arXiv:2504.06111cs.LGstat.ML2025-04被引 1

通过分组测试识别关键变量,加速高维贝叶斯优化。

Leveraging Axis-Aligned Subspaces for High-Dimensional Bayesian Optimization with Group Testing

  • 用分组测试法筛选影响目标函数的关键维度。
  • 在满足轴对齐子空间假设时,优于现有最优方法。
  • 适合高维优化且可解释性好,如超参调优场景。

贝叶斯优化(BO)是优化昂贵黑箱函数的有效方法。高维问题因参数多、需大量数据建模而难处理,但若存在简化假设则可缓解。轴对齐子空间方法假设少数维度对目标有显著影响,已有算法基于此。然而该假设常未验证,也未被充分利用。本文提出分组测试(GT)方法,用于识别活跃变量以提升优化效率。所提算法GTBO分为两阶段:第一阶段通过系统测试变量组判断其是否影响目标,直至识别出活跃维度;第二阶段在优化中侧重活跃维度。我们拓展了经典连续域上的分组测试理论。实验表明,在满足轴对齐子空间假设的基准上,GTBO优于当前最优方法,并具备更好可解释性。

原文摘要 · Abstract (English)

Bayesian optimization (BO ) is an effective method for optimizing expensive-to-evaluate black-box functions. While high-dimensional problems can be particularly challenging, due to the multitude of parameter choices and the potentially high number of data points required to fit the model, this limitation can be addressed if the problem satisfies simplifying assumptions. Axis-aligned subspace approaches, where few dimensions have a significant impact on the objective, motivated several algorithms for high-dimensional BO . However, the validity of this assumption is rarely verified, and the assumption is rarely exploited to its full extent. We propose a group testing ( GT) approach to identify active variables to facilitate efficient optimization in these domains. The proposed algorithm, Group Testing Bayesian Optimization (GTBO), first runs a testing phase where groups of variables are systematically selected and tested on whether they influence the objective, then terminates once active dimensions are identified. To that end, we extend the well-established GT theory to functions over continuous domains. In the second phase, GTBO guides optimization by placing more importance on the active dimensions. By leveraging the axis-aligned subspace assumption, GTBO outperforms state-of-the-art methods on benchmarks satisfying the assumption of axis-aligned subspaces, while offering improved interpretability.

贝叶斯优化高维优化分组测试可解释性

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