Combining multi-fidelity modelling and asynchronous batch Bayesian Optimization

• Published in: Computers & chemical engineering 2023-04, Vol.172, p.108194, Article 108194
• Main Authors: Folch, Jose Pablo, Lee, Robert M., Shafei, Behrang, Walz, David, Tsay, Calvin, van der Wilk, Mark, Misener, Ruth
• Format: Article
• Language: English
• Subjects: Asynchronous; Batch optimization; Bayesian Optimization; Machine learning; Multi-fidelity
• ISSN: 0098-1354; 1873-4375
• DOI: 10.1016/j.compchemeng.2023.108194

Bayesian Optimization is a useful tool for experiment design. Unfortunately, the classical, sequential setting of Bayesian Optimization does not translate well into laboratory experiments, for instance battery design, where measurements may come from different sources and their evaluations may require significant waiting times. Multi-fidelity Bayesian Optimization addresses the setting with measurements from different sources. Asynchronous batch Bayesian Optimization provides a framework to select new experiments before the results of the prior experiments are revealed. This paper proposes an algorithm combining multi-fidelity and asynchronous batch methods. We empirically study the algorithm behaviour, and show it can outperform single-fidelity batch methods and multi-fidelity sequential methods. As an application, we consider designing electrode materials for optimal performance in pouch cells using experiments with coin cells to approximate battery performance. •We propose a new Bayesian Optimization algorithm.•The approach combines multi-fidelity and asynchronous batch methods.•Algorithm outperforms single-fidelity batch and multi-fidelity sequential methods.•We consider an application in designing materials for optimal battery performance.