LGOct 31, 2023
Unexpected Improvements to Expected Improvement for Bayesian OptimizationSebastian Ament, Samuel Daulton, David Eriksson et al.
Expected Improvement (EI) is arguably the most popular acquisition function in Bayesian optimization and has found countless successful applications, but its performance is often exceeded by that of more recent methods. Notably, EI and its variants, including for the parallel and multi-objective settings, are challenging to optimize because their acquisition values vanish numerically in many regions. This difficulty generally increases as the number of observations, dimensionality of the search space, or the number of constraints grow, resulting in performance that is inconsistent across the literature and most often sub-optimal. Herein, we propose LogEI, a new family of acquisition functions whose members either have identical or approximately equal optima as their canonical counterparts, but are substantially easier to optimize numerically. We demonstrate that numerical pathologies manifest themselves in "classic" analytic EI, Expected Hypervolume Improvement (EHVI), as well as their constrained, noisy, and parallel variants, and propose corresponding reformulations that remedy these pathologies. Our empirical results show that members of the LogEI family of acquisition functions substantially improve on the optimization performance of their canonical counterparts and surprisingly, are on par with or exceed the performance of recent state-of-the-art acquisition functions, highlighting the understated role of numerical optimization in the literature.
LGMar 3, 2023
Bayesian Optimization over High-Dimensional Combinatorial Spaces via Dictionary-based EmbeddingsAryan Deshwal, Sebastian Ament, Maximilian Balandat et al.
We consider the problem of optimizing expensive black-box functions over high-dimensional combinatorial spaces which arises in many science, engineering, and ML applications. We use Bayesian Optimization (BO) and propose a novel surrogate modeling approach for efficiently handling a large number of binary and categorical parameters. The key idea is to select a number of discrete structures from the input space (the dictionary) and use them to define an ordinal embedding for high-dimensional combinatorial structures. This allows us to use existing Gaussian process models for continuous spaces. We develop a principled approach based on binary wavelets to construct dictionaries for binary spaces, and propose a randomized construction method that generalizes to categorical spaces. We provide theoretical justification to support the effectiveness of the dictionary-based embeddings. Our experiments on diverse real-world benchmarks demonstrate the effectiveness of our proposed surrogate modeling approach over state-of-the-art BO methods.
LGOct 27, 2023Code
Sustainable Concrete via Bayesian OptimizationSebastian Ament, Andrew Witte, Nishant Garg et al.
Eight percent of global carbon dioxide emissions can be attributed to the production of cement, the main component of concrete, which is also the dominant source of CO2 emissions in the construction of data centers. The discovery of lower-carbon concrete formulae is therefore of high significance for sustainability. However, experimenting with new concrete formulae is time consuming and labor intensive, as one usually has to wait to record the concrete's 28-day compressive strength, a quantity whose measurement can by its definition not be accelerated. This provides an opportunity for experimental design methodology like Bayesian Optimization (BO) to accelerate the search for strong and sustainable concrete formulae. Herein, we 1) propose modeling steps that make concrete strength amenable to be predicted accurately by a Gaussian process model with relatively few measurements, 2) formulate the search for sustainable concrete as a multi-objective optimization problem, and 3) leverage the proposed model to carry out multi-objective BO with real-world strength measurements of the algorithmically proposed mixes. Our experimental results show improved trade-offs between the mixtures' global warming potential (GWP) and their associated compressive strengths, compared to mixes based on current industry practices. Our methods are open-sourced at github.com/facebookresearch/SustainableConcrete.
LGMar 23Code
BOxCrete: A Bayesian Optimization Open-Source AI Model for Concrete Strength Forecasting and Mix OptimizationBayezid Baten, M. Ayyan Iqbal, Sebastian Ament et al.
Modern concrete must simultaneously satisfy evolving demands for mechanical performance, workability, durability, and sustainability, making mix designs increasingly complex. Recent studies leveraging Artificial Intelligence (AI) and Machine Learning (ML) models show promise for predicting compressive strength and guiding mix optimization, but most existing efforts are based on proprietary industrial datasets and closed-source implementations. Here we introduce BOxCrete, an open-source probabilistic modeling and optimization framework trained on a new open-access dataset of over 500 strength measurements (1-15 ksi) from 123 mixtures - 69 mortar and 54 concrete mixes tested at five curing ages (1, 3, 5, 14, and 28 days). BOxCrete leverages Gaussian Process (GP) regression to predict strength development, achieving average R$^2$ = 0.94 and RMSE = 0.69 ksi, quantify uncertainty, and carry out multi-objective optimization of compressive strength and embodied carbon. The dataset and model establish a reproducible open-source foundation for data-driven development of AI-based optimized mix designs.
LGJun 16, 2022
Scalable First-Order Bayesian Optimization via Structured Automatic DifferentiationSebastian Ament, Carla Gomes
Bayesian Optimization (BO) has shown great promise for the global optimization of functions that are expensive to evaluate, but despite many successes, standard approaches can struggle in high dimensions. To improve the performance of BO, prior work suggested incorporating gradient information into a Gaussian process surrogate of the objective, giving rise to kernel matrices of size $nd \times nd$ for $n$ observations in $d$ dimensions. Naïvely multiplying with (resp. inverting) these matrices requires $\mathcal{O}(n^2d^2)$ (resp. $\mathcal{O}(n^3d^3$)) operations, which becomes infeasible for moderate dimensions and sample sizes. Here, we observe that a wide range of kernels gives rise to structured matrices, enabling an exact $\mathcal{O}(n^2d)$ matrix-vector multiply for gradient observations and $\mathcal{O}(n^2d^2)$ for Hessian observations. Beyond canonical kernel classes, we derive a programmatic approach to leveraging this type of structure for transformations and combinations of the discussed kernel classes, which constitutes a structure-aware automatic differentiation algorithm. Our methods apply to virtually all canonical kernels and automatically extend to complex kernels, like the neural network, radial basis function network, and spectral mixture kernels without any additional derivations, enabling flexible, problem-dependent modeling while scaling first-order BO to high $d$.
LGFeb 12
Empirical Gaussian ProcessesJihao Andreas Lin, Sebastian Ament, Louis C. Tiao et al.
Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of standard functions, a process that requires expert knowledge, results in limited adaptivity to data, and imposes strong assumptions on the hypothesis space. We study Empirical GPs, a principled framework for constructing flexible, data-driven GP priors that overcome these limitations. Rather than relying on standard parametric kernels, we estimate the mean and covariance functions empirically from a corpus of historical observations, enabling the prior to reflect rich, non-trivial covariance structures present in the data. Theoretically, we show that the resulting model converges to the GP that is closest (in KL-divergence sense) to the real data generating process. Practically, we formulate the problem of learning the GP prior from independent datasets as likelihood estimation and derive an Expectation-Maximization algorithm with closed-form updates, allowing the model handle heterogeneous observation locations across datasets. We demonstrate that Empirical GPs achieve competitive performance on learning curve extrapolation and time series forecasting benchmarks.
MTRL-SCIAug 15, 2023
Probabilistic Phase Labeling and Lattice Refinement for Autonomous Material ResearchMing-Chiang Chang, Sebastian Ament, Maximilian Amsler et al.
X-ray diffraction (XRD) is an essential technique to determine a material's crystal structure in high-throughput experimentation, and has recently been incorporated in artificially intelligent agents in autonomous scientific discovery processes. However, rapid, automated and reliable analysis method of XRD data matching the incoming data rate remains a major challenge. To address these issues, we present CrystalShift, an efficient algorithm for probabilistic XRD phase labeling that employs symmetry-constrained pseudo-refinement optimization, best-first tree search, and Bayesian model comparison to estimate probabilities for phase combinations without requiring phase space information or training. We demonstrate that CrystalShift provides robust probability estimates, outperforming existing methods on synthetic and experimental datasets, and can be readily integrated into high-throughput experimental workflows. In addition to efficient phase-mapping, CrystalShift offers quantitative insights into materials' structural parameters, which facilitate both expert evaluation and AI-based modeling of the phase space, ultimately accelerating materials identification and discovery.
MTRL-SCIJan 13
Autonomous Materials Exploration by Integrating Automated Phase Identification and AI-Assisted Human ReasoningMing-Chiang Chang, Maximilian Amsler, Duncan R. Sutherland et al.
Autonomous experimentation holds the potential to accelerate materials development by combining artificial intelligence (AI) with modular robotic platforms to explore extensive combinatorial chemical and processing spaces. Such self-driving laboratories can not only increase the throughput of repetitive experiments, but also incorporate human domain expertise to drive the search towards user-defined objectives, including improved materials performance metrics. We present an autonomous materials synthesis extension to SARA, the Scientific Autonomous Reasoning Agent, utilizing phase information provided by an automated probabilistic phase labeling algorithm to expedite the search for targeted phase regions. By incorporating human input into an expanded SARA-H (SARA with human-in-the-loop) framework, we enhance the efficiency of the underlying reasoning process. Using synthetic benchmarks, we demonstrate the efficiency of our AI implementation and show that the human input can contribute to significant improvement in sampling efficiency. We conduct experimental active learning campaigns using robotic processing of thin-film samples of several oxide material systems, including Bi$_2$O$_3$, SnO$_x$, and Bi-Ti-O, using lateral-gradient laser spike annealing to synthesize and kinetically trap metastable phases. We showcase the utility of human-in-the-loop autonomous experimentation for the Bi-Ti-O system, where we identify extensive processing domains that stabilize $δ$-Bi$_2$O$_3$ and Bi$_2$Ti$_2$O$_7$, explore dwell-dependent ternary oxide phase behavior, and provide evidence confirming predictions that cationic substitutional doping of TiO$_2$ with Bi inhibits the unfavorable transformation of the metastable anatase to the ground-state rutile phase. The autonomous methods we have developed enable the discovery of new materials and new understanding of materials synthesis and properties.
LGOct 31, 2024
Robust Gaussian Processes via Relevance PursuitSebastian Ament, Elizabeth Santorella, David Eriksson et al.
Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian noise, while many real-world applications are subject to non-Gaussian corruptions. Variants of GPs that are more robust to alternative noise models have been proposed, and entail significant trade-offs between accuracy and robustness, and between computational requirements and theoretical guarantees. In this work, we propose and study a GP model that achieves robustness against sparse outliers by inferring data-point-specific noise levels with a sequential selection procedure maximizing the log marginal likelihood that we refer to as relevance pursuit. We show, surprisingly, that the model can be parameterized such that the associated log marginal likelihood is strongly concave in the data-point-specific noise variances, a property rarely found in either robust regression objectives or GP marginal likelihoods. This in turn implies the weak submodularity of the corresponding subset selection problem, and thereby proves approximation guarantees for the proposed algorithm. We compare the model's performance relative to other approaches on diverse regression and Bayesian optimization tasks, including the challenging but common setting of sparse corruptions of the labels within or close to the function range.
LGOct 11, 2024
Scaling Gaussian Processes for Learning Curve Prediction via Latent Kronecker StructureJihao Andreas Lin, Sebastian Ament, Maximilian Balandat et al.
A key task in AutoML is to model learning curves of machine learning models jointly as a function of model hyper-parameters and training progression. While Gaussian processes (GPs) are suitable for this task, naïve GPs require $\mathcal{O}(n^3m^3)$ time and $\mathcal{O}(n^2 m^2)$ space for $n$ hyper-parameter configurations and $\mathcal{O}(m)$ learning curve observations per hyper-parameter. Efficient inference via Kronecker structure is typically incompatible with early-stopping due to missing learning curve values. We impose $\textit{latent Kronecker structure}$ to leverage efficient product kernels while handling missing values. In particular, we interpret the joint covariance matrix of observed values as the projection of a latent Kronecker product. Combined with iterative linear solvers and structured matrix-vector multiplication, our method only requires $\mathcal{O}(n^3 + m^3)$ time and $\mathcal{O}(n^2 + m^2)$ space. We show that our GP model can match the performance of a Transformer on a learning curve prediction task.
LGDec 2, 2021
Constrained Machine Learning: The Bagel FrameworkGuillaume Perez, Sebastian Ament, Carla Gomes et al.
Machine learning models are widely used for real-world applications, such as document analysis and vision. Constrained machine learning problems are problems where learned models have to both be accurate and respect constraints. For continuous convex constraints, many works have been proposed, but learning under combinatorial constraints is still a hard problem. The goal of this paper is to broaden the modeling capacity of constrained machine learning problems by incorporating existing work from combinatorial optimization. We propose first a general framework called BaGeL (Branch, Generate and Learn) which applies Branch and Bound to constrained learning problems where a learning problem is generated and trained at each node until only valid models are obtained. Because machine learning has specific requirements, we also propose an extended table constraint to split the space of hypotheses. We validate the approach on two examples: a linear regression under configuration constraints and a non-negative matrix factorization with prior knowledge for latent semantics analysis.
LGAug 21, 2021
Automating Crystal-Structure Phase Mapping: Combining Deep Learning with Constraint ReasoningDi Chen, Yiwei Bai, Sebastian Ament et al.
Crystal-structure phase mapping is a core, long-standing challenge in materials science that requires identifying crystal structures, or mixtures thereof, in synthesized materials. Materials science experts excel at solving simple systems but cannot solve complex systems, creating a major bottleneck in high-throughput materials discovery. Herein we show how to automate crystal-structure phase mapping. We formulate phase mapping as an unsupervised pattern demixing problem and describe how to solve it using Deep Reasoning Networks (DRNets). DRNets combine deep learning with constraint reasoning for incorporating scientific prior knowledge and consequently require only a modest amount of (unlabeled) data. DRNets compensate for the limited data by exploiting and magnifying the rich prior knowledge about the thermodynamic rules governing the mixtures of crystals with constraint reasoning seamlessly integrated into neural network optimization. DRNets are designed with an interpretable latent space for encoding prior-knowledge domain constraints and seamlessly integrate constraint reasoning into neural network optimization. DRNets surpass previous approaches on crystal-structure phase mapping, unraveling the Bi-Cu-V oxide phase diagram, and aiding the discovery of solar-fuels materials.
LGJun 11, 2021
Sparse Bayesian Learning via Stepwise RegressionSebastian Ament, Carla Gomes
Sparse Bayesian Learning (SBL) is a powerful framework for attaining sparsity in probabilistic models. Herein, we propose a coordinate ascent algorithm for SBL termed Relevance Matching Pursuit (RMP) and show that, as its noise variance parameter goes to zero, RMP exhibits a surprising connection to Stepwise Regression. Further, we derive novel guarantees for Stepwise Regression algorithms, which also shed light on RMP. Our guarantees for Forward Regression improve on deterministic and probabilistic results for Orthogonal Matching Pursuit with noise. Our analysis of Backward Regression on determined systems culminates in a bound on the residual of the optimal solution to the subset selection problem that, if satisfied, guarantees the optimality of the result. To our knowledge, this bound is the first that can be computed in polynomial time and depends chiefly on the smallest singular value of the matrix. We report numerical experiments using a variety of feature selection algorithms. Notably, RMP and its limiting variant are both efficient and maintain strong performance with correlated features.
LGJun 8, 2021
The Fast Kernel TransformJohn Paul Ryan, Sebastian Ament, Carla P. Gomes et al.
Kernel methods are a highly effective and widely used collection of modern machine learning algorithms. A fundamental limitation of virtually all such methods are computations involving the kernel matrix that naively scale quadratically (e.g., constructing the kernel matrix and matrix-vector multiplication) or cubically (solving linear systems) with the size of the data set $N.$ We propose the Fast Kernel Transform (FKT), a general algorithm to compute matrix-vector multiplications (MVMs) for datasets in moderate dimensions with quasilinear complexity. Typically, analytically grounded fast multiplication methods require specialized development for specific kernels. In contrast, our scheme is based on auto-differentiation and automated symbolic computations that leverage the analytical structure of the underlying kernel. This allows the FKT to be easily applied to a broad class of kernels, including Gaussian, Matern, and Rational Quadratic covariance functions and physically motivated Green's functions, including those of the Laplace and Helmholtz equations. Furthermore, the FKT maintains a high, quantifiable, and controllable level of accuracy -- properties that many acceleration methods lack. We illustrate the efficacy and versatility of the FKT by providing timing and accuracy benchmarks and by applying it to scale the stochastic neighborhood embedding (t-SNE) and Gaussian processes to large real-world data sets.
MTRL-SCIJan 19, 2021
Autonomous synthesis of metastable materialsSebastian Ament, Maximilian Amsler, Duncan R. Sutherland et al.
Autonomous experimentation enabled by artificial intelligence (AI) offers a new paradigm for accelerating scientific discovery. Non-equilibrium materials synthesis is emblematic of complex, resource-intensive experimentation whose acceleration would be a watershed for materials discovery and development. The mapping of non-equilibrium synthesis phase diagrams has recently been accelerated via high throughput experimentation but still limits materials research because the parameter space is too vast to be exhaustively explored. We demonstrate accelerated synthesis and exploration of metastable materials through hierarchical autonomous experimentation governed by the Scientific Autonomous Reasoning Agent (SARA). SARA integrates robotic materials synthesis and characterization along with a hierarchy of AI methods that efficiently reveal the structure of processing phase diagrams. SARA designs lateral gradient laser spike annealing (lg-LSA) experiments for parallel materials synthesis and employs optical spectroscopy to rapidly identify phase transitions. Efficient exploration of the multi-dimensional parameter space is achieved with nested active learning (AL) cycles built upon advanced machine learning models that incorporate the underlying physics of the experiments as well as end-to-end uncertainty quantification. With this, and the coordination of AL at multiple scales, SARA embodies AI harnessing of complex scientific tasks. We demonstrate its performance by autonomously mapping synthesis phase boundaries for the Bi$_2$O$_3$ system, leading to orders-of-magnitude acceleration in establishment of a synthesis phase diagram that includes conditions for kinetically stabilizing $δ$-Bi$_2$O$_3$ at room temperature, a critical development for electrochemical technologies such as solid oxide fuel cells.
LGSep 7, 2020
Efficient Projection Algorithms onto the Weighted l1 BallGuillaume Perez, Sebastian Ament, Carla Gomes et al.
Projected gradient descent has been proved efficient in many optimization and machine learning problems. The weighted $\ell_1$ ball has been shown effective in sparse system identification and features selection. In this paper we propose three new efficient algorithms for projecting any vector of finite length onto the weighted $\ell_1$ ball. The first two algorithms have a linear worst case complexity. The third one has a highly competitive performances in practice but the worst case has a quadratic complexity. These new algorithms are efficient tools for machine learning methods based on projected gradient descent such as compress sensing, feature selection. We illustrate this effectiveness by adapting an efficient compress sensing algorithm to weighted projections. We demonstrate the efficiency of our new algorithms on benchmarks using very large vectors. For instance, it requires only 8 ms, on an Intel I7 3rd generation, for projecting vectors of size $10^7$.
LGJun 3, 2019
Deep Reasoning Networks: Thinking Fast and SlowDi Chen, Yiwei Bai, Wenting Zhao et al.
We introduce Deep Reasoning Networks (DRNets), an end-to-end framework that combines deep learning with reasoning for solving complex tasks, typically in an unsupervised or weakly-supervised setting. DRNets exploit problem structure and prior knowledge by tightly combining logic and constraint reasoning with stochastic-gradient-based neural network optimization. We illustrate the power of DRNets on de-mixing overlapping hand-written Sudokus (Multi-MNIST-Sudoku) and on a substantially more complex task in scientific discovery that concerns inferring crystal structures of materials from X-ray diffraction data under thermodynamic rules (Crystal-Structure-Phase-Mapping). At a high level, DRNets encode a structured latent space of the input data, which is constrained to adhere to prior knowledge by a reasoning module. The structured latent encoding is used by a generative decoder to generate the targeted output. Finally, an overall objective combines responses from the generative decoder (thinking fast) and the reasoning module (thinking slow), which is optimized using constraint-aware stochastic gradient descent. We show how to encode different tasks as DRNets and demonstrate DRNets' effectiveness with detailed experiments: DRNets significantly outperform the state of the art and experts' capabilities on Crystal-Structure-Phase-Mapping, recovering more precise and physically meaningful crystal structures. On Multi-MNIST-Sudoku, DRNets perfectly recovered the mixed Sudokus' digits, with 100% digit accuracy, outperforming the supervised state-of-the-art MNIST de-mixing models. Finally, as a proof of concept, we also show how DRNets can solve standard combinatorial problems -- 9-by-9 Sudoku puzzles and Boolean satisfiability problems (SAT), outperforming other specialized deep learning models. DRNets are general and can be adapted and expanded to tackle other tasks.
MLFeb 14, 2019
Exponentially-Modified Gaussian Mixture Model: Applications in SpectroscopySebastian Ament, John Gregoire, Carla Gomes
We propose a novel exponentially-modified Gaussian (EMG) mixture residual model. The EMG mixture is well suited to model residuals that are contaminated by a distribution with positive support. This is in contrast to commonly used robust residual models, like the Huber loss or $\ell_1$, which assume a symmetric contaminating distribution and are otherwise asymptotically biased. We propose an expectation-maximization algorithm to optimize an arbitrary model with respect to the EMG mixture. We apply the approach to linear regression and probabilistic matrix factorization (PMF). We compare against other residual models, including quantile regression. Our numerical experiments demonstrate the strengths of the EMG mixture on both tasks. The PMF model arises from considering spectroscopic data. In particular, we demonstrate the effectiveness of PMF in conjunction with the EMG mixture model on synthetic data and two real-world applications: X-ray diffraction and Raman spectroscopy. We show how our approach is effective in inferring background signals and systematic errors in data arising from these experimental settings, dramatically outperforming existing approaches and revealing the data's physically meaningful components.