Hypervolume-based Multi-objective Bayesian Optimization with Student-t Processes

Student-$t$ processes have recently been proposed as an appealing alternative non-parameteric function prior. They feature enhanced flexibility and predictive variance. In this work the use of Student-$t$ processes are explored for multi-objective Bayesian optimization. In particular, an analytical expression for the hypervolume-based probability of improvement is developed for independent Student-$t$ process priors of the objectives. Its effectiveness is shown on a multi-objective optimization problem which is known to be difficult with traditional Gaussian processes.Comment: 5 pages, 3 figure

A Bayesian approach to constrained single- and multi-objective optimization

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to evaluate. As a consequence, the number of evaluations that can be used to carry out the optimization is very limited, as in complex industrial design optimization problems. The method we propose to overcome this difficulty has its roots in both the Bayesian and the multi-objective optimization literatures. More specifically, an extended domination rule is used to handle objectives and constraints in a unified way, and a corresponding expected hyper-volume improvement sampling criterion is proposed. This new criterion is naturally adapted to the search of a feasible point when none is available, and reduces to existing Bayesian sampling criteria---the classical Expected Improvement (EI) criterion and some of its constrained/multi-objective extensions---as soon as at least one feasible point is available. The calculation and optimization of the criterion are performed using Sequential Monte Carlo techniques. In particular, an algorithm similar to the subset simulation method, which is well known in the field of structural reliability, is used to estimate the criterion. The method, which we call BMOO (for Bayesian Multi-Objective Optimization), is compared to state-of-the-art algorithms for single- and multi-objective constrained optimization

Optimisation of Mobile Communication Networks - OMCO NET

The mini conference “Optimisation of Mobile Communication Networks” focuses on advanced methods for search and optimisation applied to wireless communication networks. It is sponsored by Research & Enterprise Fund Southampton Solent University. The conference strives to widen knowledge on advanced search methods capable of optimisation of wireless communications networks. The aim is to provide a forum for exchange of recent knowledge, new ideas and trends in this progressive and challenging area. The conference will popularise new successful approaches on resolving hard tasks such as minimisation of transmit power, cooperative and optimal routing

Model fitting for small skin permeability data sets: hyperparameter optimisation in Gaussian Process Regression

This is the pre-peer reviewed version of the following article: Parivash Ashrafi, Yi Sun, Neil Davey, Roderick G. Adams, Simon C. Wilkinson, and Gary Patrick Moss, ‘Model fitting for small skin permeability data sets: hyperparameter optimisation in Gaussian Process Regression’, Journal of Pharmacy and Pharmacology, Vol. 70 (3): 361-373, March 2018, which has been published in final form at https://doi.org/10.1111/jphp.12863. Under embargo until 17 January 2019. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.Objectives The aim of this study was to investigate how to improve predictions from Gaussian Process models by optimising the model hyperparameters. Methods Optimisation methods, including Grid Search, Conjugate Gradient, Random Search, Evolutionary Algorithm and Hyper-prior, were evaluated and applied to previously published data. Data sets were also altered in a structured manner to reduce their size, which retained the range, or ‘chemical space’ of the key descriptors to assess the effect of the data range on model quality. Key findings The Hyper-prior Smoothbox kernel results in the best models for the majority of data sets, and they exhibited significantly better performance than benchmark quantitative structure–permeability relationship (QSPR) models. When the data sets were systematically reduced in size, the different optimisation methods generally retained their statistical quality, whereas benchmark QSPR models performed poorly. Conclusions The design of the data set, and possibly also the approach to validation of the model, is critical in the development of improved models. The size of the data set, if carefully controlled, was not generally a significant factor for these models and that models of excellent statistical quality could be produced from substantially smaller data sets.Peer reviewedFinal Accepted Versio

Landscape Analysis for Surrogate Models in the Evolutionary Black-Box Context

Surrogate modeling has become a valuable technique for black-box optimization tasks with expensive evaluation of the objective function. In this paper, we investigate the relationship between the predictive accuracy of surrogate models and features of the black-box function landscape. We also study properties of features for landscape analysis in the context of different transformations and ways of selecting the input data. We perform the landscape analysis of a large set of data generated using runs of a surrogate-assisted version of the Covariance Matrix Adaptation Evolution Strategy on the noiseless part of the Comparing Continuous Optimisers benchmark function testbed.Comment: 25 pages main article, 28 pages supplementary material, 3 figures, currently under review at Evolutionary Computation journa

Intrinsically Motivated Goal Exploration Processes with Automatic Curriculum Learning

Intrinsically motivated spontaneous exploration is a key enabler of autonomous lifelong learning in human children. It enables the discovery and acquisition of large repertoires of skills through self-generation, self-selection, self-ordering and self-experimentation of learning goals. We present an algorithmic approach called Intrinsically Motivated Goal Exploration Processes (IMGEP) to enable similar properties of autonomous or self-supervised learning in machines. The IMGEP algorithmic architecture relies on several principles: 1) self-generation of goals, generalized as fitness functions; 2) selection of goals based on intrinsic rewards; 3) exploration with incremental goal-parameterized policy search and exploitation of the gathered data with a batch learning algorithm; 4) systematic reuse of information acquired when targeting a goal for improving towards other goals. We present a particularly efficient form of IMGEP, called Modular Population-Based IMGEP, that uses a population-based policy and an object-centered modularity in goals and mutations. We provide several implementations of this architecture and demonstrate their ability to automatically generate a learning curriculum within several experimental setups including a real humanoid robot that can explore multiple spaces of goals with several hundred continuous dimensions. While no particular target goal is provided to the system, this curriculum allows the discovery of skills that act as stepping stone for learning more complex skills, e.g. nested tool use. We show that learning diverse spaces of goals with intrinsic motivations is more efficient for learning complex skills than only trying to directly learn these complex skills