽  
Svetha Venkatesh

2021 ◽  
Vol 7 (1) ◽  
Author(s):  
Bowen Lei ◽  
Tanner Quinn Kirk ◽  
Anirban Bhattacharya ◽  
Debdeep Pati ◽  
Xiaoning Qian ◽  
...  

AbstractBayesian optimization (BO) is an indispensable tool to optimize objective functions that either do not have known functional forms or are expensive to evaluate. Currently, optimal experimental design is always conducted within the workflow of BO leading to more efficient exploration of the design space compared to traditional strategies. This can have a significant impact on modern scientific discovery, in particular autonomous materials discovery, which can be viewed as an optimization problem aimed at looking for the maximum (or minimum) point for the desired materials properties. The performance of BO-based experimental design depends not only on the adopted acquisition function but also on the surrogate models that help to approximate underlying objective functions. In this paper, we propose a fully autonomous experimental design framework that uses more adaptive and flexible Bayesian surrogate models in a BO procedure, namely Bayesian multivariate adaptive regression splines and Bayesian additive regression trees. They can overcome the weaknesses of widely used Gaussian process-based methods when faced with relatively high-dimensional design space or non-smooth patterns of objective functions. Both simulation studies and real-world materials science case studies demonstrate their enhanced search efficiency and robustness.


2019 ◽  
Author(s):  
Filip Melinscak ◽  
Dominik R Bach

With computational biology striving to provide more accurate theoretical accounts of biological systems, use of increasingly complex computational models seems inevitable. However, this trend engenders a challenge of optimal experimental design: due to the flexibility of complex models, it is difficult to intuitively design experiments that will efficiently expose differences between candidate models or allow accurate estimation of their parameters. This challenge is well exemplified in associative learning research. Associative learning theory has a rich tradition of computational modeling, resulting in a growing space of increasingly complex models, which in turn renders manual design of informative experiments difficult.Here we propose a novel method for computational optimization of associative learning experiments. We first formalize associative learning experiments using a low number of tunable design variables, to make optimization tractable. Next, we combine simulation-based Bayesian experimental design with Bayesian optimization to arrive at a flexible method of tuning design variables. Finally, we validate the proposed method through extensive simulations covering both the objectives of accurate parameter estimation and model selection. The validation results show that computationally optimized experimental designs have the potential to substantially improve upon manual designs drawn from the literature, even when prior information guiding the optimization is scarce. Computational optimization of experiments may help address recent concerns over reproducibility by increasing the expected utility of studies, and it may even incentivize practices such as study pre-registration, since optimization requires a pre-specified analysis plan. Moreover, design optimization has the potential not only to improve basic research in domains such as associative learning, but also to play an important role in translational research. For example, design of behavioral and physiological diagnostic tests in the nascent field of computational psychiatry could benefit from an optimization-based approach, similar to the one presented here.


2018 ◽  
Vol 41 ◽  
Author(s):  
Wei Ji Ma

AbstractGiven the many types of suboptimality in perception, I ask how one should test for multiple forms of suboptimality at the same time – or, more generally, how one should compare process models that can differ in any or all of the multiple components. In analogy to factorial experimental design, I advocate for factorial model comparison.


2019 ◽  
Vol 42 ◽  
Author(s):  
J. Alfredo Blakeley-Ruiz ◽  
Carlee S. McClintock ◽  
Ralph Lydic ◽  
Helen A. Baghdoyan ◽  
James J. Choo ◽  
...  

Abstract The Hooks et al. review of microbiota-gut-brain (MGB) literature provides a constructive criticism of the general approaches encompassing MGB research. This commentary extends their review by: (a) highlighting capabilities of advanced systems-biology “-omics” techniques for microbiome research and (b) recommending that combining these high-resolution techniques with intervention-based experimental design may be the path forward for future MGB research.


1978 ◽  
Vol 48 ◽  
pp. 7-29
Author(s):  
T. E. Lutz

This review paper deals with the use of statistical methods to evaluate systematic and random errors associated with trigonometric parallaxes. First, systematic errors which arise when using trigonometric parallaxes to calibrate luminosity systems are discussed. Next, determination of the external errors of parallax measurement are reviewed. Observatory corrections are discussed. Schilt’s point, that as the causes of these systematic differences between observatories are not known the computed corrections can not be applied appropriately, is emphasized. However, modern parallax work is sufficiently accurate that it is necessary to determine observatory corrections if full use is to be made of the potential precision of the data. To this end, it is suggested that a prior experimental design is required. Past experience has shown that accidental overlap of observing programs will not suffice to determine observatory corrections which are meaningful.


2011 ◽  
Vol 20 (4) ◽  
pp. 109-113
Author(s):  
Karen Copple ◽  
Rajinder Koul ◽  
Devender Banda ◽  
Ellen Frye

Abstract One of the instructional techniques reported in the literature to teach communication skills to persons with autism is video modeling (VM). VM is a form of observational learning that involves watching and imitating the desired target behavior(s) exhibited by the person on the videotape. VM has been used to teach a variety of social and communicative behaviors to persons with developmental disabilities such as autism. In this paper, we describe the VM technique and summarize the results of two single-subject experimental design studies that investigated the acquisition of spontaneous requesting skills using a speech generating device (SGD) by persons with autism following a VM intervention. The results of these two studies indicate that a VM treatment package that includes a SGD as one of its components can be effective in facilitating communication in individuals with autism who have little or no functional speech.


2014 ◽  
Vol 73 (4) ◽  
pp. 243-248 ◽  
Author(s):  
Annick Darioly ◽  
Ronald E. Riggio

This study examines how applicants who are relatives of the company’s executives are perceived when they are being considered for a leadership position. In a 2 (Family ties: with vs. without) × 2 (Applicant qualifications: well-qualified vs. underqualified) experimental design, 165 Swiss employees read the applicant’s job application and evaluated the hiring decision, the perceived competence, and the perceived career progress of the target employee. This research showed that even a well-qualified potential employee received a more negative evaluation if the candidate had family ties to the company. Despite their negative evaluation of potential nepotistic hires, the participants nevertheless believed that family ties would boost the career progress of an underqualified applicant. Limitations and implications are discussed.


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