BOCK : Bayesian Optimization with Cylindrical Kernels

A major challenge in Bayesian Optimization is the boundary issue (Swersky, 2017) where an algorithm spends too many evaluations near the boundary of its search space. In this paper, we propose BOCK, Bayesian Optimization with Cylindrical Kernels, whose basic idea is to transform the ball geometry of the search space using a cylindrical transformation. Because of the transformed geometry, the Gaussian Process-based surrogate model spends less budget searching near the boundary, while concentrating its efforts relatively more near the center of the search region, where we expect the solution to be located. We evaluate BOCK extensively, showing that it is not only more accurate and efficient, but it also scales successfully to problems with a dimensionality as high as 500. We show that the better accuracy and scalability of BOCK even allows optimizing modestly sized neural network layers, as well as neural network hyperparameters.Comment: 10 pages, 5 figures, 5 tables, 1 algorith

Traction force microscopy with optimized regularization and automated Bayesian parameter selection for comparing cells

Adherent cells exert traction forces on to their environment, which allows them to migrate, to maintain tissue integrity, and to form complex multicellular structures. This traction can be measured in a perturbation-free manner with traction force microscopy (TFM). In TFM, traction is usually calculated via the solution of a linear system, which is complicated by undersampled input data, acquisition noise, and large condition numbers for some methods. Therefore, standard TFM algorithms either employ data filtering or regularization. However, these approaches require a manual selection of filter- or regularization parameters and consequently exhibit a substantial degree of subjectiveness. This shortcoming is particularly serious when cells in different conditions are to be compared because optimal noise suppression needs to be adapted for every situation, which invariably results in systematic errors. Here, we systematically test the performance of new methods from computer vision and Bayesian inference for solving the inverse problem in TFM. We compare two classical schemes, L1- and L2-regularization, with three previously untested schemes, namely Elastic Net regularization, Proximal Gradient Lasso, and Proximal Gradient Elastic Net. Overall, we find that Elastic Net regularization, which combines L1 and L2 regularization, outperforms all other methods with regard to accuracy of traction reconstruction. Next, we develop two methods, Bayesian L2 regularization and Advanced Bayesian L2 regularization, for automatic, optimal L2 regularization. Using artificial data and experimental data, we show that these methods enable robust reconstruction of traction without requiring a difficult selection of regularization parameters specifically for each data set. Thus, Bayesian methods can mitigate the considerable uncertainty inherent in comparing cellular traction forces

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

Multi-scale uncertainty quantification in geostatistical seismic inversion

Geostatistical seismic inversion is commonly used to infer the spatial distribution of the subsurface petro-elastic properties by perturbing the model parameter space through iterative stochastic sequential simulations/co-simulations. The spatial uncertainty of the inferred petro-elastic properties is represented with the updated a posteriori variance from an ensemble of the simulated realizations. Within this setting, the large-scale geological (metaparameters) used to generate the petro-elastic realizations, such as the spatial correlation model and the global a priori distribution of the properties of interest, are assumed to be known and stationary for the entire inversion domain. This assumption leads to underestimation of the uncertainty associated with the inverted models. We propose a practical framework to quantify uncertainty of the large-scale geological parameters in seismic inversion. The framework couples geostatistical seismic inversion with a stochastic adaptive sampling and Bayesian inference of the metaparameters to provide a more accurate and realistic prediction of uncertainty not restricted by heavy assumptions on large-scale geological parameters. The proposed framework is illustrated with both synthetic and real case studies. The results show the ability retrieve more reliable acoustic impedance models with a more adequate uncertainty spread when compared with conventional geostatistical seismic inversion techniques. The proposed approach separately account for geological uncertainty at large-scale (metaparameters) and local scale (trace-by-trace inversion)