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Large-Batch, Iteration-Efficient Neural Bayesian Design Optimization

2023-06-01 · Navid Ansari, Alireza Javanmardi, Eyke Hüllermeier, Hans-Peter Seidel, Vahid Babaei

Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the rapid advances in fabrication and measurement methods as well as parallel computing infrastructure, querying many design problems can be heavily parallelized. This class of problems challenges BO with an unprecedented setup where it has to deal with very large batches, shifting its focus from sample efficiency to iteration efficiency. We present a novel Bayesian optimization framework specifically tailored to address these limitations. Our key contribution is a highly scalable, sample-based acquisition function that performs a non-dominated sorting of not only the objectives but also their associated uncertainty. We show that our acquisition function in combination with different Bayesian neural network surrogates is effective in data-intensive environments with a minimal number of iterations. We demonstrate the superiority of our method by comparing it with state-of-the-art multi-objective optimizations. We perform our evaluation on two real-world problems -- airfoil design and 3D printing -- showcasing the applicability and efficiency of our approach. Our code is available at: https://github.com/an-on-ym-ous/lbn_mobo

📄 PDF Abstract BibTeX arXiv:2306.01095

Code (1)

an-on-ym-ous/lbn_mobo 공식 구현 pytorch

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Bayesian OptimizationEfficient Exploration

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Gaussian Process Gaussian Processes are non-parametric models for approximating functions. They rely upon a measure of similarity between points (the kernel function) to predict the value for…

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