提出带停止条件的水平集估计方法,减少无效评估。
An $(ε,δ)$-accurate level set estimation with a stopping criterion
- 设计新采集策略并内置停止条件,避免过度探索。
- 理论保证ε-精度与1−δ置信度,且提升F-score下界。
- 实验验证精度相当,停止条件有效防止冗余计算。
水平集估计旨在识别未知且昂贵评估函数值超过指定阈值的候选点区域,是全面评估函数值的高效替代方案。传统方法常采用序列优化策略寻找ε-精度解,虽允许阈值轮廓附近存在容差,但缺乏有效停止准则,导致过度探索和效率低下。本文提出一种包含停止条件的水平集估计采集策略,确保在进一步探索难以带来改进时算法终止,从而减少不必要的函数评估。理论上证明该方法在1−δ置信水平下满足ε-精度要求,填补了现有方法的关键空白。此外,还导出了对性能指标(如F-score)的下界保证。数值实验表明,所提采集函数在精度上可与现有方法媲美,且停止条件能有效在充分探索后终止算法。
原文摘要 · Abstract (English)
The level set estimation problem seeks to identify regions within a set of candidate points where an unknown and costly to evaluate function's value exceeds a specified threshold, providing an efficient alternative to exhaustive evaluations of function values. Traditional methods often use sequential optimization strategies to find $ε$-accurate solutions, which permit a margin around the threshold contour but frequently lack effective stopping criteria, leading to excessive exploration and inefficiencies. This paper introduces an acquisition strategy for level set estimation that incorporates a stopping criterion, ensuring the algorithm halts when further exploration is unlikely to yield improvements, thereby reducing unnecessary function evaluations. We theoretically prove that our method satisfies $ε$-accuracy with a confidence level of $1 - δ$, addressing a key gap in existing approaches. Furthermore, we show that this also leads to guarantees on the lower bounds of performance metrics such as F-score. Numerical experiments demonstrate that the proposed acquisition function achieves comparable precision to existing methods while confirming that the stopping criterion effectively terminates the algorithm once adequate exploration is completed.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。