Resource Aware Multifidelity Active Learning for Efficient Optimization

TL;DR

This paper presents RAAL, a resource-aware multifidelity active learning strategy that accelerates black box optimization by efficiently selecting evaluation points and fidelities within computational budgets, leveraging parallel computing.

Contribution

The paper introduces RAAL, a novel multifidelity Bayesian active learning method that optimally allocates resources and evaluations to speed up black box optimization tasks.

Findings

RAAL significantly speeds up optimization compared to traditional methods.

The strategy effectively balances fidelity levels to maximize information gain.

Demonstrated success on various benchmark problems.

Abstract

Traditional methods for black box optimization require a considerable number of evaluations which can be time consuming, unpractical, and often unfeasible for many engineering applications that rely on accurate representations and expensive models to evaluate. Bayesian Optimization (BO) methods search for the global optimum by progressively (actively) learning a surrogate model of the objective function along the search path. Bayesian optimization can be accelerated through multifidelity approaches which leverage multiple black-box approximations of the objective functions that can be computationally cheaper to evaluate, but still provide relevant information to the search task. Further computational benefits are offered by the availability of parallel and distributed computing architectures whose optimal usage is an open opportunity within the context of active learning. This paper introduces the Resource Aware Active Learning (RAAL) strategy, a multifidelity Bayesian scheme to accelerate the optimization of black box functions. At each optimization step, the RAAL procedure computes the set of best sample locations and the associated fidelity sources that maximize the information gain to acquire during the parallel/distributed evaluation of the objective function, while accounting for the limited computational budget. The scheme is demonstrated for a variety of benchmark problems and results are discussed for both single fidelity and multifidelity settings. In particular we observe that the RAAL strategy optimally seeds multiple points at each iteration allowing for a major speed up of the optimization task.