Related papers: Constrained Bayesian Experimental Design via Onlin…
In many high-throughput experimental design settings, such as those common in biochemical engineering, batched queries are more cost effective than one-by-one sequential queries. Furthermore, it is often not possible to directly choose…
Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful…
Under a generalised estimating equation analysis approach, approximate design theory is used to determine Bayesian D-optimal designs. For two examples, considering simple exchangeable and exponential decay correlation structures, we compare…
Bayesian optimization (BO) is widely used for autonomous materials discovery, yet its classical sequential formulation is insufficient for design of experimental workflows that often combine parallel or batch synthesis with inherently…
Online field experiments are the gold-standard way of evaluating changes to real-world interactive machine learning systems. Yet our ability to explore complex, multi-dimensional policy spaces - such as those found in recommendation and…
Optimal experimental design (OED) is the general formalism of sensor placement and decisions about the data collection strategy for engineered or natural experiments. This approach is prevalent in many critical fields such as battery…
Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…
Bayesian optimal experimental design is a principled framework for conducting experiments that leverages Bayesian inference to quantify how much information one can expect to gain from selecting a certain design. However, accurate Bayesian…
We propose to use Bayesian optimization (BO) to improve the efficiency of the design selection process in clinical trials. BO is a method to optimize expensive black-box functions, by using a regression as a surrogate to guide the search.…
We are developing a general framework for using learned Bayesian models for decision-theoretic control of search and reasoningalgorithms. We illustrate the approach on the specific task of controlling both general and domain-specific…
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…
Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…
Bayesian optimization (BO) is an approach to globally optimizing black-box objective functions that are expensive to evaluate. BO-powered experimental design has found wide application in materials science, chemistry, experimental physics,…
We present AutoOED, an Optimal Experiment Design platform powered with automated machine learning to accelerate the discovery of optimal solutions. The platform solves multi-objective optimization problems in time- and data-efficient manner…
We introduce a gradient-based approach for the problem of Bayesian optimal experimental design to learn causal models in a batch setting -- a critical component for causal discovery from finite data where interventions can be costly or…
We develop an empirical Bayes framework for experimental design that leverages information from prior related studies. When a researcher has access to estimates from previous studies on similar parameters, they can use empirical Bayes to…
The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…
Sequential design is a highly active field of research in active learning which provides a general framework for designing computer experiments with limited computational budgets. It aims to create efficient surrogate models to replace…
We propose a novel approach for sequential optimal experimental design (sOED) for Bayesian inverse problems involving expensive models with high-dimensional unknown parameters. This work focuses on designs that maximize the expected…
Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…