arXiv:2510.20872cs.LGstat.ML2025-10NeurIPS被引 3

通过正交方向搜索,高效生成多目标优化的多样解集。

MOBO-OSD: Batch Multi-Objective Bayesian Optimization via Orthogonal Search Directions

  • 沿目标最小值凸包定义的正交方向求解多个子问题。
  • 在2~6个目标函数上优于当前最先进算法,提升解多样性与超体积。
  • 支持批量评估,适合并行计算资源丰富的优化场景。

贝叶斯优化(BO)是优化昂贵黑箱目标函数的强大工具。尽管单目标优化研究已很深入,多目标优化仍具挑战性。本文提出MOBO-OSD,一种通过沿近似目标最小值凸包定义的正交搜索方向(OSDs),求解多个约束子问题以生成多样化帕累托最优解的方法。利用分布均匀的正交方向,MOBO-OSD实现对目标空间的广泛覆盖,提升解的多样性与超体积表现。为在不增加过多子问题的前提下提高解密度,引入帕累托前沿估计技术,在已有解附近生成新解。此外,该方法支持批量优化,可在资源充足时并行评估,加速优化过程。在包含2至6个目标的多种合成及真实世界基准函数上的大量实验表明,MOBO-OSD始终优于现有最先进算法。代码开源地址:https://github.com/LamNgo1/mobo-osd。

原文摘要 · Abstract (English)

Bayesian Optimization (BO) is a powerful tool for optimizing expensive black-box objective functions. While extensive research has been conducted on the single-objective optimization problem, the multi-objective optimization problem remains challenging. In this paper, we propose MOBO-OSD, a multi-objective Bayesian Optimization algorithm designed to generate a diverse set of Pareto optimal solutions by solving multiple constrained optimization problems, referred to as MOBO-OSD subproblems, along orthogonal search directions (OSDs) defined with respect to an approximated convex hull of individual objective minima. By employing a well-distributed set of OSDs, MOBO-OSD ensures broad coverage of the objective space, enhancing both solution diversity and hypervolume performance. To further improve the density of the set of Pareto optimal candidate solutions without requiring an excessive number of subproblems, we leverage a Pareto Front Estimation technique to generate additional solutions in the neighborhood of existing solutions. Additionally, MOBO-OSD supports batch optimization, enabling parallel function evaluations to accelerate the optimization process when resources are available. Through extensive experiments and analysis on a variety of synthetic and real-world benchmark functions with two to six objectives, we demonstrate that MOBO-OSD consistently outperforms the state-of-the-art algorithms. Our code implementation can be found at https://github.com/LamNgo1/mobo-osd.

多目标优化贝叶斯优化正交方向批量优化

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