为黑箱优化提供可解释性框架,提升用户信任度。
Building Trust in Black-box Optimization: A Comprehensive Framework for Explainability
- 提出一套与模型无关的可解释性度量方法
- 在多个基准测试中显著提升优化透明度
- 适合需要信任黑箱优化结果的研究者与工程师
在评估预算受限的情况下,优化代价高昂的黑箱函数是许多实际应用中的关键挑战。代理优化(Surrogate Optimization, SO)是常见解决方案,但其复杂的代理模型和采样核心(如获取函数)常导致缺乏可解释性和透明度。现有研究多聚焦于收敛至全局最优,而对新策略的实际可解释性探讨不足,尤其在批量评估场景下。本文提出面向代理优化的包容性可解释性度量(IEMSO),一套模型无关的综合度量体系,旨在增强SO方法的透明性、可信度与可解释性。通过该框架,我们为实践者在昂贵评估前后的决策提供中间与事后解释。涵盖四类核心度量:采样核心度量、批量属性度量、优化过程度量及特征重要性度量。实验表明,所提度量在多种基准测试中展现出显著潜力。
原文摘要 · Abstract (English)
Optimizing costly black-box functions within a constrained evaluation budget presents significant challenges in many real-world applications. Surrogate Optimization (SO) is a common resolution, yet its proprietary nature introduced by the complexity of surrogate models and the sampling core (e.g., acquisition functions) often leads to a lack of explainability and transparency. While existing literature has primarily concentrated on enhancing convergence to global optima, the practical interpretation of newly proposed strategies remains underexplored, especially in batch evaluation settings. In this paper, we propose \emph{Inclusive} Explainability Metrics for Surrogate Optimization (IEMSO), a comprehensive set of model-agnostic metrics designed to enhance the transparency, trustworthiness, and explainability of the SO approaches. Through these metrics, we provide both intermediate and post-hoc explanations to practitioners before and after performing expensive evaluations to gain trust. We consider four primary categories of metrics, each targeting a specific aspect of the SO process: Sampling Core Metrics, Batch Properties Metrics, Optimization Process Metrics, and Feature Importance. Our experimental evaluations demonstrate the significant potential of the proposed metrics across different benchmarks.
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