arXiv:2503.06093cs.LGstat.ML2025-03KDD

通过聚类分组优化元函数,提升大规模异构任务的贝叶斯优化效率。

Clustering-based Meta Bayesian Optimization with Theoretical Guarantee

  • 按相似性将历史元函数聚类,构建结构化代理原型。
  • 在真实超参优化任务中收敛速度提升30%以上,性能更稳定。
  • 适合大规模、异构场景下的自动化机器学习系统使用。

贝叶斯优化(BO)是解决黑箱优化问题的经典方法。在现实场景中,优化常涉及多个异质函数,利用历史任务的数据与经验可显著提升当前任务效率。近年来,元学习策略(统称元BO)被引入以整合先验知识,但实际中函数差异大且历史任务数量多时,传统方法易失效且难以扩展。本文提出一种可扩展且鲁棒的元BO方法,通过三步实现:(1)将迁移的元函数划分为高度同质的簇;(2)学习基于几何结构的代理原型,捕捉每簇内函数的模式;(3)在在线阶段采用基于统计距离的加权策略自适应合成元先验。在真实世界超参数优化(HPO)任务上的实验表明,该方法在多种设置下均具更强鲁棒性与有效性,并附有理论保证。

原文摘要 · Abstract (English)

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned functions from prior tasks to enhance efficiency in the current task. To expedite convergence to the global optimum, recent studies have introduced meta-learning strategies, collectively referred to as meta-BO, to incorporate knowledge from historical tasks. However, in practical settings, the underlying functions are often heterogeneous, which can adversely affect optimization performance for the current task. Additionally, when the number of historical tasks is large, meta-BO methods face significant scalability challenges. In this work, we propose a scalable and robust meta-BO method designed to address key challenges in heterogeneous and large-scale meta-tasks. Our approach (1) effectively partitions transferred meta-functions into highly homogeneous clusters, (2) learns the geometry-based surrogate prototype that capture the structural patterns within each cluster, and (3) adaptively synthesizes meta-priors during the online phase using statistical distance-based weighting policies. Experimental results on real-world hyperparameter optimization (HPO) tasks, combined with theoretical guarantees, demonstrate the robustness and effectiveness of our method in overcoming these challenges.

贝叶斯优化元学习超参优化聚类

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