From Proteins to Robots: Learning to Optimize with Confidence

With the success of machine learning, we increasingly see learning algorithms make decisions in the real world. Often, however, this is in stark contrast to the classical train-test paradigm, since the learning algorithm affects the very data it must operate on. I will explain how statistical confidence bounds can guide data acquisition in a principled way to make effective decisions in a variety of complex settings. I will discuss several applications, ranging from autonomously designing wetlab experiments in protein structure optimization, to safe automatic parameter tuning on a robotic platform.