Graph-Based Bayesian Optimization for Large-Scale Objective-Based Experimental Design.

Design is an inseparable part of most scientific and engineering tasks, including real and simulation-based experimental design processes and parameter/hyperparameter tuning/optimization. Several model-based experimental design techniques have been developed for design in domains with partial available knowledge about the underlying process. This article focuses on a powerful class of model-based experimental design called the mean objective cost of uncertainty (MOCU). The MOCU-based techniques are objective-based, meaning that they take the main objective of the process into account during the experimental design process. However, the lack of scalability of MOCU-based techniques prevents their application to most practical problems, including large discrete or combinatorial spaces. To achieve a scalable objective-based experimental design, this article proposes a graph-based MOCU-based Bayesian optimization framework. The correlations among samples in the large design space are accounted for using a graph-based Gaussian process, and an efficient closed-form sequential selection is achieved through the well-known expected improvement policy. The proposed framework's performance is assessed through the structural intervention in gene regulatory networks, aiming to make the network away from the states associated with cancer.