Roman Garnett
Cost Effective Active Search
Shali Jiang, Roman Garnett, Benjamin Moseley
We study a paradigm of active learning we call cost effective active search, where the goal is to find a given number of positive points from a large unlabeled pool with minimum labeling cost. Most existing methods solve this problem heuristically, and few theoretical results have been established. Here we adopt a principled Bayesian approach for the first time.
Cost Effective Active Search
Shali Jiang, Roman Garnett, Benjamin Moseley
We study a paradigm of active learning we call cost effective active search, where the goal is to find a given number of positive points from a large unlabeled pool with minimum labeling cost. Most existing methods solve this problem heuristically, and few theoretical results have been established. Here we adopt a principled Bayesian approach for the first time.
Bayesian optimization for automated model selection
Gustavo Malkomes, Charles Schaff, Roman Garnett
Despite the success of kernel-based nonparametric methods, kernel selection still requires considerable expertise, and is often described as a "black art." We present a sophisticated method for automatically searching for an appropriate kernel from an infinite space of potential choices. Previous efforts in this direction have focused on traversing a kernel grammar, only examining the data via computation of marginal likelihood. Our proposed search method is based on Bayesian optimization in model space, where we reason about model evidence as a function to be maximized. We explicitly reason about the data distribution and how it induces similarity between potential model choices in terms of the explanations they can offer for observed data. In this light, we construct a novel kernel between models to explain a given dataset. Our method is capable of finding a model that explains a given dataset well without any human assistance, often with fewer computations of model evidence than previous approaches, a claim we demonstrate empirically.
Efficient nonmyopic batch active search
Shali Jiang, Gustavo Malkomes, Matthew Abbott, Benjamin Moseley, Roman Garnett
Active search is a learning paradigm for actively identifying as many members of a given class as possible. A critical target scenario is high-throughput screening for scientific discovery, such as drug or materials discovery. In these settings, specialized instruments can often evaluate multiple points simultaneously; however, all existing work on active search focuses on sequential acquisition.
Automating Bayesian optimization with Bayesian optimization
Gustavo Malkomes, Roman Garnett
Bayesian optimization is a powerful tool for global optimization of expensive functions. One of its key components is the underlying probabilistic model used for the objective function f. In practice, however, it is often unclear how one should appropriately choose a model, especially when gathering data is expensive. We introduce a novel automated Bayesian optimization approach that dynamically selects promising models for explaining the observed data using Bayesian optimization in model space. Crucially, we account for the uncertainty in the choice of model; our method is capable of using multiple models to represent its current belief about f and subsequently using this information for decision making. We argue, and demonstrate empirically, that our approach automatically finds suitable models for the objective function, which ultimately results in more-efficient optimization.