arXiv:2506.11456stat.MLcs.LG2025-06

加速函数网络贝叶斯优化,低成本高效选择计算节点

Fast Bayesian Optimization of Function Networks with Partial Evaluations

  • 用一次全局蒙特卡洛模拟生成各节点候选输入,避免重复计算
  • 相比原方法查询效率仅小幅下降,但速度提升最高达16倍
  • 适合高成本、可部分评估的复杂系统优化,如药物研发

贝叶斯优化函数网络(BOFN)用于优化结构化的昂贵目标函数,其中部分节点输出作为其他节点输入。许多实际应用(如制造和药物发现)中的函数网络具有可独立评估的节点,且评估成本各异。近期提出的p-KGFN方法利用此结构,支持成本感知的部分评估,每次迭代仅选择部分节点进行查询,减少昂贵的目标函数评估次数。然而,其计算开销大:为决定在何处评估,需对网络中每个节点优化一个嵌套蒙特卡洛获取函数。为此,本文提出一种加速的p-KGFN算法,通过一次廉价的全局蒙特卡洛模拟生成每个节点的候选输入,显著降低计算开销,仅带来轻微的查询效率损失。数值实验表明,该方法在保持竞争性查询效率的同时,相较于原始p-KGFN实现最高16倍的速度提升。

原文摘要 · Abstract (English)

Bayesian optimization of function networks (BOFN) is a framework for optimizing expensive-to-evaluate objective functions structured as networks, where some nodes' outputs serve as inputs for others. Many real-world applications, such as manufacturing and drug discovery, involve function networks with additional properties - nodes that can be evaluated independently and incur varying costs. A recent BOFN variant, p-KGFN, leverages this structure and enables cost-aware partial evaluations, selectively querying only a subset of nodes at each iteration. p-KGFN reduces the number of expensive objective function evaluations needed but has a large computational overhead: choosing where to evaluate requires optimizing a nested Monte Carlo-based acquisition function for each node in the network. To address this, we propose an accelerated p-KGFN algorithm that reduces computational overhead with only a modest loss in query efficiency. Key to our approach is generation of node-specific candidate inputs for each node in the network via one inexpensive global Monte Carlo simulation. Numerical experiments show that our method maintains competitive query efficiency while achieving up to a 16x speedup over the original p-KGFN algorithm.

贝叶斯优化函数网络加速计算部分评估

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。