Bayesian Optimization with Dimension Scheduling: Application to Biological Systems

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Title: Bayesian Optimization with Dimension Scheduling: Application to Biological Systems
Author(s): Ulmasov, D
Baroukh, C
Chachuat, B
Deisenroth, MP
Misener, R
Item Type: Working Paper
Abstract: Bayesian Optimization (BO) is a data-efficient method for global black-box optimization of an expensive-to-evaluate fitness function. BO typically assumes that computation cost of BO is cheap, but experiments are time consuming or costly. In practice, this allows us to optimize ten or fewer critical parameters in up to 1,000 experiments. But experiments may be less expensive than BO methods assume: In some simulation models, we may be able to conduct multiple thousands of experiments in a few hours, and the computational burden of BO is no longer negligible compared to experimentation time. To address this challenge we introduce a new Dimension Scheduling Algorithm (DSA), which reduces the computational burden of BO for many experiments. The key idea is that DSA optimizes the fitness function only along a small set of dimensions at each iteration. This DSA strategy (1) reduces the necessary computation time, (2) finds good solutions faster than the traditional BO method, and (3) can be parallelized straightforwardly. We evaluate the DSA in the context of optimizing parameters of dynamic models of microalgae metabolism and show faster convergence than traditional BO.
Publication Date: 31-Dec-2015
URI: http://hdl.handle.net/10044/1/28761
Copyright Statement: © 2015 The Authors
Sponsor/Funder: Royal Academy Of Engineering
Engineering & Physical Science Research Council (E
Funder's Grant Number: 10216/118
EP/M028240/1
Keywords: stat.ML
stat.ML
cs.LG
math.OC
Appears in Collections:Faculty of Engineering
Computing
Chemical Engineering



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