Combining multi-fidelity modelling and asynchronous batch bayesian optimization
File(s)2211.06149v1.pdf (1.71 MB)
Accepted version
Author(s)
Type
Working Paper
Abstract
Bayesian Optimization is a useful tool for experiment design. Unfortunately,
the classical, sequential setting of Bayesian Optimization does not translate
well into laboratory experiments, for instance battery design, where
measurements may come from different sources and their evaluations may require
significant waiting times. Multi-fidelity Bayesian Optimization addresses the
setting with measurements from different sources. Asynchronous batch Bayesian
Optimization provides a framework to select new experiments before the results
of the prior experiments are revealed. This paper proposes an algorithm
combining multi-fidelity and asynchronous batch methods. We empirically study
the algorithm behavior, and show it can outperform single-fidelity batch
methods and multi-fidelity sequential methods. As an application, we consider
designing electrode materials for optimal performance in pouch cells using
experiments with coin cells to approximate battery performance.
the classical, sequential setting of Bayesian Optimization does not translate
well into laboratory experiments, for instance battery design, where
measurements may come from different sources and their evaluations may require
significant waiting times. Multi-fidelity Bayesian Optimization addresses the
setting with measurements from different sources. Asynchronous batch Bayesian
Optimization provides a framework to select new experiments before the results
of the prior experiments are revealed. This paper proposes an algorithm
combining multi-fidelity and asynchronous batch methods. We empirically study
the algorithm behavior, and show it can outperform single-fidelity batch
methods and multi-fidelity sequential methods. As an application, we consider
designing electrode materials for optimal performance in pouch cells using
experiments with coin cells to approximate battery performance.
Date Issued
2022-11-11
Citation
2022
Publisher
arXiv
Copyright Statement
© 2022 The Author(s)
Sponsor
Engineering and Physical Sciences Research Council
Engineering & Physical Science Research Council (EPSRC)
BASF SE
Royal Academy of Engineering
Identifier
http://arxiv.org/abs/2211.06149v1
Grant Number
EP/P016871/1
EP/T001577/1
RecID 88091040
RCSRF2122-14-142
Subjects
cs.LG
cs.LG
cs.CE
stat.ML
Notes
23 pages, 7 figures, 1 table, Preprint
Publication Status
Published