Journal of Medical Internet Research - International Scientific Journal for Medical Research, Information and Communication on the Internet

Bayesian optimisation is a statistical method that efficiently models and optimises expensive “black-box” functions. This review considers the application of Bayesian optimisation to experimental design, in comparison to existing Design of Experiments (DOE) methods. Solutions are surveyed for a range of core issues in experimental design including: the incorporation of prior knowledge, high dimensional optimisation, constraints, batch evaluation, multiple objectives, multi-fidelity data, and mixed variable types.

The discovery of processes for the synthesis of new materials involves many decisions about process design, operation, and material properties. Experimentation is crucial but as complexity increases, exploration of variables can become impractical using traditional combinatorial approaches. We describe an iterative method which uses machine learning to optimise process development, incorporating multiple qualitative and quantitative objectives. We demonstrate the method with a novel fluid processing platform for synthesis of short polymer fibers, and show how the synthesis process can be efficiently directed to achieve material and process objectives.

Objectives Using the prediction of cancer outcome as a model, we have tested the hypothesis that through analysing routinely collected digital data contained in an electronic administrative record (EAR), using machine-learning techniques, we could enhance conventional methods in predicting clinical outcomes. Setting A regional cancer centre in Australia. Participants Disease-specific data from a purpose-built cancer registry (Evaluation of Cancer Outcomes (ECO)) from 869 patients were used to predict survival at 6, 12 and 24 months. The model was validated with data from a further 94 patients, and results compared to the assessment of five specialist oncologists. Machine-learning prediction using ECO data was compared with that using EAR and a model combining ECO and EAR data. Primary and secondary outcome measures Survival prediction accuracy in terms of the area under the receiver operating characteristic curve (AUC). Results The ECO model yielded AUCs of 0.87 (95% CI 0.848 to 0.890) at 6 months, 0.796 (95% CI 0.774 to 0.823) at 12 months and 0.764 (95% CI 0.737 to 0.789) at 24 months. Each was slightly better than the performance of the clinician panel. The model performed consistently across a range of cancers, including rare cancers. Combining ECO and EAR data yielded better prediction than the ECO-based model (AUCs ranging from 0.757 to 0.997 for 6 months, AUCs from 0.689 to 0.988 for 12 months and AUCs from 0.713 to 0.973 for 24 months). The best prediction was for genitourinary, head and neck, lung, skin, and upper gastrointestinal tumours. Conclusions Machine learning applied to information from a disease-specific (cancer) database and the EAR can be used to predict clinical outcomes. Importantly, the approach described made use of digital data that is already routinely collected but underexploited by clinical health systems.

Scaling Bayesian optimization to high dimensions is challenging task as the global optimization of high-dimensional acquisition function can be expensive and often infeasible. Existing methods depend either on limited “active” variables or the additive form of the objective function. We propose a new method for high-dimensional Bayesian optimization, that uses a drop-out strategy to optimize only a subset of variables at each iteration. We derive theoretical bounds for the regret and show how it can inform the derivation of our algorithm. We demonstrate the efficacy of our algorithms for optimization on two benchmark functions and two real-world applications - training cascade classifiers and optimizing alloy composition.

Hyperparameters play a crucial role in the model selection of machine learning algorithms. Tuning these hyperparameters can be exhaustive when the data is large. Bayesian optimisation has emerged as an efficient tool for hyperparameter tuning of machine learning algorithms. In this paper, we propose a novel framework for tuning the hyperparameters for big data using Bayesian optimisation. We divide the big data into chunks and generate hyperparameter configurations for the chunks using the standard Bayesian optimisation. We utilise this information from the chunks for hyperparameter tuning on big data using a transfer learning setting. We evaluate the performance of the proposed method on the task of tuning hyperparameters of two machine learning algorithms. We show that our method achieves the best available hyperparameter configuration within less computational time compared to the state-of-art hyperparameter tuning methods.