Hyperparameter optimization (HPO) is a central pillar in the automation of machine learning solutions and is mainly performed via Bayesian optimization, where a parametric surrogate is learned to approximate the black box response function (e.g. validation error). Unfortunately, evaluating the response function is computationally intensive. As a remedy, earlier work emphasizes the need for transfer learning surrogates which learn to optimize hyperparameters for an algorithm from other tasks. In contrast to previous work, we propose to rethink HPO as a few-shot learning problem in which we train a shared deep surrogate model to quickly adapt (with few response evaluations) to the response function of a new task. We propose the use of a deep kernel network for a Gaussian process surrogate that is meta-learned in an end-to-end fashion in order to jointly approximate the response functions of a collection of training data sets. As a result, the novel few-shot optimization of our deep kernel surrogate leads to new state-of-the-art results at HPO compared to several recent methods on diverse metadata sets.
Frugal Bayesian Optimization: Scalable Surrogates for Data- and Resource-Limited Discovery
National Centre for Scientific Research "Demokritos"（希腊德谟克利特国家科学研究中心）；University of Patras（帕特雷大学）；National and Kapodistrian University of Athens（雅典国立卡波迪斯特里亚大学）；Hellenic Mediterranean University（希腊地中海大学）；SciFY PNPC
University of Bristol（布里斯托大学）；Siemens AG（西门子公司）；Technical University of Munich（慕尼黑工业大学）；University of Bath（巴斯大学）；Spotify Research（Spotify研究院）；University of Cambridge（剑桥大学）
Bayesian optimization (BO) methods often rely on the assumption that the objective function is well-behaved, but in practice, this is seldom true for real-world objectives even if noise-free observations can be collected. Common approaches, which try to model the objective as precisely as possible, often fail to make progress by spending too many evaluations modeling irrelevant details. We address this issue by proposing surrogate models that focus on the well-behaved structure in the objective function, which is informative for search, while ignoring detrimental structure that is challenging …
OASI: Objective-Aware Surrogate Initialization for Multi-Objective Bayesian Optimization in TinyML Keyword Spotting
Department of Electronics and Communication Engineering, National Institute of Technology Durgapur（电子与通信工程系，德里帕尔国家理工学院）；System Research and Applications Department, STMicroelectronics（系统研究与应用部，STMicroelectronics）
Department of Computer Science, The University of Manchester（曼彻斯特大学计算机科学系）；Department of ISEM, National University of Singapore（新加坡国立大学ISEM系）；Alliance Manchester Business School, University of Manchester（曼彻斯特大学阿联酋商业学院）
We propose a surrogate-assisted reference vector adaptation (SRVA) method to solve expensive multi- and many-objective optimization problems with various Pareto front shapes. SRVA is coupled with a multi-objective Bayesian optimization (MBO) algorithm using reference vectors for scalarization of objective functions. The Kriging surrogate models for MBO is used to estimate the Pareto front shape and generate adaptive reference vectors uniformly distributed on the estimated Pareto front. We combine SRVA with expected improvement of penalty-based boundary intersection as an infill criterion for M…
Skoltech（斯科尔科沃科技学院）；National Research University Higher School of Economics（俄罗斯国立高等经济研究大学）；IITP RAS（俄罗斯科学院信息传输问题研究所）
The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The acquisition function typically depends on the mean and the variance of the surrogate model at a given point. The most common Gaussian process-based surrogate model assumes that the target with fixed parameters is a realization of a Gaussian process. However, often the target function doesn't satisfy this approximation. Here we consider target functions that come fro…
We describe a method for Bayesian optimization by which one may incorporate data from multiple systems whose quantitative interrelationships are unknown a priori. All general (nonreal-valued) features of the systems are associated with continuous latent variables that enter as inputs into a single metamodel that simultaneously learns the response surfaces of all of the systems. Bayesian inference is used to determine appropriate beliefs regarding the latent variables. We explain how the resulting probabilistic metamodel may be used for Bayesian optimization tasks and demonstrate its implementa…
DT-PBO: an Interpretable Tree-based Surrogate Model for Preferential Bayesian Optimization
Data Science Center of Excellence, Faculty of Military Sciences, Breda, NL（数据科学卓越中心，军事科学学院，荷兰布雷达）；NLR - Royal Netherlands Aerospace Centre, Amsterdam, NL（NLR-荷兰航空航天研究中心，荷兰阿姆斯特丹）；Departement Intelligent Systems, Tilburg University, Tilburg, NL（智能系统部门，蒂尔堡大学，荷兰蒂尔堡）
Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic noise in function evaluations. It builds a surrogate for the objective and quantifies the uncertainty in that surrogate using a Bayesian machine learning technique, Gaussian process regression, and then uses an acquisition function defined from this surrogate to decide where to sample. In this tutorial, we describe how Bayesian optimization works, including Gau…
Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For models that show a strongly non-linear dependence on their input parameters, standard surrogate techniques, such as polynomial chaos expansion, are not sufficient to obtain an accurate representation of the original model response. Through applying a rational approximation instead, the approximation error can be efficiently reduced for models whose non-linearit…
Bayesian optimization is a technique for optimizing black-box target functions. At the core of Bayesian optimization is a surrogate model that predicts the output of the target function at previously unseen inputs to facilitate the selection of promising input values. Gaussian processes (GPs) are commonly used as surrogate models but are known to scale poorly with the number of observations. We adapt the Vecchia approximation, a popular GP approximation from spatial statistics, to enable scalable high-dimensional Bayesian optimization. We develop several improvements and extensions, including …
Graph-Based Bayesian Optimization for Quantum Circuit Architecture Search with Uncertainty Calibrated Surrogates
Department of Physics, Indian Institute of Technology (BHU)（印度理工学院（BHU）物理系）；eBRAIN Lab, Division of Engineering, New York University Abu Dhabi (NYUAD)（纽约大学阿布扎赫分校（NYUAD）工程系eBRAIN实验室）；Center for Quantum and Topological Systems (CQTS), NYUAD Research Institute, NYUAD（纽约大学阿布扎赫分校（NYUAD）量子与拓扑系统中心（CQTS））
Centro Universitario de la Defensa（国防大学中心）；SigOpt, Inc.（西格优化公司）
Bayesian optimization has become a fundamental global optimization algorithm in many problems where sample efficiency is of paramount importance. Recently, there has been proposed a large number of new applications in fields such as robotics, machine learning, experimental design, simulation, etc. In this paper, we focus on several problems that appear in robotics and autonomous systems: algorithm tuning, automatic control and intelligent design. All those problems can be mapped to global optimization problems. However, they become hard optimization problems. Bayesian optimization internally u…
Lawrence Berkeley National Laboratory（劳伦斯伯克利国家实验室）；University of California, Berkeley（加州大学伯克利分校）
Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function and find the optimum. Tuning algorithmic parameters to optimize the performance of large, complicated "black-box" application codes is a specific important application, which aims at finding the optima of black-box functions. Within the Bayesian optimization framework, the Gaussian process model produces smooth or continuous sample paths. However, the black-…
Recent studies have empirically investigated different methods to train stochastic neural networks on a classification task by optimising a PAC-Bayesian bound via stochastic gradient descent. Most of these procedures need to replace the misclassification error with a surrogate loss, leading to a mismatch between the optimisation objective and the actual generalisation bound. The present paper proposes a novel training algorithm that optimises the PAC-Bayesian bound, without relying on any surrogate loss. Empirical results show that this approach outperforms currently available PAC-Bayesian tra…
The acquisition function, a critical component in Bayesian optimization (BO), can often be written as the expectation of a utility function under a surrogate model. However, to ensure that acquisition functions are tractable to optimize, restrictions must be placed on the surrogate model and utility function. To extend BO to a broader class of models and utilities, we propose likelihood-free BO (LFBO), an approach based on likelihood-free inference. LFBO directly models the acquisition function without having to separately perform inference with a probabilistic surrogate model. We show that co…
Ranking over Regression for Bayesian Optimization and Molecule Selection
University of Toronto（多伦多大学）；Vector Institute for Artificial Intelligence（向量人工智能研究所）；CIFAR Lebovic Fellow（CIFAR 莱博维奇 Fellow）；Canada（加拿大）；Chair, Director of Acceleration Consortium（150 职位，加速联盟主任）
University of Colorado, Boulder（科罗拉多大学博尔德分校）；Orbit Logic Incorporated（Orbit Logic 公司）；Air Force Research Laboratory（美国空军研究实验室）
This work studies how an AI-controlled dog-fighting agent with tunable decision-making parameters can learn to optimize performance against an intelligent adversary, as measured by a stochastic objective function evaluated on simulated combat engagements. Gaussian process Bayesian optimization (GPBO) techniques are developed to automatically learn global Gaussian Process (GP) surrogate models, which provide statistical performance predictions in both explored and unexplored areas of the parameter space. This allows a learning engine to sample full-combat simulations at parameter values that ar…
Massachusetts Institute of Technology（麻省理工学院）；Google Research（谷歌研究院）
Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries) and/or the data generation process may be a composite process that yields useful intermediate or auxiliary information in addition to the value of the optimization objective. However, surrogate models traditionally employed in BO, such as Gaussian Processes (GPs), scale poorly with dataset size and do not easily accommodate known structure. Instead, we use …
Sample-Efficient and Surrogate-Based Design Optimization of Underwater Vehicle Hulls
Vanderbilt University（范德堡大学）；Institute for Software Integrated Systems（软件集成系统研究所）；Department of Computer Science（计算机科学系）；Department of Electrical and Computer Engineering（电气与计算机工程系）
Rochester Institute of Technology（罗切斯特理工学院）；The University of Utah（犹他大学）；Dalhousie University（达尔豪斯大学）
Clinical adoption of personalized virtual heart simulations faces challenges in model personalization and expensive computation. While an ideal solution is an efficient neural surrogate that at the same time is personalized to an individual subject, the state-of-the-art is either concerned with personalizing an expensive simulation model, or learning an efficient yet generic surrogate. This paper presents a completely new concept to achieve personalized neural surrogates in a single coherent framework of meta-learning (metaPNS). Instead of learning a single neural surrogate, we pursue the proc…
Bayesian optimisation (BO) has been widely used to solve problems with expensive function evaluations. In multi-objective optimisation problems, BO aims to find a set of approximated Pareto optimal solutions. There are typically two ways to build surrogates in multi-objective BO: One surrogate by aggregating objective functions (by using a scalarising function, also called mono-surrogate approach) and multiple surrogates (for each objective function, also called multi-surrogate approach). In both approaches, an acquisition function (AF) is used to guide the search process. Mono-surrogate has t…
Lawrence Berkeley National Laboratory（劳伦斯伯克利国家实验室）
We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and utilizes the expected improvement idea from Bayesian global optimization. We adaptively construct training designs by maximizing the expected improvement in fit of the Gaussian process model to the noisy observational data. Numerical experiments on model problems with synthetic data demonstrate the effectiveness of the obtained adaptive designs compared to the…
University of Victoria（维多利亚大学）；Department of Civil Engineering（土木工程系）；Energy and Cities Group（能源与城市小组）
Fast machine learning-based surrogate models are trained to emulate slow, high-fidelity engineering simulation models to accelerate engineering design tasks. This introduces uncertainty as the surrogate is only an approximation of the original model. Bayesian methods can quantify that uncertainty, and deep learning models exist that follow the Bayesian paradigm. These models, namely Bayesian neural networks and Gaussian process models, enable us to give predictions together with an estimate of the model's uncertainty. As a result we can derive uncertainty-aware surrogate models that can automa…
Bayesian Surrogates for Risk-Aware Pre-Assessment of Aging Bridge Portfolios
Institute of Structural Engineering, ETH Zurich, Switzerland（瑞士苏黎世联邦理工学院结构工程研究所）；Computational Design Lab, ETH Zurich, Switzerland（瑞士苏黎世联邦理工学院计算设计实验室）；Design ++, ETH Zurich, Switzerland（瑞士苏黎世联邦理工学院设计++）；Institute of Structural Mechanics and Design, TU Darmstadt, Germany（德国达姆施塔特技术大学结构力学与设计研究所）；Department of Computer Science, ETH Zurich, Switzerland（瑞士苏黎世联邦理工学院计算机科学系）；Bank for International Settlements, Switzerland（瑞士国际清算银行）
Uncertainty-Aware Surrogate-based Amortized Bayesian Inference for Computationally Expensive Models
Department of Stochastic Simulation and Safety Research for Hydrosystems（随机模拟与安全研究部门）；Cluster of Excellence SimTech（卓越中心SimTech）；University of Stuttgart（斯图加特大学）；Department of Statistics（统计学系）；TU Dortmund University（多特蒙德技术大学）
University of New South Wales（新南威尔士大学）；The University of Sydney（悉尼大学）；Indian Institute of Technology Guwahati（印度理工学院古瓦哈提分校）；SRM Institute of Science and Technology（SRM科学技术学院）；Indian Institute of Technology Delhi（印度理工学院德里分校）
Due to the need for robust uncertainty quantification, Bayesian neural learning has gained attention in the era of deep learning and big data. Markov Chain Monte-Carlo (MCMC) methods typically implement Bayesian inference which faces several challenges given a large number of parameters, complex and multimodal posterior distributions, and computational complexity of large neural network models. Parallel tempering MCMC addresses some of these limitations given that they can sample multimodal posterior distributions and utilize high-performance computing. However, certain challenges remain given…
The University of Adelaide（阿德莱德大学）；University of Münster（明斯特大学）；Sorbonne University（索邦大学）；CNRS（法国国家科学研究中心）
One-shot decision making is required in situations in which we can evaluate a fixed number of solution candidates but do not have any possibility for further, adaptive sampling. Such settings are frequently encountered in neural network design, hyper-parameter optimization, and many simulation-based real-world optimization tasks, in which evaluations are costly and time sparse. It seems intuitive that well-distributed samples should be more meaningful in one-shot decision making settings than uniform or grid-based samples, since they show a better coverage of the decision space. In practice, q…
Imperial College London（帝国理工学院）；University of Oxford（牛津大学）；University of Copenhagen（哥本哈根大学）
Epidemic models are powerful tools in understanding infectious disease. However, as they increase in size and complexity, they can quickly become computationally intractable. Recent progress in modelling methodology has shown that surrogate models can be used to emulate complex epidemic models with a high-dimensional parameter space. We show that deep sequence-to-sequence (seq2seq) models can serve as accurate surrogates for complex epidemic models with sequence based model parameters, effectively replicating seasonal and long-term transmission dynamics. Once trained, our surrogate can predict…
Fudan University（复旦大学）；Shanghai Key Lab of Intelligent Information Processing（上海市智能信息处理重点实验室）；The University of Hong Kong（香港大学）
This paper presents new hierarchically cascaded transformers that can improve data efficiency through attribute surrogates learning and spectral tokens pooling. Vision transformers have recently been thought of as a promising alternative to convolutional neural networks for visual recognition. But when there is no sufficient data, it gets stuck in overfitting and shows inferior performance. To improve data efficiency, we propose hierarchically cascaded transformers that exploit intrinsic image structures through spectral tokens pooling and optimize the learnable parameters through latent attri…
Informatics Institute（信息学研究所）；University of Amsterdam（阿姆斯特丹大学）
Scientists often express their understanding of the world through a computationally demanding simulation program. Analyzing the posterior distribution of the parameters given observations (the inverse problem) can be extremely challenging. The Approximate Bayesian Computation (ABC) framework is the standard statistical tool to handle these likelihood free problems, but they require a very large number of simulations. In this work we develop two new ABC sampling algorithms that significantly reduce the number of simulations necessary for posterior inference. Both algorithms use confidence estim…
Department of Biostatistics, University of Oslo（奥斯陆大学生物统计系）；Helsinki Institute for Information Technology HIIT, Department of Computer Science, Aalto University（赫尔辛基信息技术研究所，阿尔托大学计算机科学系）
The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is modelled with a GP which is further used to form a model-based estimator for the intractable posterior. In this article we improve this approach in several ways. We develop batch-sequential Bayesian experimental design strategies to parallellise the expensive simulations. In earlier work only sequential strategies have been used. Current surrogate-based ABC m…
