Multi-objective optimization via equivariant deep hypervolume approximation

Optimizing multiple competing objectives is a common problem across science and industry. The inherent inextricable trade-off between those objectives leads one to the task of exploring their Pareto front. A meaningful quantity for the purpose of the latter is the hypervolume indicator, which is used in Bayesian Optimization (BO) and Evolutionary Algorithms (EAs). However, the computational complexity for the calculation of the hypervolume scales unfavorably with increasing number of objectives and data points, which restricts its use in those common multi-objective optimization frameworks. To overcome these restrictions we propose to approximate the hypervolume function with a deep neural network, which we call DeepHV. For better sample efficiency and generalization, we exploit the fact that the hypervolume is scale-equivariant in each of the objectives as well as permutation invariant w.r.t. both the objectives and the samples, by using a deep neural network that is equivariant w.r.t. the combined group of scalings and permutations. We evaluate our method against exact, and approximate hypervolume methods in terms of accuracy, computation time, and generalization. We also apply and compare our methods to state-of-the-art multi-objective BO methods and EAs on a range of synthetic benchmark test cases. The results show that our methods are promising for such multi-objective optimization tasks.

Path Integral Stochastic Optimal Control for Sampling Transition Paths

We consider the problem of Sampling Transition Paths. Given two metastable conformational states of a molecular system, eg. a folded and unfolded protein, we aim to sample the most likely transition path between the two states. Sampling such a transition path is computationally expensive due to the existence of high free energy barriers between the two states. To circumvent this, previous work has focused on simplifying the trajectories to occur along specific molecular descriptors called Collective Variables (CVs). However, finding CVs is not trivial and requires chemical intuition. For larger molecules, where intuition is not sufficient, using these CV-based methods biases the transition along possibly irrelevant dimensions. Instead, this work proposes a method for sampling transition paths that consider the entire geometry of the molecules. To achieve this, we first relate the problem to recent work on the Schrodinger bridge problem and stochastic optimal control. Using this relation, we construct a method that takes into account important characteristics of molecular systems such as second-order dynamics and invariance to rotations and translations. We demonstrate our method on the commonly studied Alanine Dipeptide, but also consider larger proteins such as Polyproline and Chignolin.