MLJun 17, 2023
Variational Sequential Optimal Experimental Design using Reinforcement LearningWanggang Shen, Jiayuan Dong, Xun Huan
We present variational sequential optimal experimental design (vsOED), a novel method for optimally designing a finite sequence of experiments within a Bayesian framework with information-theoretic criteria. vsOED employs a one-point reward formulation with variational posterior approximations, providing a provable lower bound to the expected information gain. Numerical methods are developed following an actor-critic reinforcement learning approach, including derivation and estimation of variational and policy gradients to optimize the design policy, and posterior approximation using Gaussian mixture models and normalizing flows. vsOED accommodates nuisance parameters, implicit likelihoods, and multiple candidate models, while supporting flexible design criteria that can target designs for model discrimination, parameter inference, goal-oriented prediction, and their weighted combinations. We demonstrate vsOED across various engineering and science applications, illustrating its superior sample efficiency compared to existing sequential experimental design algorithms.
LGApr 8, 2024
Variational Bayesian Optimal Experimental Design with Normalizing FlowsJiayuan Dong, Christian Jacobsen, Mehdi Khalloufi et al.
Bayesian optimal experimental design (OED) seeks experiments that maximize the expected information gain (EIG) in model parameters. Directly estimating the EIG using nested Monte Carlo is computationally expensive and requires an explicit likelihood. Variational OED (vOED), in contrast, estimates a lower bound of the EIG without likelihood evaluations by approximating the posterior distributions with variational forms, and then tightens the bound by optimizing its variational parameters. We introduce the use of normalizing flows (NFs) for representing variational distributions in vOED; we call this approach vOED-NFs. Specifically, we adopt NFs with a conditional invertible neural network architecture built from compositions of coupling layers, and enhanced with a summary network for data dimension reduction. We present Monte Carlo estimators to the lower bound along with gradient expressions to enable a gradient-based simultaneous optimization of the variational parameters and the design variables. The vOED-NFs algorithm is then validated in two benchmark problems, and demonstrated on a partial differential equation-governed application of cathodic electrophoretic deposition and an implicit likelihood case with stochastic modeling of aphid population. The findings suggest that a composition of 4--5 coupling layers is able to achieve lower EIG estimation bias, under a fixed budget of forward model runs, compared to previous approaches. The resulting NFs produce approximate posteriors that agree well with the true posteriors, able to capture non-Gaussian and multi-modal features effectively.
LGJul 10, 2025
Goal-Oriented Sequential Bayesian Experimental Design for Causal LearningZheyu Zhang, Jiayuan Dong, Jie Liu et al.
We present GO-CBED, a goal-oriented Bayesian framework for sequential causal experimental design. Unlike conventional approaches that select interventions aimed at inferring the full causal model, GO-CBED directly maximizes the expected information gain (EIG) on user-specified causal quantities of interest, enabling more targeted and efficient experimentation. The framework is both non-myopic, optimizing over entire intervention sequences, and goal-oriented, targeting only model aspects relevant to the causal query. To address the intractability of exact EIG computation, we introduce a variational lower bound estimator, optimized jointly through a transformer-based policy network and normalizing flow-based variational posteriors. The resulting policy enables real-time decision-making via an amortized network. We demonstrate that GO-CBED consistently outperforms existing baselines across various causal reasoning and discovery tasks-including synthetic structural causal models and semi-synthetic gene regulatory networks-particularly in settings with limited experimental budgets and complex causal mechanisms. Our results highlight the benefits of aligning experimental design objectives with specific research goals and of forward-looking sequential planning.
COMP-PHJan 16, 2024
Enhancing Dynamical System Modeling through Interpretable Machine Learning Augmentations: A Case Study in Cathodic Electrophoretic DepositionChristian Jacobsen, Jiayuan Dong, Mehdi Khalloufi et al.
We introduce a comprehensive data-driven framework aimed at enhancing the modeling of physical systems, employing inference techniques and machine learning enhancements. As a demonstrative application, we pursue the modeling of cathodic electrophoretic deposition (EPD), commonly known as e-coating. Our approach illustrates a systematic procedure for enhancing physical models by identifying their limitations through inference on experimental data and introducing adaptable model enhancements to address these shortcomings. We begin by tackling the issue of model parameter identifiability, which reveals aspects of the model that require improvement. To address generalizability , we introduce modifications which also enhance identifiability. However, these modifications do not fully capture essential experimental behaviors. To overcome this limitation, we incorporate interpretable yet flexible augmentations into the baseline model. These augmentations are parameterized by simple fully-connected neural networks (FNNs), and we leverage machine learning tools, particularly Neural Ordinary Differential Equations (Neural ODEs), to learn these augmentations. Our simulations demonstrate that the machine learning-augmented model more accurately captures observed behaviors and improves predictive accuracy. Nevertheless, we contend that while the model updates offer superior performance and capture the relevant physics, we can reduce off-line computational costs by eliminating certain dynamics without compromising accuracy or interpretability in downstream predictions of quantities of interest, particularly film thickness predictions. The entire process outlined here provides a structured approach to leverage data-driven methods. Firstly, it helps us comprehend the root causes of model inaccuracies, and secondly, it offers a principled method for enhancing model performance.
CLJan 16, 2024
Code-Based English Models Surprising Performance on Chinese QA Pair Extraction TaskLinghan Zheng, Hui Liu, Xiaojun Lin et al.
In previous studies, code-based models have consistently outperformed text-based models in reasoning-intensive scenarios. When generating our knowledge base for Retrieval-Augmented Generation (RAG), we observed that code-based models also perform exceptionally well in Chinese QA Pair Extraction task. Further, our experiments and the metrics we designed discovered that code-based models containing a certain amount of Chinese data achieve even better performance. Additionally, the capabilities of code-based English models in specified Chinese tasks offer a distinct perspective for discussion on the philosophical "Chinese Room" thought experiment.