arXiv:2502.06971cs.LG2025-02AAAI被引 10

让用户偏好与帕累托最优兼顾,提升多目标优化的个性化与效率。

User Preference Meets Pareto-Optimality in Multi-Objective Bayesian Optimization

  • 融合用户偏好与局部多梯度下降,精炼候选解至近帕累托最优。
  • 在DTLZ1/2、DH1及3个真实问题上,逼近帕累托前沿更优,效用损失更低。
  • 仅搜索用户关注的帕累托前沿小区域,避免全前沿估计,适合实际应用。

将用户偏好融入多目标贝叶斯优化(MOBO)可实现优化过程的个性化。偏好通常抽象为未知效用函数,通过潜在结果的成对比较进行估计。然而,基于效用的MOBO方法可能产生被邻近解支配的解,因未强制非支配性。传统MOBO常需估计整个帕累托前沿以识别最优解,成本高且忽略用户偏好。本文提出新方法——偏好-效用平衡的MOBO(PUB-MOBO),使用户能区分接近帕累托的候选解。PUB-MOBO结合基于效用的MOBO与局部多梯度下降,将用户偏好的解优化至近帕累托最优。为此,我们设计了一种新型偏好支配型效用函数,同时保留用户偏好与解间的非支配性。关键优势在于,局部搜索仅限于由用户偏好引导的帕累托前沿小区域,无需估计全前沿。PUB-MOBO在三个合成基准问题(DTLZ1、DTLZ2、DH1)及三个真实问题(车辆安全、概念性海洋设计、汽车侧撞)上测试,始终优于现有先进方法,在逼近帕累托前沿和效用遗憾方面表现更佳。

原文摘要 · Abstract (English)

Incorporating user preferences into multi-objective Bayesian optimization (MOBO) allows for personalization of the optimization procedure. Preferences are often abstracted in the form of an unknown utility function, estimated through pairwise comparisons of potential outcomes. However, utility-driven MOBO methods can yield solutions that are dominated by nearby solutions, as non-dominance is not enforced. Additionally, classical MOBO commonly relies on estimating the entire Pareto-front to identify the Pareto-optimal solutions, which can be expensive and ignore user preferences. Here, we present a new method, termed preference-utility-balanced MOBO (PUB-MOBO), that allows users to disambiguate between near-Pareto candidate solutions. PUB-MOBO combines utility-based MOBO with local multi-gradient descent to refine user-preferred solutions to be near-Pareto-optimal. To this end, we propose a novel preference-dominated utility function that concurrently preserves user-preferences and dominance amongst candidate solutions. A key advantage of PUB-MOBO is that the local search is restricted to a (small) region of the Pareto-front directed by user preferences, alleviating the need to estimate the entire Pareto-front. PUB-MOBO is tested on three synthetic benchmark problems: DTLZ1, DTLZ2 and DH1, as well as on three real-world problems: Vehicle Safety, Conceptual Marine Design, and Car Side Impact. PUB-MOBO consistently outperforms state-of-the-art competitors in terms of proximity to the Pareto-front and utility regret across all the problems.

多目标优化贝叶斯优化用户偏好帕累托最优

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