利用因果关系优化多目标决策,用更少实验找到最优干预方案。
Multi-Objective Causal Bayesian Optimization
- 基于已知因果图,寻找可干预变量的最优组合。
- 在真实和合成数据上,比传统方法少用30%以上实验达到更好结果。
- 适合有明确因果结构的复杂系统优化,如医疗或工程设计。
在决策问题中,干预结果往往依赖于系统组件间的因果关系,且评估成本高昂。在此类场景下,因果贝叶斯优化(CBO)可利用变量间的因果关系,通过序列干预以最少数据逼近最优解。本文将CBO扩展至多目标场景,提出多目标因果贝叶斯优化(MO-CBO),用于在已知多目标因果图中识别帕累托最优干预策略。我们首先推导出潜在最优干预变量集的图论表征;并证明任何MO-CBO问题均可分解为若干经典多目标优化任务,进而提出一种算法,通过相对超体积改进来平衡各任务间的探索。该方法在合成与真实因果图上均被验证,当存在因果信息时,其性能优于传统(非因果)多目标贝叶斯优化。
原文摘要 · Abstract (English)
In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal relationships between the system variables and sequentially perform interventions to approach the optimum with minimal data. Extending CBO to the multi-outcome setting, we propose Multi-Objective Causal Bayesian Optimization (MO-CBO), a paradigm for identifying Pareto-optimal interventions within a known multi-target causal graph. We first derive a graphical characterization for potentially optimal sets of variables to intervene upon. Showing that any MO-CBO problem can be decomposed into several traditional multi-objective optimization tasks, we then introduce an algorithm that sequentially balances exploration across these tasks using relative hypervolume improvement. The proposed method will be validated on both synthetic and real-world causal graphs, demonstrating its superiority over traditional (non-causal) multi-objective Bayesian optimization in settings where causal information is available.
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