8,998 research outputs found
Bayesian Best-Arm Identification for Selecting Influenza Mitigation Strategies
Pandemic influenza has the epidemic potential to kill millions of people.
While various preventive measures exist (i.a., vaccination and school
closures), deciding on strategies that lead to their most effective and
efficient use remains challenging. To this end, individual-based
epidemiological models are essential to assist decision makers in determining
the best strategy to curb epidemic spread. However, individual-based models are
computationally intensive and it is therefore pivotal to identify the optimal
strategy using a minimal amount of model evaluations. Additionally, as
epidemiological modeling experiments need to be planned, a computational budget
needs to be specified a priori. Consequently, we present a new sampling
technique to optimize the evaluation of preventive strategies using fixed
budget best-arm identification algorithms. We use epidemiological modeling
theory to derive knowledge about the reward distribution which we exploit using
Bayesian best-arm identification algorithms (i.e., Top-two Thompson sampling
and BayesGap). We evaluate these algorithms in a realistic experimental setting
and demonstrate that it is possible to identify the optimal strategy using only
a limited number of model evaluations, i.e., 2-to-3 times faster compared to
the uniform sampling method, the predominant technique used for epidemiological
decision making in the literature. Finally, we contribute and evaluate a
statistic for Top-two Thompson sampling to inform the decision makers about the
confidence of an arm recommendation
Sequential Design for Ranking Response Surfaces
We propose and analyze sequential design methods for the problem of ranking
several response surfaces. Namely, given response surfaces over a
continuous input space , the aim is to efficiently find the index of
the minimal response across the entire . The response surfaces are not
known and have to be noisily sampled one-at-a-time. This setting is motivated
by stochastic control applications and requires joint experimental design both
in space and response-index dimensions. To generate sequential design
heuristics we investigate stepwise uncertainty reduction approaches, as well as
sampling based on posterior classification complexity. We also make connections
between our continuous-input formulation and the discrete framework of pure
regret in multi-armed bandits. To model the response surfaces we utilize
kriging surrogates. Several numerical examples using both synthetic data and an
epidemics control problem are provided to illustrate our approach and the
efficacy of respective adaptive designs.Comment: 26 pages, 7 figures (updated several sections and figures
Closed-loop optimization of fast-charging protocols for batteries with machine learning.
Simultaneously optimizing many design parameters in time-consuming experiments causes bottlenecks in a broad range of scientific and engineering disciplines1,2. One such example is process and control optimization for lithium-ion batteries during materials selection, cell manufacturing and operation. A typical objective is to maximize battery lifetime; however, conducting even a single experiment to evaluate lifetime can take months to years3-5. Furthermore, both large parameter spaces and high sampling variability3,6,7 necessitate a large number of experiments. Hence, the key challenge is to reduce both the number and the duration of the experiments required. Here we develop and demonstrate a machine learning methodology to efficiently optimize a parameter space specifying the current and voltage profiles of six-step, ten-minute fast-charging protocols for maximizing battery cycle life, which can alleviate range anxiety for electric-vehicle users8,9. We combine two key elements to reduce the optimization cost: an early-prediction model5, which reduces the time per experiment by predicting the final cycle life using data from the first few cycles, and a Bayesian optimization algorithm10,11, which reduces the number of experiments by balancing exploration and exploitation to efficiently probe the parameter space of charging protocols. Using this methodology, we rapidly identify high-cycle-life charging protocols among 224 candidates in 16 days (compared with over 500 days using exhaustive search without early prediction), and subsequently validate the accuracy and efficiency of our optimization approach. Our closed-loop methodology automatically incorporates feedback from past experiments to inform future decisions and can be generalized to other applications in battery design and, more broadly, other scientific domains that involve time-intensive experiments and multi-dimensional design spaces
Portfolio Allocation for Bayesian Optimization
Bayesian optimization with Gaussian processes has become an increasingly
popular tool in the machine learning community. It is efficient and can be used
when very little is known about the objective function, making it popular in
expensive black-box optimization scenarios. It uses Bayesian methods to sample
the objective efficiently using an acquisition function which incorporates the
model's estimate of the objective and the uncertainty at any given point.
However, there are several different parameterized acquisition functions in the
literature, and it is often unclear which one to use. Instead of using a single
acquisition function, we adopt a portfolio of acquisition functions governed by
an online multi-armed bandit strategy. We propose several portfolio strategies,
the best of which we call GP-Hedge, and show that this method outperforms the
best individual acquisition function. We also provide a theoretical bound on
the algorithm's performance.Comment: This revision contains an updated the performance bound and other
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