Multi-Objective Coverage via Constraint Active Search

In this paper, we formulate the new multi-objective coverage (MOC) problem where our goal is to identify a small set of representative samples whose predicted outcomes broadly cover the feasible multi-objective space. This problem is of great importance in many critical real-world applications, e.g., drug discovery and materials design, as this representative set can be evaluated much faster than the whole feasible set, thus significantly accelerating the scientific discovery process. Existing works cannot be directly applied as they either focus on sample space coverage or multi-objective optimization that targets the Pareto front. However, chemically diverse samples often yield identical objective profiles, and safety constraints are usually defined on the objectives. To solve this MOC problem, we propose a novel search algorithm, MOC-CAS, which employs an upper confidence bound-based acquisition function to select optimistic samples guided by Gaussian process posterior predictions. For enabling efficient optimization, we develop a smoothed relaxation of the hard feasibility test and derive an approximate optimizer. Compared to the competitive baselines, we show that our MOC-CAS empirically achieves superior performances across large-scale protein-target datasets for SARS-CoV-2 and cancer, each assessed on five objectives derived from SMILES-based features.

Quantum Non-Linear Bandit Optimization

We study non-linear bandit optimization where the learner maximizes a black-box function with zeroth order function oracle, which has been successfully applied in many critical applications such as drug discovery and hyperparameter tuning. Existing works have showed that with the aid of quantum computing, it is possible to break the $\Omega(\sqrt{T})$ regret lower bound in classical settings and achieve the new $O(\mathrm{poly}\log T)$ upper bound. However, they usually assume that the objective function sits within the reproducing kernel Hilbert space and their algorithms suffer from the curse of dimensionality. In this paper, we propose the new Q-NLB-UCB algorithm which uses the novel parametric function approximation technique and enjoys performance improvement due to quantum fast-forward and quantum Monte Carlo mean estimation. We prove that the regret bound of Q-NLB-UCB is not only $O(\mathrm{poly}\log T)$ but also input dimension-free, making it applicable for high-dimensional tasks. At the heart of our analyses are a new quantum regression oracle and a careful construction of parameter uncertainty region. Our algorithm is also validated for its efficiency on both synthetic and real-world tasks.