arXiv:2511.00750cs.NEcs.LG2025-11被引 2

用信任区域提升贝叶斯优化多样性,小预算下更有效

Trust Region-Based Bayesian Optimisation to Discover Diverse Solutions

  • 基于信任区域扩展TuRBO1,保持解集间距离约束
  • 在2~20维问题上,高维表现优于基准方法
  • 适合需要多样解的小样本黑箱优化场景

贝叶斯优化(BO)是一种基于代理模型的优化技术,能在评估预算有限的情况下高效求解昂贵的黑箱函数。近期研究通过引入信任区域提升BO在高维问题中的可扩展性。受此启发,本文探索信任区域基BO算法在不同维度黑箱问题中进行多样性优化的有效性。提出扩展TuRBO1的多样性优化方法divTuRBO1,可在寻找最优解的同时,保证与参考解集的距离不低于给定阈值。设计两种策略:顺序与交错运行divTuRBO1,以生成多样化解。在2至20维的基准函数上进行实验,结果表明所提方法在高维场景下表现优异,尤其在评估次数有限时优势明显,显著优于基准方法ROBOT。

原文摘要 · Abstract (English)

Bayesian optimisation (BO) is a surrogate-based optimisation technique that efficiently solves expensive black-box functions with small evaluation budgets. Recent studies consider trust regions to improve the scalability of BO approaches when the problem space scales to more dimensions. Motivated by this research, we explore the effectiveness of trust region-based BO algorithms for diversity optimisation in different dimensional black box problems. We propose diversity optimisation approaches extending TuRBO1, which is the first BO method that uses a trust region-based approach for scalability. We extend TuRBO1 as divTuRBO1, which finds an optimal solution while maintaining a given distance threshold relative to a reference solution set. We propose two approaches to find diverse solutions for black-box functions by combining divTuRBO1 runs in a sequential and an interleaving fashion. We conduct experimental investigations on the proposed algorithms and compare their performance with that of the baseline method, ROBOT (rank-ordered Bayesian optimisation with trust regions). We evaluate proposed algorithms on benchmark functions with dimensions 2 to 20. Experimental investigations demonstrate that the proposed methods perform well, particularly in larger dimensions, even with a limited evaluation budget.

贝叶斯优化多样性黑箱优化高维

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。