论文标题

结合多保真建模和异步批次贝叶斯优化

Combining Multi-Fidelity Modelling and Asynchronous Batch Bayesian Optimization

论文作者

Folch, Jose Pablo, Lee, Robert M, Shafei, Behrang, Walz, David, Tsay, Calvin, van der Wilk, Mark, Misener, Ruth

论文摘要

贝叶斯优化是实验设计的有用工具。不幸的是,贝叶斯优化的经典,顺序设置不能很好地转化为实验室实验,例如电池设计,其中测量可能来自不同的来源,其评估可能需要大量的等待时间。多保真贝叶斯优化通过不同来源的测量来解决设置。异步批处理贝叶斯优化提供了一个框架,可以在揭示先前实验的结果之前选择新实验。本文提出了一种结合多保真和异步批处理方法的算法。我们从经验上研究了算法行为,并表明它可以胜过单一遗传批处理方法和多效率顺序方法。作为应用,我们考虑使用带有硬币单元的实验来设计电极材料,以在小袋单元中进行最佳性能,以近似电池性能。

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.

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