Simulation-based optimal Bayesian experimental design for nonlinear systems

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general mathematical framework and an algorithmic approach for optimal experimental design with nonlinear simulation-based models; in particular, we focus on finding sets of experiments that provide the most information about targeted sets of parameters. Our framework employs a Bayesian statistical setting, which provides a foundation for inference from noisy, indirect, and incomplete data, and a natural mechanism for incorporating heterogeneous sources of information. An objective function is constructed from information theoretic measures, reflecting expected information gain from proposed combinations of experiments. Polynomial chaos approximations and a two-stage Monte Carlo sampling method are used to evaluate the expected information gain. Stochastic approximation algorithms are then used to make optimization feasible in computationally intensive and high-dimensional settings. These algorithms are demonstrated on model problems and on nonlinear parameter estimation problems arising in detailed combustion kinetics.Comment: Preprint 53 pages, 17 figures (54 small figures). v1 submitted to the Journal of Computational Physics on August 4, 2011; v2 submitted on August 12, 2012. v2 changes: (a) addition of Appendix B and Figure 17 to address the bias in the expected utility estimator; (b) minor language edits; v3 submitted on November 30, 2012. v3 changes: minor edit

Unscented Bayesian Optimization for Safe Robot Grasping

We address the robot grasp optimization problem of unknown objects considering uncertainty in the input space. Grasping unknown objects can be achieved by using a trial and error exploration strategy. Bayesian optimization is a sample efficient optimization algorithm that is especially suitable for this setups as it actively reduces the number of trials for learning about the function to optimize. In fact, this active object exploration is the same strategy that infants do to learn optimal grasps. One problem that arises while learning grasping policies is that some configurations of grasp parameters may be very sensitive to error in the relative pose between the object and robot end-effector. We call these configurations unsafe because small errors during grasp execution may turn good grasps into bad grasps. Therefore, to reduce the risk of grasp failure, grasps should be planned in safe areas. We propose a new algorithm, Unscented Bayesian optimization that is able to perform sample efficient optimization while taking into consideration input noise to find safe optima. The contribution of Unscented Bayesian optimization is twofold as if provides a new decision process that drives exploration to safe regions and a new selection procedure that chooses the optimal in terms of its safety without extra analysis or computational cost. Both contributions are rooted on the strong theory behind the unscented transformation, a popular nonlinear approximation method. We show its advantages with respect to the classical Bayesian optimization both in synthetic problems and in realistic robot grasp simulations. The results highlights that our method achieves optimal and robust grasping policies after few trials while the selected grasps remain in safe regions.Comment: conference pape

On the Design of LQR Kernels for Efficient Controller Learning

Finding optimal feedback controllers for nonlinear dynamic systems from data is hard. Recently, Bayesian optimization (BO) has been proposed as a powerful framework for direct controller tuning from experimental trials. For selecting the next query point and finding the global optimum, BO relies on a probabilistic description of the latent objective function, typically a Gaussian process (GP). As is shown herein, GPs with a common kernel choice can, however, lead to poor learning outcomes on standard quadratic control problems. For a first-order system, we construct two kernels that specifically leverage the structure of the well-known Linear Quadratic Regulator (LQR), yet retain the flexibility of Bayesian nonparametric learning. Simulations of uncertain linear and nonlinear systems demonstrate that the LQR kernels yield superior learning performance.Comment: 8 pages, 5 figures, to appear in 56th IEEE Conference on Decision and Control (CDC 2017

Optimal experimental design for mathematical models of haematopoiesis.

The haematopoietic system has a highly regulated and complex structure in which cells are organized to successfully create and maintain new blood cells. It is known that feedback regulation is crucial to tightly control this system, but the specific mechanisms by which control is exerted are not completely understood. In this work, we aim to uncover the underlying mechanisms in haematopoiesis by conducting perturbation experiments, where animal subjects are exposed to an external agent in order to observe the system response and evolution. We have developed a novel Bayesian hierarchical framework for optimal design of perturbation experiments and proper analysis of the data collected. We use a deterministic model that accounts for feedback and feedforward regulation on cell division rates and self-renewal probabilities. A significant obstacle is that the experimental data are not longitudinal, rather each data point corresponds to a different animal. We overcome this difficulty by modelling the unobserved cellular levels as latent variables. We then use principles of Bayesian experimental design to optimally distribute time points at which the haematopoietic cells are quantified. We evaluate our approach using synthetic and real experimental data and show that an optimal design can lead to better estimates of model parameters

Determine measurement set for parameter estimation in biological systems modeling

Parameter estimation is challenging for biological systems modelling since the model is normally of high dimension, the measurement data are sparse and noisy, and the cost of experiments is high. Accurate recovery of parameters depend on the quantity and quality of measurement data. It is therefore important to know what measurements to be taken, when and how through optimal experimental design (OED). In this paper we present a method to determine the most informative measurement set for parameter estimation of dynamic systems, in particular biochemical reaction systems, such that the unknown parameters can be inferred with the best possible statistical quality using the data collected from the designed experiments. System analysis using matrix theory is introduced to examine the number of necessary measurement variables. The priority of each measurement variable is determined by optimal experimental design based on Fisher information matrix (FIM). The applicability and advantages of the proposed method are illustrated through an example of a signal pathway model

Gaussian process surrogates for failure detection: a Bayesian experimental design approach

An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian {process} surrogates for failure detection and failure probability estimation. In particular, we consider the situation that the underlying computer models are extremely expensive, and in this setting, determining the sampling points in the state space is of essential importance. We formulate the problem as an optimal experimental design for Bayesian inferences of the limit state (i.e., the failure boundary) and propose an efficient numerical scheme to solve the resulting optimization problem. In particular, the proposed limit-state inference method is capable of determining multiple sampling points at a time, and thus it is well suited for problems where multiple computer simulations can be performed in parallel. The accuracy and performance of the proposed method is demonstrated by both academic and practical examples