arXiv:2410.20596cs.LGmath.OC2024-10NeurIPS被引 2

用后验采样加速贝叶斯算法执行,更快更简单

Practical Bayesian Algorithm Execution via Posterior Sampling

  • 通过后验采样选择评估点,避免复杂信息增益计算
  • 在多种任务上表现媲美现有方法,速度提升显著
  • 适合需要高效、可并行优化的研究者使用

我们研究贝叶斯算法执行(BAX),一种通过选择昂贵函数的评估点来推断目标属性的高效框架。由于基础算法所需评估次数超过可行范围,无法直接应用。现有BAX方法依赖期望信息增益进行点选择,但计算成本高。针对许多任务中目标属性对应函数的特定点集这一特点,我们提出基于后验采样的PS-BAX方法。该方法适用于广泛问题,包括多种优化变体和水平集估计。跨多种任务的实验表明,PS-BAX在性能上与现有基线相当,但速度更快、实现更简单且易于并行化,为未来研究设立了强基准。此外,我们建立了PS-BAX渐近收敛的条件,为后验采样作为算法设计范式提供了新见解。

原文摘要 · Abstract (English)

We consider Bayesian algorithm execution (BAX), a framework for efficiently selecting evaluation points of an expensive function to infer a property of interest encoded as the output of a base algorithm. Since the base algorithm typically requires more evaluations than are feasible, it cannot be directly applied. Instead, BAX methods sequentially select evaluation points using a probabilistic numerical approach. Current BAX methods use expected information gain to guide this selection. However, this approach is computationally intensive. Observing that, in many tasks, the property of interest corresponds to a target set of points defined by the function, we introduce PS-BAX, a simple, effective, and scalable BAX method based on posterior sampling. PS-BAX is applicable to a wide range of problems, including many optimization variants and level set estimation. Experiments across diverse tasks demonstrate that PS-BAX performs competitively with existing baselines while being significantly faster, simpler to implement, and easily parallelizable, setting a strong baseline for future research. Additionally, we establish conditions under which PS-BAX is asymptotically convergent, offering new insights into posterior sampling as an algorithm design paradigm.

贝叶斯优化后验采样算法加速

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