Directions in ML: AI for Adaptive Experiment Design | Prof. Yisong Yue @ CalTech

Directions in ML: AI for Adaptive Experiment Design | Prof. Yisong Yue @ CalTech

Jan 29, 2021
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Experiment design is the hallmark of virtually all research disciplines. In many settings, one important challenge is how to automatically design experiments over large action/design spaces. Furthermore, it is also important for such a procedure to be adaptive, i.e., to adapt to the outcomes of previous experiments. In this talk, I will describe recent progress in using data-driven algorithmic techniques for adaptive experiment design, also known as active learning and Bayesian optimization in the machine learning community. Building upon the Gaussian process (GP) framework, I will describe case studies in personalized clinical therapy and nanophotonic structure design. Motivated by these applications, I will show how to incorporate real-world considerations such as safety, preference elicitation, and multi-fidelity experiment design into the GP framework, with new algorithms, theoretical guarantees, and empirical validation. Time permitting, I will also briefly overview a few other case studies as well.

00:01 Speaker Introduction 01:14 AI for Adaptive Experiment Design 04:49 Experiment Design as Interactive Learning 16:32 Real-World Bayesian Optimization 16:50 Application #1: Safety & Preference-based Bayesian Optimization 29:10 Application #2: Muti-Fidelity Bayesian Optimization 37:15 Other Applications 44:00 Q & A
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