Poompol Buathong

Poompol Buathong, Jiayue Wan, Raul Astudillo et al.

Bayesian optimization is a powerful framework for optimizing functions that are expensive or time-consuming to evaluate. Recent work has considered Bayesian optimization of function networks (BOFN), where the objective function is given by a network of functions, each taking as input the output of previous nodes in the network as well as additional parameters. Leveraging this network structure has been shown to yield significant performance improvements. Existing BOFN algorithms for general-purpose networks evaluate the full network at each iteration. However, many real-world applications allow for evaluating nodes individually. To exploit this, we propose a novel knowledge gradient acquisition function that chooses which node and corresponding inputs to evaluate in a cost-aware manner, thereby reducing query costs by evaluating only on a part of the network at each step. We provide an efficient approach to optimizing our acquisition function and show that it outperforms existing BOFN methods and other benchmarks across several synthetic and real-world problems. Our acquisition function is the first to enable cost-aware optimization of a broad class of function networks.

Zhongmou Chao, Poompol Buathong, Ekaterina Selivanovitch et al.

Protein sequence data from nature exhibits survivorship bias: we only observe data from those organisms that survive and reproduce, while non-functional protein mutations are eliminated by natural selection. Thus, predicting whether a protein sequence is functional often requires learning from positive examples alone. While positive-unlabeled (PU) learning frameworks offer a generic solution to this problem, existing PU methods ignore the evolutionary processes that shape sequence observability and cause survivorship bias. Consider a sequence that is one mutation away from a commonly-observed protein variant in a well-surveilled organism. If the sequence were functional, it would likely be observed. If it is not observed, this suggests non-functionality. In contrast, sequences that are unlikely to arise through mutation may be missing simply because they never arose. Thus, these two kinds of missing sequences should be treated differently when training models. In this work, we propose Evo-PU, a PU learning framework that uses a scientific understanding of nucleotide mutation to model survivorship bias for well-surveilled single-organism sequence data. On three prediction tasks using single-organism uniform-coverage surveillance data -- predicting results from held-out influenza and respiratory syncytial virus (RSV) mutagenesis studies, and predicting future SARS-CoV-2 variants -- Evo-PU outperforms standard PU learning, one-class classification (OCC), and protein language models (PLMs). On prediction tasks from multi-organism ProteinGym datasets with more heterogeneous surveillance coverage, we identify opportunities to generalize our approach.

Poompol Buathong, Peter I. Frazier

Bayesian optimization of function networks (BOFN) is a framework for optimizing expensive-to-evaluate objective functions structured as networks, where some nodes' outputs serve as inputs for others. Many real-world applications, such as manufacturing and drug discovery, involve function networks with additional properties - nodes that can be evaluated independently and incur varying costs. A recent BOFN variant, p-KGFN, leverages this structure and enables cost-aware partial evaluations, selectively querying only a subset of nodes at each iteration. p-KGFN reduces the number of expensive objective function evaluations needed but has a large computational overhead: choosing where to evaluate requires optimizing a nested Monte Carlo-based acquisition function for each node in the network. To address this, we propose an accelerated p-KGFN algorithm that reduces computational overhead with only a modest loss in query efficiency. Key to our approach is generation of node-specific candidate inputs for each node in the network via one inexpensive global Monte Carlo simulation. Numerical experiments show that our method maintains competitive query efficiency while achieving up to a 16x speedup over the original p-KGFN algorithm.

Poompol Buathong, David Ginsbourger, Tipaluck Krityakierne

We focus on kernel methods for set-valued inputs and their application to Bayesian set optimization, notably combinatorial optimization. We investigate two classes of set kernels that both rely on Reproducing Kernel Hilbert Space embeddings, namely the ``Double Sum'' (DS) kernels recently considered in Bayesian set optimization, and a class introduced here called ``Deep Embedding'' (DE) kernels that essentially consists in applying a radial kernel on Hilbert space on top of the canonical distance induced by another kernel such as a DS kernel. We establish in particular that while DS kernels typically suffer from a lack of strict positive definiteness, vast subclasses of DE kernels built upon DS kernels do possess this property, enabling in turn combinatorial optimization without requiring to introduce a jitter parameter. Proofs of theoretical results about considered kernels are complemented by a few practicalities regarding hyperparameter fitting. We furthermore demonstrate the applicability of our approach in prediction and optimization tasks, relying both on toy examples and on two test cases from mechanical engineering and hydrogeology, respectively. Experimental results highlight the applicability and compared merits of the considered approaches while opening new perspectives in prediction and sequential design with set inputs.