用可解释的决策树替代高斯过程,实现高效偏好优化
DT-PBO: an Interpretable Tree-based Surrogate Model for Preferential Bayesian Optimization
- 基于成对比较数据构建可读的浅层决策树,直接建模偏好
- 在8个基准函数上收敛速度接近高斯过程方法,尤其适合复杂地形
- 计算快、抗噪声强,适合医疗等需透明决策的场景
偏好贝叶斯优化(PBO)旨在以最少的成对比较找到决策者最偏好的解。现有方法依赖高斯过程(GP)代理模型,虽性能优异但可解释性差,限制了其在医疗等高风险领域中的应用。本文提出DT-PBO,一种基于树结构的新型可解释代理模型,能同时捕捉偏好不确定性。我们设计了一种新分裂策略,直接从成对比较数据构建可解释的浅层决策树,并使用拉普拉斯近似为每个叶节点提供概率估计,实现高效偏好建模且不牺牲可解释性。在八个基准函数上,该方法收敛表现与基于GP的PBO相当,尤其在具有复杂优化地形的问题上更优。额外实验表明其对噪声鲁棒、计算速度快。真实数据集实验进一步证明,该模型能揭示决策者偏好的可解释洞察,这是基于GP的方法无法提供的。
原文摘要 · Abstract (English)
Preferential Bayesian Optimization (PBO) aims to find a decision-maker's most preferred solution in as few pairwise comparisons as possible. Existing approaches rely on Gaussian Process (GP) surrogates, which provide strong performance but limited interpretability. This limits real-world usability in high-stakes domains, such as healthcare, where interpretability and trust are essential. We propose DT-PBO, a novel tree-based surrogate model for PBO that is inherently interpretable while capturing preference uncertainty. Specifically, we introduce a novel splitting heuristic that constructs interpretable shallow decision trees directly from pairwise comparison data, and use Laplace approximation to obtain probabilistic estimates for each leaf. This enables efficient preference modeling without sacrificing interpretability. Across eight benchmark functions, our method achieves competitive convergence to GP-based PBO, particularly on functions with rugged optimization landscapes. Additional experiments show robustness against noise and a fast computational running time. Experiments on real-world datasets further demonstrate that our model provides interpretable insights into decision-maker preferences that would remain opaque under GP-based approaches.
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