Char, Ian, Chung, Youngseog, Neiswanger, Willie, Kandasamy, Kirthevasan, Nelson, Andrew Oakleigh, Boyer, Mark, Kolemen, Egemen, Schneider, Jeff

In black-box optimization, an agent repeatedly chooses a configuration to test, so as to find an optimal configuration. In many practical problems of interest, one would like to optimize several systems, or tasks'', simultaneously; however, in most of these scenarios the current task is determined by nature. In this work, we explore the offline'' case in which one is able to bypass nature and choose the next task to evaluate (e.g. via a simulator). Because some tasks may be easier to optimize and others may be more critical, it is crucial to leverage algorithms that not only consider which configurations to try next, but also which tasks to make evaluations for. In this work, we describe a theoretically grounded Bayesian optimization method to tackle this problem.

Kandasamy, Kirthevasan, Neiswanger, Willie, Schneider, Jeff, Poczos, Barnabas, Xing, Eric P.

Bayesian Optimisation (BO) refers to a class of methods for global optimisation of a function f which is only accessible via point evaluations. It is typically used in settings where f is expensive to evaluate. A common use case for BO in machine learning is model selection, where it is not possible to analytically model the generalisation performance of a statistical model, and we resort to noisy and expensive training and validation procedures to choose the best model. Conventional BO methods have focused on Euclidean and categorical domains, which, in the context of model selection, only permits tuning scalar hyper-parameters of machine learning algorithms. However, with the surge of interest in deep learning, there is an increasing demand to tune neural network architectures.

Chung, Youngseog, Char, Ian, Neiswanger, Willie, Kandasamy, Kirthevasan, Nelson, Andrew Oakleigh, Boyer, Mark D, Kolemen, Egemen, Schneider, Jeff

Nuclear fusion is regarded as the energy of the future since it presents the possibility of unlimited clean energy. One obstacle in utilizing fusion as a feasible energy source is the stability of the reaction. Ideally, one would have a controller for the reactor that makes actions in response to the current state of the plasma in order to prolong the reaction as long as possible. In this work, we make preliminary steps to learning such a controller. Since learning on a real world reactor is infeasible, we tackle this problem by attempting to learn optimal controls offline via a simulator, where the state of the plasma can be explicitly set. In particular, we introduce a theoretically grounded Bayesian optimization algorithm that recommends a state and action pair to evaluate at every iteration and show that this results in more efficient use of the simulator.

White, Colin, Neiswanger, Willie, Savani, Yash

Neural Architecture Search (NAS) has seen an explosion of research in the past few years. A variety of methods have been proposed to perform NAS, including reinforcement learning, Bayesian optimization with a Gaussian process model, evolutionary search, and gradient descent. In this work, we design a NAS algorithm that performs Bayesian optimization using a neural network model. We develop a path-based encoding scheme to featurize the neural architectures that are used to train the neural network model. This strategy is particularly effective for encoding architectures in cell-based search spaces. After training on just 200 random neural architectures, we are able to predict the validation accuracy of a new architecture to within one percent of its true accuracy on average, for popular search spaces. This may be of independent interest beyond Bayesian neural architecture search. We test our algorithm on the NASBench (Ying et al. 2019) and DARTS (Liu et al. 2018) search spaces, and we show that our algorithm outperforms other NAS methods including evolutionary search, reinforcement learning, AlphaX, ASHA, and DARTS. Our algorithm is over 100x more efficient than random search, and 3.8x more efficient than the next-best algorithm on the NASBench dataset. As there have been problems with fair and reproducible experimental evauations in the field of NAS, we adhere to the recent NAS research checklist (Lindauer and Hutter 2019) to facilitate NAS research. In particular, our implementation has been made publicly available, including all details needed to fully reproduce our results.

Korovina, Ksenia, Xu, Sailun, Kandasamy, Kirthevasan, Neiswanger, Willie, Poczos, Barnabas, Schneider, Jeff, Xing, Eric P.

We describe ChemBO, a Bayesian Optimization framework for generating and optimizing organic molecules for desired molecular properties. This framework is useful in applications such as drug discovery, where an algorithm recommends new candidate molecules; these molecules first need to be synthesized and then tested for drug-like properties. The algorithm uses the results of past tests to recommend new ones so as to find good molecules efficiently. Most existing data-driven methods for this problem do not account for sample efficiency and/or fail to enforce realistic constraints on synthesizability. In this work, we explore existing kernels for molecules in the literature as well as propose a novel kernel which views a molecule as a graph. In ChemBO, we implement these kernels in a Gaussian process model. Then we explore the chemical space by traversing possible paths of molecular synthesis. Consequently, our approach provides a proposal synthesis path every time it recommends a new molecule to test, a crucial advantage when compared to existing methods. In our experiments, we demonstrate the efficacy of the proposed approach on several molecular optimization problems.

Kandasamy, Kirthevasan, Vysyaraju, Karun Raju, Neiswanger, Willie, Paria, Biswajit, Collins, Christopher R., Schneider, Jeff, Poczos, Barnabas, Xing, Eric P.

Bayesian Optimisation (BO), refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently find the optimum. While BO has been applied successfully in many applications, modern optimisation tasks usher in new challenges where conventional methods fail spectacularly. In this work, we present Dragonfly, an open source Python library for scalable and robust BO. Dragonfly incorporates multiple recently developed methods that allow BO to be applied in challenging real world settings; these include better methods for handling higher dimensional domains, methods for handling multi-fidelity evaluations when cheap approximations of an expensive function are available, methods for optimising over structured combinatorial spaces, such as the space of neural network architectures, and methods for handling parallel evaluations. Additionally, we develop new methodological improvements in BO for selecting the Bayesian model, selecting the acquisition function, and optimising over complex domains with different variable types and additional constraints. We compare Dragonfly to a suite of other packages and algorithms for global optimisation and demonstrate that when the above methods are integrated, they enable significant improvements in the performance of BO. The Dragonfly library is available at dragonfly.github.io.

Neiswanger, Willie, Kandasamy, Kirthevasan, Poczos, Barnabas, Schneider, Jeff, Xing, Eric

Optimizing an expensive-to-query function is a common task in science and engineering, where it is beneficial to keep the number of queries to a minimum. A popular strategy is Bayesian optimization (BO), which leverages probabilistic models for this task. Most BO today uses Gaussian processes (GPs), or a few other surrogate models. However, there is a broad set of Bayesian modeling techniques that we may want to use to capture complex systems and reduce the number of queries. Probabilistic programs (PPs) are modern tools that allow for flexible model composition, incorporation of prior information, and automatic inference. In this paper, we develop ProBO, a framework for BO using only standard operations common to most PPs. This allows a user to drop in an arbitrary PP implementation and use it directly in BO. To do this, we describe black box versions of popular acquisition functions that can be used in our framework automatically, without model-specific derivation, and show how to optimize these functions. We also introduce a model, which we term the Bayesian Product of Experts, that integrates into ProBO and can be used to combine information from multiple models implemented with different PPs. We show empirical results using multiple PP implementations, and compare against standard BO methods.

Kandasamy, Kirthevasan, Neiswanger, Willie, Schneider, Jeff, Poczos, Barnabas, Xing, Eric P.

Bayesian Optimisation (BO) refers to a class of methods for global optimisation of a function f which is only accessible via point evaluations. It is typically used in settings where f is expensive to evaluate. A common use case for BO in machine learning is model selection, where it is not possible to analytically model the generalisation performance of a statistical model, and we resort to noisy and expensive training and validation procedures to choose the best model. Conventional BO methods have focused on Euclidean and categorical domains, which, in the context of model selection, only permits tuning scalar hyper-parameters of machine learning algorithms. However, with the surge of interest in deep learning, there is an increasing demand to tune neural network architectures. In this work, we develop NASBOT, a Gaussian process based BO framework for neural architecture search. To accomplish this, we develop a distance metric in the space of neural network architectures which can be computed efficiently via an optimal transport program. This distance might be of independent interest to the deep learning community as it may find applications outside of BO. We demonstrate that NASBOT outperforms other alternatives for architecture search in several cross validation based model selection tasks on multi-layer perceptrons and convolutional neural networks.

Chidambaram, Rajesh, Kampffmeyer, Michael, Neiswanger, Willie, Liang, Xiaodan, Lachmann, Thomas, Xing, Eric

Raven's Progressive Matrices are one of the widely used tests in evaluating the human test taker's fluid intelligence. Analogously, this paper introduces geometric generalization based zero-shot learning tests to measure the rapid learning ability and the internal consistency of deep generative models. Our empirical research analysis on state-of-the-art generative models discern their ability to generalize concepts across classes. In the process, we introduce Infinite World, an evaluable, scalable, multi-modal, light-weight dataset and Zero-Shot Intelligence Metric ZSI. The proposed tests condenses human-level spatial and numerical reasoning tasks to its simplistic geometric forms. The dataset is scalable to a theoretical limit of infinity, in numerical features of the generated geometric figures, image size and in quantity. We systematically analyze state-of-the-art model's internal consistency, identify their bottlenecks and propose a pro-active optimization method for few-shot and zero-shot learning.

Kandasamy, Kirthevasan, Neiswanger, Willie, Zhang, Reed, Krishnamurthy, Akshay, Schneider, Jeff, Poczos, Barnabas

We design a new myopic strategy for a wide class of sequential design of experiment (DOE) problems, where the goal is to collect data in order to to fulfil a certain problem specific goal. Our approach, Myopic Posterior Sampling (MPS), is inspired by the classical posterior (Thompson) sampling algorithm for multi-armed bandits and leverages the flexibility of probabilistic programming and approximate Bayesian inference to address a broad set of problems. Empirically, this general-purpose strategy is competitive with more specialised methods in a wide array of DOE tasks, and more importantly, enables addressing complex DOE goals where no existing method seems applicable. On the theoretical side, we leverage ideas from adaptive submodularity and reinforcement learning to derive conditions under which MPS achieves sublinear regret against natural benchmark policies.