Abstract
Bayesian optimization has been successfully applied throughout Chemical Engineering for the optimization of functions that are expensive-to-evaluate, or where gradients are not easily obtainable. However, domain experts often possess valuable physical insights that are overlooked in fully automated decision-making approaches, necessitating the inclusion of human input. In this article we re-introduce the human back into the data-driven decision making loop by outlining an approach for collaborative Bayesian optimization. Our methodology exploits the hypothesis that humans are more efficient at making discrete choices rather than continuous ones and enables experts to influence critical early decisions. We apply high-throughput (batch) Bayesian optimization alongside discrete decision theory to enable domain experts to influence the selection of experiments. At every iteration we apply a multi-objective approach that results in a set of alternate solutions that have both high utility and are reasonably distinct. The expert then selects the desired solution for evaluation from this set, allowing for the inclusion of expert knowledge and improving accountability, whilst maintaining the advantages of Bayesian optimization. We demonstrate our approach across a number of applied and numerical case studies including bioprocess optimization and reactor geometry design, demonstrating that even in the case of an uninformed practitioner our algorithm recovers the regret of standard Bayesian optimization. Through the inclusion of continuous expert opinion, our approach enables faster convergence, and improved accountability for Bayesian optimization in engineering systems.
Tom Savage
Applied Data-Driven Optimisation
I am a PhD student at Imperial College London & 2023 Enrichment student at the Alan Turing Institute. I have a background in Chemical Engineering and still enjoy teaching labs at Imperial College. Alongside my work in process systems engineering, I am affiliated with Winchester School of Art producing installations with the Tate on the intersection between AI and art. My interests include Bayesian optimisation, human-in-the-loop machine learning, cricket 🏏, and darts 🎯.
Dr. Ehecatl Antonio del Rio Chanona
Principal Investigator of OptiML
Antonio del Rio Chanona is the head of the Optimisation and Machine Learning for Process Systems Engineering group based in thee Department of Chemical Engineering, as well as the Centre for Process Systems Engineering at Imperial College London. His work is at the forefront of integrating advanced computer algorithms from optimization, machine learning, and reinforcement learning into engineering systems, with a particular focus on bioprocess control, optimization, and scale-up. Dr. del Rio Chanona earned his PhD from the Department of Chemical Engineering and Biotechnology at the University of Cambridge, where his outstanding research earned him the prestigious Danckwerts-Pergamon award for the best PhD dissertation of 2017. He completed his undergraduate studies at the National Autonomous University of Mexico (UNAM), which laid the foundation for his expertise in engineering.