通过梯度匹配构建更优代理模型,提升离线黑箱优化性能
Learning Surrogates for Offline Black-Box Optimization via Gradient Matching
- 基于隐含梯度场匹配设计新代理模型
- 理论证明代理模型误差与最优解差距的量化关系
- 在真实数据集上优于现有方法,适合复杂工程优化
离线设计优化广泛存在于材料与化学设计等科学工程领域,由于在线实验成本高昂,需依赖离线数据构建代理模型以预测并最大化目标。然而,现有代理模型在离线数据范围外常出现预测偏差。本文提出理论框架,通过显式界定优化质量与代理模型对底层梯度场的匹配程度之间的关系,揭示了不完美代理模型导致的性能损失根源。受此启发,提出一种基于梯度匹配的黑箱优化代理建模算法,在多个真实世界基准测试中表现优于已有方法。
原文摘要 · Abstract (English)
Offline design optimization problem arises in numerous science and engineering applications including material and chemical design, where expensive online experimentation necessitates the use of in silico surrogate functions to predict and maximize the target objective over candidate designs. Although these surrogates can be learned from offline data, their predictions are often inaccurate outside the offline data regime. This challenge raises a fundamental question about the impact of imperfect surrogate model on the performance gap between its optima and the true optima, and to what extent the performance loss can be mitigated. Although prior work developed methods to improve the robustness of surrogate models and their associated optimization processes, a provably quantifiable relationship between an imperfect surrogate and the corresponding performance gap, as well as whether prior methods directly address it, remain elusive. To shed light on this important question, we present a theoretical framework to understand offline black-box optimization, by explicitly bounding the optimization quality based on how well the surrogate matches the latent gradient field that underlines the offline data. Inspired by our theoretical analysis, we propose a principled black-box gradient matching algorithm to create effective surrogate models for offline optimization, improving over prior approaches on various real-world benchmarks.
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