arXiv:2412.04392cs.LG2024-12

在实验资源有限时,用流水线法加速贝叶斯优化。

Asynchronous Batch Bayesian Optimization with Pipelining Evaluations for Experimental Resource$\unicode{x2013}$constrained Conditions

  • 将实验流程拆解为多个重叠阶段,实现有限并行下的持续优化
  • 在24个基准函数中,平均耗时降低至56%以下,部分任务更低
  • 适合设备少、实验成本高但需快速优化的科研场景

贝叶斯优化在数据量少时仍具高效性,广泛应用于工程与生物、化学等领域。其通过拟合带不确定性的参数化模型,并建议可能提升结果的参数。批量贝叶斯优化通过并行实验缩短处理时间,但在设备或成本受限导致并行数有限时难以应用,而顺序方法又耗时过长。为此,本文提出流水线贝叶斯优化(PipeBO),受中央处理器流水线启发,将实验过程分段并重叠执行。PipeBO利用已完成实验的结果动态更新正在进行的并行实验参数。在包含24个基准函数的黑箱优化基准测试中,与顺序贝叶斯优化相比,当实验包含两个过程时,平均处理时间减少约56%,更多过程时降幅更大;20/24个函数表现更优。结果表明,PipeBO可在资源受限条件下有效实现贝叶斯优化的并行化,提升优化效率。

原文摘要 · Abstract (English)

Bayesian optimization is efficient even with a small amount of data and is used in engineering and in science, including biology and chemistry. In Bayesian optimization, a parameterized model with an uncertainty is fitted to explain the experimental data, and then the model suggests parameters that would most likely improve the results. Batch Bayesian optimization reduces the processing time of optimization by parallelizing experiments. However, batch Bayesian optimization cannot be applied if the number of parallelized experiments is limited by the cost or scarcity of equipment; in such cases, sequential methods require an unrealistic amount of time. In this study, we developed pipelining Bayesian optimization (PipeBO) to reduce the processing time of optimization even with a limited number of parallel experiments. PipeBO was inspired by the pipelining of central processing unit architecture, which divides computational tasks into multiple processes. PipeBO was designed to achieve experiment parallelization by overlapping various processes of the experiments. PipeBO uses the results of completed experiments to update the parameters of running parallelized experiments. Using the Black-Box Optimization Benchmarking, which consists of 24 benchmark functions, we compared PipeBO with the sequential Bayesian optimization methods. PipeBO reduced the average processing time of optimization to about 56% for the experiments that consisted of two processes or even less for those with more processes for 20 out of the 24 functions. Overall, PipeBO parallelizes Bayesian optimization in the resource-constrained settings so that efficient optimization can be achieved.

贝叶斯优化流水线资源约束实验加速

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