172 research outputs found
Batched Stochastic Bayesian Optimization via Combinatorial Constraints Design
In many high-throughput experimental design settings, such as those common in biochemical engineering, batched queries are often more cost effective than one-by-one sequential queries. Furthermore, it is often not possible to directly choose items to query. Instead, the experimenter specifies a set of constraints that generates a library of possible items, which are then selected stochastically. Motivated by these considerations, we investigate \emph{Batched Stochastic Bayesian Optimization} (BSBO), a novel Bayesian optimization scheme for choosing the constraints in order to guide exploration towards items with greater utility. We focus on \emph{site-saturation mutagenesis}, a prototypical setting of BSBO in biochemical engineering, and propose a natural objective function for this problem. Importantly, we show that our objective function can be efficiently decomposed as a difference of submodular functions (DS), which allows us to employ DS optimization tools to greedily identify sets of constraints that increase the likelihood of finding items with high utility. Our experimental results show that our algorithm outperforms common heuristics on both synthetic and two real protein datasets
Online Learning of Energy Consumption for Navigation of Electric Vehicles
Energy efficient navigation constitutes an important challenge in electric vehicles, due to their limited battery capacity. We employ a Bayesian approach to model the energy consumption at road segments for efficient navigation. In order to learn the model parameters, we develop an online learning framework and investigate several exploration strategies such as Thompson Sampling and Upper Confidence Bound. We then extend our online learning framework to the multi-agent setting, where multiple vehicles adaptively navigate and learn the parameters of the energy model. We analyze Thompson Sampling and establish rigorous regret bounds on its performance in the single-agent and multi-agent settings, through an analysis of the algorithm under batched feedback. Finally, we demonstrate the performance of our methods via experiments on several real-world city road networks
Online Learning of Energy Consumption for Navigation of Electric Vehicles
Energy efficient navigation constitutes an important challenge in electric
vehicles, due to their limited battery capacity. We employ a Bayesian approach
to model the energy consumption at road segments for efficient navigation. In
order to learn the model parameters, we develop an online learning framework
and investigate several exploration strategies such as Thompson Sampling and
Upper Confidence Bound. We then extend our online learning framework to the
multi-agent setting, where multiple vehicles adaptively navigate and learn the
parameters of the energy model. We analyze Thompson Sampling and establish
rigorous regret bounds on its performance in the single-agent and multi-agent
settings, through an analysis of the algorithm under batched feedback. Finally,
we demonstrate the performance of our methods via experiments on several
real-world city road networks.Comment: Extension of arXiv:2003.0141
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