joint predictive distribution
Pretrained Joint Predictions for Scalable Batch Bayesian Optimization of Molecular Designs
Wang-Henderson, Miles, Kaufman, Benjamin, Williams, Edward, Pederson, Ryan, Rossi, Matteo, Howell, Owen, Underkoffler, Carl, Mardirossian, Narbe, Parkhill, John
Batched synthesis and testing of molecular designs is the key bottleneck of drug development. There has been great interest in leveraging biomolecular foundation models as surrogates to accelerate this process. In this work, we show how to obtain scalable probabilistic surrogates of binding affinity for use in Batch Bayesian Optimization (Batch BO). This demands parallel acquisition functions that hedge between designs and the ability to rapidly sample from a joint predictive density to approximate them. Through the framework of Epistemic Neural Networks (ENNs), we obtain scalable joint predictive distributions of binding affinity on top of representations taken from large structure-informed models. Key to this work is an investigation into the importance of prior networks in ENNs and how to pretrain them on synthetic data to improve downstream performance in Batch BO. Their utility is demonstrated by rediscovering known potent EGFR inhibitors on a semi-synthetic benchmark in up to 5x fewer iterations, as well as potent inhibitors from a real-world small-molecule library in up to 10x fewer iterations, offering a promising solution for large-scale drug discovery applications.
Efficiently Generating Correlated Sample Paths from Multi-step Time Series Foundation Models
Baron, Ethan, Oreshkin, Boris, Ma, Ruijun, Zhang, Hanyu, Torkkola, Kari, Mahoney, Michael W., Wilson, Andrew Gordon, Konstantinova, Tatiana
Many time series applications require access to multi-step forecast trajectories in the form of sample paths. Recently, time series foundation models have leveraged multi-step lookahead predictions to improve the quality and efficiency of multi-step forecasts. However, these models only predict independent marginal distributions for each time step, rather than a full joint predictive distribution. To generate forecast sample paths with realistic correlation structures, one typically resorts to autoregressive sampling, which can be extremely expensive. In this paper, we present a copula-based approach to efficiently generate accurate, correlated sample paths from existing multi-step time series foundation models in one forward pass. Our copula-based approach generates correlated sample paths orders of magnitude faster than autoregressive sampling, and it yields improved sample path quality by mitigating the snowballing error phenomenon.