arXiv:2511.16575cs.LGcs.AI2025-11AAAI被引 2

ECPv2高效优化未知光滑函数,提速且更稳健。

ECPv2: Fast, Efficient, and Scalable Global Optimization of Lipschitz Functions

  • 自适应下界+记忆窗口+随机投影,降低计算开销。
  • 高维非凸问题中性能超越现有方法,速度更快。
  • 适合需要快速收敛的高维优化场景,如超参调优。

我们提出ECPv2,一种针对未知Lipschitz常数的Lipschitz连续函数全局优化的可扩展、理论严谨的算法。基于每一步评估都具信息量的ECP框架,ECPv2解决了ECP计算成本高和早期行为过度保守的问题。引入三项创新:(i) 自适应下界以避免无效接受区域,(ii) Worst-m记忆机制,仅比较固定大小的历史评估点,(iii) 固定随机投影加速高维距离计算。理论上证明ECPv2保留ECP的无悔保证及最优有限时间界,并以高概率扩大接受区域。通过大量实验与消融研究验证,采用合理超参数设置,在多种高维非凸优化任务中,ECPv2持续达到或优于当前最优方法,同时显著减少实际运行时间。

原文摘要 · Abstract (English)

We propose ECPv2, a scalable and theoretically grounded algorithm for global optimization of Lipschitz-continuous functions with unknown Lipschitz constants. Building on the Every Call is Precious (ECP) framework, which ensures that each accepted function evaluation is potentially informative, ECPv2 addresses key limitations of ECP, including high computational cost and overly conservative early behavior. ECPv2 introduces three innovations: (i) an adaptive lower bound to avoid vacuous acceptance regions, (ii) a Worst-m memory mechanism that restricts comparisons to a fixed-size subset of past evaluations, and (iii) a fixed random projection to accelerate distance computations in high dimensions. We theoretically show that ECPv2 retains ECP's no-regret guarantees with optimal finite-time bounds and expands the acceptance region with high probability. We further empirically validate these findings through extensive experiments and ablation studies. Using principled hyperparameter settings, we evaluate ECPv2 across a wide range of high-dimensional, non-convex optimization problems. Across benchmarks, ECPv2 consistently matches or outperforms state-of-the-art optimizers, while significantly reducing wall-clock time.

全局优化高维优化Lipschitz

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