论文标题

强大的贝叶斯优化通过加强学学习的采集功能

Robust Bayesian optimization with reinforcement learned acquisition functions

论文作者

Liu, Zijing, Qu, Xiyao, Liu, Xuejun, Lyu, Hongqiang

论文摘要

在用于昂贵的黑盒优化任务的贝叶斯优化(BO)中,采集函数(AF)指导顺序采样,并起着关键作用,以有效地收敛到更好的Optima。占上风的AF通常依赖于探索或剥削的偏好方面的人工体验,这冒着局部Optima中的计算浪费或陷阱的风险,以及由此产生的重新优化。为了解决关键,提出了数据驱动的AF选择的概念,并且顺序选择任务被进一步形式化为马尔可夫决策过程(MDP),并诉诸强大的增强学习(RL)技术。从优越的BO轨迹中学到了适当的AFS选择政策,以实时平衡探索和剥削之间,这称为加强学习辅助贝叶斯优化(RLABO)。对五个基准问题的竞争性和强大的BO评估表明,RL对隐式AF选择模式的认可,这意味着该提案对智能AF选择的潜在实用性以及在昂贵的黑盒问题中有效优化。

In Bayesian optimization (BO) for expensive black-box optimization tasks, acquisition function (AF) guides sequential sampling and plays a pivotal role for efficient convergence to better optima. Prevailing AFs usually rely on artificial experiences in terms of preferences for exploration or exploitation, which runs a risk of a computational waste or traps in local optima and resultant re-optimization. To address the crux, the idea of data-driven AF selection is proposed, and the sequential AF selection task is further formalized as a Markov decision process (MDP) and resort to powerful reinforcement learning (RL) technologies. Appropriate selection policy for AFs is learned from superior BO trajectories to balance between exploration and exploitation in real time, which is called reinforcement-learning-assisted Bayesian optimization (RLABO). Competitive and robust BO evaluations on five benchmark problems demonstrate RL's recognition of the implicit AF selection pattern and imply the proposal's potential practicality for intelligent AF selection as well as efficient optimization in expensive black-box problems.

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