Nonparametric Bayesian Multiarmed Bandits For Single-Cell Experiment Design

The problem of maximizing cell type discovery under budget constraints is a fundamental challenge for the collection and analysis of single-cell RNA-sequencing (scRNA-seq) data. In this paper we introduce a simple, computationally efficient and scalable Bayesian nonparametric sequential approach to optimize the budget allocation when designing a large-scale experiment for the collection of scRNA-seq data for the purpose of, but not limited to, creating cell atlases. Our approach relies on the following tools: (i) a hierarchical Pitman-Yor prior that recapitulates biological assumptions regarding cellular differentiation, and (ii) a Thompson sampling multiarmed bandit strategy that balances exploitation and exploration to prioritize experiments across a sequence of trials. Posterior inference is performed by using a sequential Monte Carlo approach which allows us to fully exploit the sequential nature of our species sampling problem. We empirically show that our approach outperforms state-of-the-art methods and achieves near-Oracle performance on simulated and scRNA-seq data alike. HPY-TS code is available at https://github.com/fedfer/HPYsinglecell.