arXiv:2510.03893cs.LGmath.OC2025-10被引 6

利用系统结构信息提升黑箱优化效率,适合复杂工程系统设计

BONSAI: Structure-exploiting robust Bayesian optimization for networked black-box systems under uncertainty

  • 将黑箱目标建模为有向图,融合白盒与黑盒组件的中间信息
  • 在多个案例中样本效率更高,找到更优的鲁棒解
  • 适合高维、结构已知的仿真类工程优化问题

在不确定条件下实现最优设计仍是推动下一代过程系统可靠性的核心挑战。稳健优化(RO)通过防范参数扰动下的最坏情况提供了一种合理方法,但传统方法通常依赖已知问题结构,限制了其在高保真仿真环境中的应用。为此,近期研究提出稳健贝叶斯优化(RBO)作为灵活替代方案,可处理昂贵的黑箱目标。然而现有RBO方法普遍忽略可用结构信息,且难以扩展至高维场景。本文提出BONSAI(网络黑箱系统下的稳健贝叶斯优化),一种利用仿真模型中常见部分结构知识的新框架。不同于将目标视为单一黑箱,BONSAI将其表示为由相互连接的白盒与黑盒组件构成的有向图,使算法可在优化过程中利用中间信息。我们进一步设计一种面向结构化稳健优化的可扩展汤普森采样获取函数,可通过梯度方法高效优化。我们在多样化的合成与真实世界案例中评估BONSAI,涵盖过程系统工程应用。相比现有基于仿真的稳健优化算法,BONSAI始终展现出更高的样本效率和更高质量的稳健解,凸显其在复杂工程系统不确定性感知设计中的实际优势。

原文摘要 · Abstract (English)

Optimal design under uncertainty remains a fundamental challenge in advancing reliable, next-generation process systems. Robust optimization (RO) offers a principled approach by safeguarding against worst-case scenarios across a range of uncertain parameters. However, traditional RO methods typically require known problem structure, which limits their applicability to high-fidelity simulation environments. To overcome these limitations, recent work has explored robust Bayesian optimization (RBO) as a flexible alternative that can accommodate expensive, black-box objectives. Existing RBO methods, however, generally ignore available structural information and struggle to scale to high-dimensional settings. In this work, we introduce BONSAI (Bayesian Optimization of Network Systems under uncertAInty), a new RBO framework that leverages partial structural knowledge commonly available in simulation-based models. Instead of treating the objective as a monolithic black box, BONSAI represents it as a directed graph of interconnected white- and black-box components, allowing the algorithm to utilize intermediate information within the optimization process. We further propose a scalable Thompson sampling-based acquisition function tailored to the structured RO setting, which can be efficiently optimized using gradient-based methods. We evaluate BONSAI across a diverse set of synthetic and real-world case studies, including applications in process systems engineering. Compared to existing simulation-based RO algorithms, BONSAI consistently delivers more sample-efficient and higher-quality robust solutions, highlighting its practical advantages for uncertainty-aware design in complex engineering systems.

贝叶斯优化稳健优化黑箱系统工程设计

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