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arXiv 2102.03935stat.MLcs.AIcs.LGstat.AP
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混合变量元建模的隐映射高斯过程

Latent Map Gaussian Processes for Mixed Variable Metamodeling

University of California, Irvine(加州大学尔湾分校)

Nicholas Oune, Ramin Bostanabad

摘要:

高斯过程(GP)作为元模型在科学和工程中被广泛使用。然而,标准GPS只能处理数字或定量变量。在本文中,我们介绍了潜在的地图高斯过程(LMGPs),继承了吸引力的性质的GP,也适用于混合数据,既有定量和定性的输入。LMGP背后的核心思想是学习一个连续的、低维的潜在空间或流形,它对所有定性输入进行编码。为了学习这个流形,我们首先为每个定性输入组合分配一个唯一的先验向量表示。然后,我们使用一个低秩线性映射投影这些先验的流形上的特征后表示。由于后验是定量的,它们可以直接用于任何标准的相关函数,如高斯或马特恩。因此,最佳映射和相应的流形,以及相关函数的其他超参数,可以通过极大似然估计系统地学习。通过广泛的分析和现实世界的例子,我们证明了LMGP的优势,在准确性和通用性方面的国家的最先进的方法。特别是,我们表明,LMGP可以处理可变长度的输入,有一个可解释的神经网络解释,并提供洞察定性输入如何影响响应或相互作用。我们还采用LMGP在贝叶斯优化和说明,他们可以发现最佳的化合物组合物更有效地比传统的方法,通过手动featurization组合物转化为定性变量。

英文摘要:

Gaussian processes (GPs) are ubiquitously used in sciences and engineering as metamodels. Standard GPs, however, can only handle numerical or quantitative variables. In this paper, we introduce latent map Gaussian processes (LMGPs) that inherit the attractive properties of GPs and are also applicable to mixed data which have both quantitative and qualitative inputs. The core idea behind LMGPs is to learn a continuous, low-dimensional latent space or manifold which encodes all qualitative inputs. To learn this manifold, we first assign a unique prior vector representation to each combination of qualitative inputs. We then use a low-rank linear map to project these priors on a manifold that characterizes the posterior representations. As the posteriors are quantitative, they can be directly used in any standard correlation function such as the Gaussian or Matern. Hence, the optimal map and the corresponding manifold, along with other hyperparameters of the correlation function, can be systematically learned via maximum likelihood estimation. Through a wide range of analytic and real-world examples, we demonstrate the advantages of LMGPs over state-of-the-art methods in terms of accuracy and versatility. In particular, we show that LMGPs can handle variable-length inputs, have an explainable neural network interpretation, and provide insights into how qualitative inputs affect the response or interact with each other. We also employ LMGPs in Bayesian optimization and illustrate that they can discover optimal compound compositions more efficiently than conventional methods that convert compositions to qualitative variables via manual featurization.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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