GP-BUCB for Spinal Cord Injury Therapy: Batch Active Learning with Applications

Add to your list(s) Download to your calendar using vCal

• Thomas Desautels (California Institute of Technology)
• Wednesday 20 June 2012, 11:30-12:00
• Engineering Department, CBL Room 438.

If you have a question about this talk, please contact Konstantina Palla.

Can one parallelize complex exploration—exploitation tradeoffs? As an example, consider the problem of optimal high-throughput experimental design, where we wish to sequentially design batches of experiments in order to simultaneously learn a surrogate function mapping stimulus to response and identify the maximum of the function. We formalize the task as a multi-armed bandit problem, where the unknown payoff function is sampled from a Gaussian process (GP), and instead of a single arm, in each round we pull a batch of several arms in parallel. We develop GP-BUCB, a principled algorithm for choosing batches, based on the GP-UCB algorithm for sequential GP optimization. We prove a surprising result; as compared to the sequential approach, the cumulative regret of the parallel algorithm only increases by a constant factor independent of the batch size B. Our results provide rigorous theoretical support for exploiting parallelism in Bayesian global optimization. We demonstrate the effectiveness of our approach on two real-world applications.

This talk is part of the Machine Learning Reading Group @ CUED series.

This talk is included in these lists:

• All Talks (aka the CURE list)
• Cambridge Centre for Data-Driven Discovery (C2D3)
• Cambridge Forum of Science and Humanities
• Cambridge Language Sciences
• Cambridge University Engineering Department Talks
• Cambridge talks
• Centre for Smart Infrastructure & Construction
• Chris Davis' list
• Computational Continuum Mechanics Group Seminars
• Engineering Department, CBL Room 438
• Featured lists
• Guy Emerson's list
• Hanchen DaDaDash
• Inference Group Journal Clubs
• Inference Group Summary
• Information Engineering Division seminar list
• Interested Talks
• ML
• Machine Learning Reading Group
• Machine Learning Reading Group @ CUED
• Machine Learning Summary
• Quantum Matter Journal Club
• Required lists for MLG
• School of Technology
• Simon Baker's List
• TQS Journal Clubs
• Trust & Technology Initiative - interesting events
• bld31
• custom
• ndk22's list
• ob366-ai4er
• rp587
• yk373's list

Note that ex-directory lists are not shown.