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Discovering Many Diverse Solutions with Bayesian Optimization
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Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to single-objective BO only seek to find a single best solution. This can be a significant limitation in situations where solutions may later turn out to be intractable. For example, a designed molecule may turn out to violate constraints that can only be reasonably evaluated after the optimization process has concluded. To address this issue, we propose Rank-Ordered Bayesian Optimization with Trust-regions (ROBOT) which aims to find a portfolio of high-performing solutions that are diverse according to a user-specified diversity metric. We evaluate ROBOT on several real-world applications and show that it can discover large sets of high-performing diverse solutions while requiring few additional function evaluations compared to finding a single best solution.
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Cited by 1 Pith paper
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Return of the Latent Space COWBOYS: Re-thinking the use of VAEs for Bayesian Optimisation of Structured Spaces
A decoupled Bayesian optimization method that samples candidate molecules from a VAE prior weighted by a structure-space Gaussian process's probability of improvement outperforms latent-space BO on low-budget molecula...
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