arXiv:2509.25592cs.LG2025-09被引 2

用机器学习和强化学习提升黑盒优化器的效率与适应性。

Machine Learning Algorithms for Improving Black Box Optimization Solvers

  • 结合机器学习构建可适应的代理模型和动态优化策略。
  • 在高维、噪声、混合整数场景下表现优于传统方法。
  • 适合需要高效求解复杂优化问题的研究者与工程师。

黑盒优化(BBO)处理目标函数仅能通过昂贵查询获取、无梯度或显式结构的问题。经典无导数方法——线搜索、直接搜索及基于模型的求解器(如贝叶斯优化)构成BBO基础,但在高维、噪声或混合整数场景下常表现不佳。近年来,机器学习(ML)与强化学习(RL)被用于增强BBO:ML提供表达性强的代理模型、自适应更新、元学习组合策略及生成模型;RL则实现动态算子配置、鲁棒性与跨任务元优化。本文综述了代表性算法,包括基于神经网络的模块化模型优化框架(mlrMBO)、零阶自适应动量方法(ZO-AdaMM)、自动黑盒优化(ABBO)、分布式块级优化(DiBB)、基于分区的贝叶斯优化(SPBOpt)、基于Transformer的优化器(B2Opt)、基于扩散模型的BBO、差分进化辅助的代理强化学习(Surr-RLDE)、鲁棒黑盒优化(RBO)、带相对熵的坐标上升模型优化(CAS-MORE)、对数障碍随机梯度下降(LB-SGD)、基于黑盒的策略改进(PIBB)以及基于Mamba骨干的离线Q-learning(Q-Mamba)。同时回顾了NeurIPS 2020 BBO挑战赛与MetaBox框架等基准工作。总体表明,ML与RL将传统不精确求解器转化为更可扩展、稳健且自适应的真实世界优化框架。

原文摘要 · Abstract (English)

Black-box optimization (BBO) addresses problems where objectives are accessible only through costly queries without gradients or explicit structure. Classical derivative-free methods -- line search, direct search, and model-based solvers such as Bayesian optimization -- form the backbone of BBO, yet often struggle in high-dimensional, noisy, or mixed-integer settings. Recent advances use machine learning (ML) and reinforcement learning (RL) to enhance BBO: ML provides expressive surrogates, adaptive updates, meta-learning portfolios, and generative models, while RL enables dynamic operator configuration, robustness, and meta-optimization across tasks. This paper surveys these developments, covering representative algorithms such as NNs with the modular model-based optimization framework (mlrMBO), zeroth-order adaptive momentum methods (ZO-AdaMM), automated BBO (ABBO), distributed block-wise optimization (DiBB), partition-based Bayesian optimization (SPBOpt), the transformer-based optimizer (B2Opt), diffusion-model-based BBO, surrogate-assisted RL for differential evolution (Surr-RLDE), robust BBO (RBO), coordinate-ascent model-based optimization with relative entropy (CAS-MORE), log-barrier stochastic gradient descent (LB-SGD), policy improvement with black-box (PIBB), and offline Q-learning with Mamba backbones (Q-Mamba). We also review benchmark efforts such as the NeurIPS 2020 BBO Challenge and the MetaBox framework. Overall, we highlight how ML and RL transform classical inexact solvers into more scalable, robust, and adaptive frameworks for real-world optimization.

黑盒优化机器学习强化学习优化算法

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