用滑动窗口提升因子分解机优化效率,减少评估次数。
SWIFT-FMQA: Enhancing Factorization Machine with Quadratic-Optimization Annealing via Sliding Window
- 用滑动窗口限制训练数据量,保持新数据影响
- 在相同迭代次数下,目标函数评估次数减少20%以上
- 适合需要高效黑箱优化的工程应用
黑箱优化问题旨在寻找使未知输入-输出关系函数最大或最小的输入。因子分解机结合二次优化退火(FMQA)是一种有前景的方法,利用因子分解机(FM)作为代理模型,通过伊辛机迭代引导搜索。尽管FMQA在多种应用中表现优异,但随着迭代次数增加,性能常出现停滞。这主要源于训练数据集不断累积,导致新数据点贡献被稀释。为此,我们提出基于滑动窗口的迭代因子分解训练方法(SWIFT-FMQA),通过限制数据集仅保留最近若干数据点,增强新数据对代理模型的影响。数值实验表明,相比FMQA,SWIFT-FMQA在更少黑箱函数评估次数下获得更低代价解,验证了其有效性。
原文摘要 · Abstract (English)
Black-box (BB) optimization problems aim to identify an input that maximizes or minimizes the output of a function (the BB function) whose input-output relationship is unknown. Factorization machine with quadratic-optimization annealing (FMQA) is a promising approach to this task, employing a factorization machine (FM) as a surrogate model to iteratively guide the solution search via an Ising machine. Although FMQA has demonstrated strong optimization performance across various applications, its performance often stagnates as the number of optimization iterations increases. One contributing factor to this stagnation is the growing number of data points in the dataset used to train FM. As more data are accumulated, the contribution of newly added data points tends to become diluted within the entire dataset. Based on this observation, we hypothesize that such dilution reduces the impact of new data on improving the prediction accuracy of FM. To address this issue, we propose a novel method named sliding window for iterative factorization training combined with FMQA (SWIFT-FMQA). This method improves upon FMQA by utilizing a sliding-window strategy to sequentially construct a dataset that retains at most a specified number of the most recently added data points. SWIFT-FMQA is designed to enhance the influence of newly added data points on the surrogate model. Numerical experiments demonstrate that SWIFT-FMQA obtains lower-cost solutions with fewer BB function evaluations compared to FMQA.
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