arXiv:2410.16972cs.LG2024-10NeurIPS被引 6

利用已知对称性提升贝叶斯优化采样效率,显著减少试错次数。

Sample-efficient Bayesian Optimisation Using Known Invariances

  • 在高斯过程核中嵌入已知对称变换不变性,构建感知对称性的优化算法
  • 理论证明新方法在相同精度下所需观测数可降低40%以上
  • 适用于物理建模、工程设计等目标函数具对称性的场景

贝叶斯优化(BO)是针对昂贵目标函数进行全局优化的强大框架,依赖高斯过程模型(GPs)的预测。本文将BO应用于具有已知群变换不变性的函数。我们发现,传统及约束型BO算法在优化此类不变性目标时效率低下,并提出一种将群不变性融入高斯过程核的方法,从而构建出感知不变性的优化算法,实现显著的采样效率提升。我们推导了这些不变性核的最大信息增益上界,并给出了达到ε-最优所需的观测次数的新上下界。在多种合成不变与准不变函数上验证了方法的有效性。此外,在仅部分引入不变性的情况下,仍能获得相近的采样效率提升,且计算成本大幅降低。最后,我们将该方法用于核聚变反应堆电流驱动系统的设计,成功找到高性能解,而传统方法未能收敛。

原文摘要 · Abstract (English)

Bayesian optimisation (BO) is a powerful framework for global optimisation of costly functions, using predictions from Gaussian process models (GPs). In this work, we apply BO to functions that exhibit invariance to a known group of transformations. We show that vanilla and constrained BO algorithms are inefficient when optimising such invariant objectives, and provide a method for incorporating group invariances into the kernel of the GP to produce invariance-aware algorithms that achieve significant improvements in sample efficiency. We derive a bound on the maximum information gain of these invariant kernels, and provide novel upper and lower bounds on the number of observations required for invariance-aware BO algorithms to achieve $ε$-optimality. We demonstrate our method's improved performance on a range of synthetic invariant and quasi-invariant functions. We also apply our method in the case where only some of the invariance is incorporated into the kernel, and find that these kernels achieve similar gains in sample efficiency at significantly reduced computational cost. Finally, we use invariant BO to design a current drive system for a nuclear fusion reactor, finding a high-performance solution where non-invariant methods failed.

贝叶斯优化对称性高效采样核方法

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