mbo
Cliqueformer: Model-Based Optimization with Structured Transformers
Kuba, Jakub Grudzien, Abbeel, Pieter, Levine, Sergey
Expressive large-scale neural networks enable training powerful models for prediction tasks. However, in many engineering and science domains, such models are intended to be used not just for prediction, but for design -- e.g., creating new proteins that serve as effective therapeutics, or creating new materials or chemicals that maximize a downstream performance measure. Thus, researchers have recently grown an interest in building deep learning methods that solve offline \emph{model-based optimization} (MBO) problems, in which design candidates are optimized with respect to surrogate models learned from offline data. However, straightforward application of predictive models that are effective at predicting in-distribution properties of a design are not necessarily the best suited for use in creating new designs. Thus, the most successful algorithms that tackle MBO draw inspiration from reinforcement learning and generative modeling to meet the in-distribution constraints. Meanwhile, recent theoretical works have observed that exploiting the structure of the target black-box function is an effective strategy for solving MBO from offline data. Unfortunately, discovering such structure remains an open problem. In this paper, following first principles, we develop a model that learns the structure of an MBO task and empirically leads to improved designs. To this end, we introduce \emph{Cliqueformer} -- a scalable transformer-based architecture that learns the black-box function's structure in the form of its \emph{functional graphical model} (FGM), thus bypassing the problem of distribution shift, previously tackled by conservative approaches. We evaluate Cliqueformer on various tasks, ranging from high-dimensional black-box functions from MBO literature to real-world tasks of chemical and genetic design, consistently demonstrating its state-of-the-art performance.
Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters
Tsaknaki, Ioanna-Yvonni, Lillo, Fabrizio, Mazzarisi, Piero
Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding transitions in financial, economic, social, environmental, and technological contexts. Building upon the Bayesian approach introduced in \cite{c:07}, we devise a new method for online change point detection in the mean of a univariate time series, which is well suited for real-time applications and is able to handle the general temporal patterns displayed by data in many empirical contexts. We first describe time series as an autoregressive process of an arbitrary order. Second, the variance and correlation of the data are allowed to vary within each regime driven by a scoring rule that updates the value of the parameters for a better fit of the observations. Finally, a change point is detected in a probabilistic framework via the posterior distribution of the current regime length. By modeling temporal dependencies and time-varying parameters, the proposed approach enhances both the estimate accuracy and the forecasting power. Empirical validations using various datasets demonstrate the method's effectiveness in capturing memory and dynamic patterns, offering deeper insights into the non-stationary dynamics of real-world systems.
Migrating Birds Optimization-Based Feature Selection for Text Classification
Kaya, Cem, Kilimci, Zeynep Hilal, Uysal, Mitat, Kaya, Murat
This research introduces a novel approach, MBO-NB, that leverages Migrating Birds Optimization (MBO) coupled with Naive Bayes as an internal classifier to address feature selection challenges in text classification having large number of features. Focusing on computational efficiency, we preprocess raw data using the Information Gain algorithm, strategically reducing the feature count from an average of 62221 to 2089. Our experiments demonstrate MBO-NB's superior effectiveness in feature reduction compared to other existing techniques, emphasizing an increased classification accuracy. The successful integration of Naive Bayes within MBO presents a well-rounded solution. In individual comparisons with Particle Swarm Optimization (PSO), MBO-NB consistently outperforms by an average of 6.9% across four setups. This research offers valuable insights into enhancing feature selection methods, providing a scalable and effective solution for text classification
Kinetica Could Boost NVidia In $70B Big Data Market
Just because you start a company and raise tens of millions of dollars to fuel it's growth, there's no guarantee you have what it takes to build a large company. In fact, some 60% of founders do not survive their Series D round of venture funding. This comes to mind in considering San Francisco-based database supplier, Kinetica. Founded in 2009, Kinetica raised $50 million in June 2017 -- bringing its total funding to $63 million. Six months later, Kinetica's board replaced the its cofounder and CEO -- Amit Vij -- with Paul Appleby, an experienced sales executive.
EE-Grad: Exploration and Exploitation for Cost-Efficient Mini-Batch SGD
Donmez, Mehmet A., Raginsky, Maxim, Singer, Andrew C.
We present a generic framework for trading off fidelity and cost in computing stochastic gradients when the costs of acquiring stochastic gradients of different quality are not known a priori. We consider a mini-batch oracle that distributes a limited query budget over a number of stochastic gradients and aggregates them to estimate the true gradient. Since the optimal mini-batch size depends on the unknown cost-fidelity function, we propose an algorithm, {\it EE-Grad}, that sequentially explores the performance of mini-batch oracles and exploits the accumulated knowledge to estimate the one achieving the best performance in terms of cost-efficiency. We provide performance guarantees for EE-Grad with respect to the optimal mini-batch oracle, and illustrate these results in the case of strongly convex objectives. We also provide a simple numerical example that corroborates our theoretical findings.