Composite Bayesian Optimization In Function Spaces Using NEON -- Neural Epistemic Operator Networks

Operator learning is a rising field of scientific computing where inputs or outputs of a machine learning model are functions defined in infinite-dimensional spaces. In this paper, we introduce NEON (Neural Epistemic Operator Networks), an architecture for generating predictions with uncertainty using a single operator network backbone, which presents orders of magnitude less trainable parameters than deep ensembles of comparable performance. We showcase the utility of this method for sequential decision-making by examining the problem of composite Bayesian Optimization (BO), where we aim to optimize a function f=g∘ h, where h:X→ C(Y,Rdₛ) is an unknown map which outputs elements of a function space, and g: C(Y,Rdₛ)→ R is a known and cheap-to-compute functional. By comparing our approach to other state-of-the-art methods on toy and real world scenarios, we demonstrate that NEON achieves state-of-the-art performance while requiring orders of magnitude less trainable parameters.