Batch Bayesian Optimization for High-Dimensional Experimental Design: Simulation and Visualization

• URL: http://arxiv.org/abs/2504.03943v1
• Date: Fri, 04 Apr 2025 21:20:11 GMT
• Title: Batch Bayesian Optimization for High-Dimensional Experimental Design: Simulation and Visualization
• Authors: Imon Mia, Armi Tiihonen, Anna Ernst, Anusha Srivastava, Tonio Buonassisi, William Vandenberghe, Julia W. P. Hsu,
• Abstract summary: This study systematically highlights the critical issues when setting up BO and choosing synthetic data to test experimental design.<n>We find that the effects of noise depend on the problem landscape; therefore, prior knowledge of the domain structure and noise level is needed when designing BO.
• Score: 1.2786803794937225
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Bayesian Optimization (BO) is increasingly used to guide experimental optimization tasks. To elucidate BO behavior in noisy and high-dimensional settings typical for materials science applications, we perform batch BO of two six-dimensional test functions: an Ackley function representing a needle-in-a-haystack problem and a Hartmann function representing a problem with a false maximum with a value close to the global maximum. We show learning curves, performance metrics, and visualization to effectively track the evolution of optimization in high dimensions and evaluate how they are affected by noise, batch-picking method, choice of acquisition function,and its exploration hyperparameter values. We find that the effects of noise depend on the problem landscape; therefore, prior knowledge of the domain structure and noise level is needed when designing BO. The Ackley function optimization is significantly degraded by noise with a complete loss of ground truth resemblance when noise equals 10 % of the maximum objective value. For the Hartmann function, even in the absence of noise, a significant fraction of the initial samplings identify the false maximum instead of the ground truth maximum as the optimum of the function; with increasing noise, BO remains effective, albeit with increasing probability of landing on the false maximum. This study systematically highlights the critical issues when setting up BO and choosing synthetic data to test experimental design. The results and methodology will facilitate wider utilization of BO in guiding experiments, specifically in high-dimensional settings.

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