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One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by building a surrogate model of the black-box to simultaneously select multiple designs via an infill criterion. Still, despite the increased availability of computing resources that enable large-scale parallelism, the strategies that work for selecting a few tens of parallel designs for evaluations become limiting due to the complexity of selecting more designs. It is even more crucial when the black-box is noisy, necessitating more evaluations as well as repeating experiments. Here we propose a scalable strategy that can keep up with massive batching natively, focused on the exploration/exploitation trade-off and a portfolio allocation. We compare the approach with related methods on noisy functions, for mono and multi-objective optimization tasks. These experiments show orders of magnitude speed improvements over existing methods with similar or better performance. 

Epidemiological models must be calibrated to ground truth for downstream tasks such as producing forward projections or running what-if scenarios. The meaning of calibration changes in case of a stochastic model since output from such a model is generally described via an ensemble or a distribution. Each member of the ensemble is usually mapped to a random number seed (explicitly or implicitly). With the goal of finding not only the input parameter settings but also the random seeds that are consistent with the ground truth, we propose a class of Gaussian process (GP) surrogates along with an optimization strategy based on Thompson sampling. This Trajectory Oriented Optimization (TOO) approach produces actual trajectories close to the empirical observations instead of a set of parameter settings where only the mean simulation behavior matches with the ground truth. 

COVID-19 had an unprecedented impact on scientific collaboration. The pandemic and its broad response from the scientific community has forged new relationships among domain experts, mathematical modelers, and scientific computing specialists. Computationally, however, it also revealed critical gaps in the ability of researchers to exploit advanced computing systems. These challenging areas include gaining access to scalable computing systems, porting models and workflows to new systems, sharing data of varying sizes, and producing results that can be reproduced and validated by others. Informed by our team’s work in supporting public health decision makers during the COVID-19 pandemic and by the identified capability gaps in applying high-performance computing (HPC) to the modeling of complex social systems, we present the goals, requirements, and initial implementation of OSPREY, an open science platform for robust epidemic analysis. The prototype implementation demonstrates an integrated, algorithm-driven HPC workflow architecture, coordinating tasks across federated HPC resources, with robust, secure and automated access to each of the resources. We demonstrate scalable and fault-tolerant task execution, an asynchronous API to support fast time-to-solution algorithms, an inclusive, multi-language approach, and efficient wide-area data management. The example OSPREY code is made available on a public repository. 

We present an integrated framework for enabling dynamic exploration of design spaces for cancer immunotherapies with detailed dynamical simulation models on high-performance computing resources. Our framework combines PhysiCell, an open source agent-based simulation platform for cancer and other multicellular systems, and EMEWS, an open source platform for extreme-scale model exploration. We build an agent-based model of immunosurveillance against heterogeneous tumours, which includes spatial dynamics of stochastic tumour–immune contact interactions. We implement active learning and genetic algorithms using high-performance computing workflows to adaptively sample the model parameter space and iteratively discover optimal cancer regression regions within biological and clinical constraints.