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Expected improvement-based and confidence interval-based cascade Bayesian optimization methods

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Bayesian Optimization for Cascade-type Multistage Processes

This is an implementation of Bayesian Optimization for Cascade-type Multistage Processes (Kusakawa et al., 2022).
This page provides instructions, shell scripts, python codes, and binary files to reproduce the experimental results.

Environments

  • Hardware platform: x86_64
  • OS: CentOS Linux release 7.7.1908 (Core) / Ubuntu 20.04.2 LTS
  • Python version: 3.9.6
  • Required python packages: listed in requirements.txt.
    • Run pip install -r requirements.txt to install these packages.

Usage

  1. Download or clone this repository and make sure that emulator/, scripts/, and src/ are located as follows:

    ./  # project directory  
    ├── emulator/
    │   ├── 64bit/
    │   └── ECdata/
    ├── scripts/
    └── src/
    
  2. To reproduce the experimental results, run the following commands. When each shell script finishes, a PDF file in which the experimental results are plotted will be created in ./figure ( ./figure directory will be created automatically). If an argument of bash file is nothing, experiments are performed sequentially. The experiments can be parallelized by ``bash ./scripts/figure3_sample_path_3.sh parallel_num'' in all the scripts.

    • Figure 3: Synthetic functions

      bash ./scripts/figure3_sample_path_3.sh
      bash ./scripts/figure3_sample_path_5.sh
      bash ./scripts/figure3_rosenbrock_3.sh
      bash ./scripts/figure3_rosenbrock_5.sh
      bash ./scripts/figure3_sphere.sh
      bash ./scripts/figure3_matyas.sh
    • Figure 4: Solar cell simulator

      bash ./scripts/figure4_solarcell.sh
    • Figure 5: Hydrogen plasma treatment process

      bash ./scripts/figure5_hydrogen_plasma.sh
    • Figure 6: Suspension setting (sample path, solar cell simulator)

      bash ./scripts/figure6_sample_path_3.sh
      bash ./scripts/figure6_sample_path_5.sh
      bash ./scripts/figure6_solarcell.sh
    • Figure 7: Comparison between EI-based and EI-FN

      bash ./scripts/figure7_sample_path_3.sh
      bash ./scripts/figure7_sample_path_5.sh

Reference

S. Kusakawa, S. Takeno, Y. Inatsu, K. Kutsukake, S. Iwazaki, T. Nakano, T. Ujihara, M. Karasuyama, I. Takeuchi, Bayesian Optimization for Cascade-type Multi-stage Processes, Neural Computation, 2022. (to appear)

Preprint Paper: https://arxiv.org/abs/2111.08330

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Expected improvement-based and confidence interval-based cascade Bayesian optimization methods

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