将离线优化看作分布迁移,用概率桥梁生成高性能解。
ROOT: Rethinking Offline Optimization as Distributional Translation via Probabilistic Bridge
- 将离线优化视为从低价值输入分布到高价值输入分布的迁移。
- 在多个基准上超越现有方法,实现新最优性能。
- 适合研究黑箱优化与生成式建模的读者。
本文研究黑箱优化任务,旨在仅使用静态观测输入输出对找到目标函数的最大值。传统方法通过学习并优化代理函数实现,或将其视为逆建模任务,将期望性能映射为潜在输入。两者均受限于离线数据量有限。为此,本文提出将离线优化重构为分布迁移任务:学习一个概率桥梁,将低价值输入(即离线数据)的隐式分布转换为高价值输入(即解候选)分布。该桥梁可通过在模拟函数上采样低/高价值输入进行训练,这些模拟函数是基于不同参数化的多个高斯过程拟合离线数据后得到的后验均值,有效缓解数据瓶颈。所提方法在涵盖最新方法的广泛基准上评估,表现显著提升,建立新基准。代码已公开于 https://github.com/cuong-dm/ROOT。
原文摘要 · Abstract (English)
This paper studies the black-box optimization task which aims to find the maxima of a black-box function using a static set of its observed input-output pairs. This is often achieved via learning and optimizing a surrogate function with that offline data. Alternatively, it can also be framed as an inverse modeling task that maps a desired performance to potential input candidates that achieve it. Both approaches are constrained by the limited amount of offline data. To mitigate this limitation, we introduce a new perspective that casts offline optimization as a distributional translation task. This is formulated as learning a probabilistic bridge transforming an implicit distribution of low-value inputs (i.e., offline data) into another distribution of high-value inputs (i.e., solution candidates). Such probabilistic bridge can be learned using low- and high-value inputs sampled from synthetic functions that resemble the target function. These synthetic functions are constructed as the mean posterior of multiple Gaussian processes fitted with different parameterizations on the offline data, alleviating the data bottleneck. The proposed approach is evaluated on an extensive benchmark comprising most recent methods, demonstrating significant improvement and establishing a new state-of-the-art performance. Our code is publicly available at https://github.com/cuong-dm/ROOT.
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