Abstract Bayesian 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.
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How Diverse Initial Samples Help and Hurt Bayesian Optimizers
Abstract Design researchers have struggled to produce quantitative predictions for exactly why and when diversity might help or hinder design search efforts. This paper addresses that problem by studying one ubiquitously used search strategy—Bayesian optimization (BO)—on a 2D test problem with modifiable convexity and difficulty. Specifically, we test how providing diverse versus non-diverse initial samples to BO affects its performance during search and introduce a fast ranked-determinantal point process method for computing diverse sets, which we need to detect sets of highly diverse or non-diverse initial samples. We initially found, to our surprise, that diversity did not appear to affect BO, neither helping nor hurting the optimizer’s convergence. However, follow-on experiments illuminated a key trade-off. Non-diverse initial samples hastened posterior convergence for the underlying model hyper-parameters—a model building advantage. In contrast, diverse initial samples accelerated exploring the function itself—a space exploration advantage. Both advantages help BO, but in different ways, and the initial sample diversity directly modulates how BO trades those advantages. Indeed, we show that fixing the BO hyper-parameters removes the model building advantage, causing diverse initial samples to always outperform models trained with non-diverse samples. These findings shed light on why, at least for BO-type optimizers, the use of diversity has mixed effects and cautions against the ubiquitous use of space-filling initializations in BO. To the extent that humans use explore-exploit search strategies similar to BO, our results provide a testable conjecture for why and when diversity may affect human-subject or design team experiments.
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- Award ID(s):
- 1826083
- PAR ID:
- 10481559
- Publisher / Repository:
- Journal of Mechanical Design
- Date Published:
- Journal Name:
- Journal of Mechanical Design
- Volume:
- 145
- Issue:
- 11
- ISSN:
- 1050-0472
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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