arXiv:2502.12315cs.LGcs.MA2025-02被引 2

针对大量协作智能体的平均收益优化,提出高效可扩展的新算法。

Mean-Field Bayesian Optimisation

  • 基于均场假设重构黑箱函数,将贝叶斯优化转化为可扩展方法
  • 理论证明算法后悔值与智能体数量无关,优于传统方法的指数增长
  • 在共享单车、出租车调度等真实场景中表现显著优于基准方法

我们研究大规模协作智能体的平均收益优化问题,其中收益函数未知且作为黑箱处理。标准贝叶斯优化在高维输入空间下难以扩展,我们通过引入黑箱函数的均场假设,使贝叶斯优化变得高效且可扩展。具体提出MF-GP-UCB算法,用于在此类场景中优化智能体收益。理论分析表明,该算法的后悔界与智能体数量无关,而传统方法则呈指数依赖。我们在多样任务上评估算法,包括共享单车站点选址、出租车车队分配及海船补给港口选择等真实问题。实验结果表明,MF-GP-UCB显著优于现有基准,性能与可扩展性均有大幅提升,是均场黑箱优化的有力解决方案。代码已开源:https://github.com/petarsteinberg/MF-BO。

原文摘要 · Abstract (English)

We address the problem of optimising the average payoff for a large number of cooperating agents, where the payoff function is unknown and treated as a black box. While standard Bayesian Optimisation (BO) methods struggle with the scalability required for high-dimensional input spaces, we demonstrate how leveraging the mean-field assumption on the black-box function can transform BO into an efficient and scalable solution. Specifically, we introduce MF-GP-UCB, a novel efficient algorithm designed to optimise agent payoffs in this setting. Our theoretical analysis establishes a regret bound for MF-GP-UCB that is independent of the number of agents, contrasting sharply with the exponential dependence observed when naive BO methods are applied. We evaluate our algorithm on a diverse set of tasks, including real-world problems, such as optimising the location of public bikes for a bike-sharing programme, distributing taxi fleets, and selecting refuelling ports for maritime vessels. Empirical results demonstrate that MF-GP-UCB significantly outperforms existing benchmarks, offering substantial improvements in performance and scalability, constituting a promising solution for mean-field, black-box optimisation. The code is available at https://github.com/petarsteinberg/MF-BO.

贝叶斯优化均场近似多智能体

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