针对噪声大、数据稀疏的多目标优化难题,提出高效寻优算法NOSTRA。
NOSTRA: A noise-resilient and sparse data framework for trust region based multi objective Bayesian optimization
- 融合实验不确定性先验,用信任区域聚焦优质设计区
- 在有限样本下更快逼近帕累托前沿,提升数据利用效率
- 适合实验预算紧张的物理仿真与医药试验场景
多目标贝叶斯优化(MOBO)在稀疏(非空间填充)、稀缺(观测数量有限)且受实验不确定性影响的数据场景中表现不佳,相同输入可能产生不同输出。这类问题常见于物理实验和分子动力学模拟等场景,传统方法难以适用,导致资源浪费、设计效果欠佳。为此,本文提出NOSTRA(Noise-resilient and Sparse data Trust Region-based Optimization Algorithm),一种新型采样框架:通过整合实验不确定性先验知识构建更精准的代理模型,并采用信任区域机制聚焦于设计空间中潜力较大的区域。该方法通过合理利用先验信息并动态优化搜索范围,显著加速收敛至帕累托前沿,提升数据效率与解的质量。在两个具有不同噪声水平的测试函数上验证表明,相较于现有方法,NOSTRA在处理噪声、稀疏与稀缺数据时表现更优。具体而言,其能有效识别并优先采样有助于提升帕累托前沿准确性的区域,是一种资源高效、适用于实验预算有限场景的实用算法。
原文摘要 · Abstract (English)
Multi-objective Bayesian optimization (MOBO) struggles with sparse (non-space-filling), scarce (limited observations) datasets affected by experimental uncertainty, where identical inputs can yield varying outputs. These challenges are common in physical and simulation experiments (e.g., randomized medical trials and, molecular dynamics simulations) and are therefore incompatible with conventional MOBO methods. As a result, experimental resources are inefficiently allocated, leading to suboptimal designs. To address this challenge, we introduce NOSTRA (Noisy and Sparse Data Trust Region-based Optimization Algorithm), a novel sampling framework that integrates prior knowledge of experimental uncertainty to construct more accurate surrogate models while employing trust regions to focus sampling on promising areas of the design space. By strategically leveraging prior information and refining search regions, NOSTRA accelerates convergence to the Pareto frontier, enhances data efficiency, and improves solution quality. Through two test functions with varying levels of experimental uncertainty, we demonstrate that NOSTRA outperforms existing methods in handling noisy, sparse, and scarce data. Specifically, we illustrate that, NOSTRA effectively prioritizes regions where samples enhance the accuracy of the identified Pareto frontier, offering a resource-efficient algorithm that is practical in scenarios with limited experimental budgets while ensuring efficient performance.
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