arXiv:2512.07868cs.LGcs.AI2025-12被引 1

针对函数型响应的最坏情况优化,提出新型贝叶斯优化框架。

Bayesian Optimization for Function-Valued Responses under Min-Max Criteria

  • 用主成分分析表示函数响应,构建得分的高斯过程代理模型。
  • 直接最小化全域最大误差,显著降低最差情况偏差。
  • 适用于需保证极端性能的科学工程场景,如材料设计与电磁仿真。

贝叶斯优化广泛用于昂贵黑箱函数的优化,但现有方法多聚焦标量响应。在许多科学与工程场景中,响应是随时间或波长等索引平滑变化的函数型数据,传统方法难以适用。现有方法常最小化积分误差,仅反映平均表现而忽略最坏情况偏差。为此,本文提出一种直接最小化全域最大误差的函数型贝叶斯优化框架(MM-FBO)。通过函数主成分分析(FPCA)表示函数响应,并为各主成分得分构建高斯过程代理模型。基于此,MM-FBO设计了一种集成不确定性采集函数,平衡最坏情况期望误差的利用与全域探索。理论方面,给出两个保证:最坏情况目标的离散化界,以及当代理模型准确且不确定性消失时,采集函数收敛至真实最小-最大目标。在合成基准与物理启发案例(包括超光子器件电磁散射、气相渗透过程)上验证,结果表明MM-FBO持续优于现有基线,凸显显式建模函数不确定性的重要性。

原文摘要 · Abstract (English)

Bayesian optimization is widely used for optimizing expensive black box functions, but most existing approaches focus on scalar responses. In many scientific and engineering settings the response is functional, varying smoothly over an index such as time or wavelength, which makes classical formulations inadequate. Existing methods often minimize integrated error, which captures average performance but neglects worst case deviations. To address this limitation we propose min-max Functional Bayesian Optimization (MM-FBO), a framework that directly minimizes the maximum error across the functional domain. Functional responses are represented using functional principal component analysis, and Gaussian process surrogates are constructed for the principal component scores. Building on this representation, MM-FBO introduces an integrated uncertainty acquisition function that balances exploitation of worst case expected error with exploration across the functional domain. We provide two theoretical guarantees: a discretization bound for the worst case objective, and a consistency result showing that as the surrogate becomes accurate and uncertainty vanishes, the acquisition converges to the true min-max objective. We validate the method through experiments on synthetic benchmarks and physics inspired case studies involving electromagnetic scattering by metaphotonic devices and vapor phase infiltration. Results show that MM-FBO consistently outperforms existing baselines and highlights the importance of explicitly modeling functional uncertainty in Bayesian optimization.

贝叶斯优化函数型数据最坏情况高斯过程

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