用模拟退火优化批量选择,提升多目标贝叶斯优化效果。
Simulated Annealing-based Candidate Optimization for Batch Acquisition Functions
- 以模拟退火替代梯度法,避免陷入局部最优。
- 在四个基准问题上,超体积指标显著优于SLSQP。
- 适合高维复杂目标空间的多目标优化任务。
多目标贝叶斯优化中的批量采集函数(如qEHVI)需高效候选优化以最大化采集值。传统方法依赖基于梯度的连续优化(如SLSQP),但在复杂或高维目标空间中易陷入局部最优。本文提出一种基于模拟退火的批量候选优化方法,作为传统方法的替代方案。在四个基准测试问题上评估:ZDT1(30维,2目标)、DTLZ2(7维,3目标)、Kursawe(3维,2目标)和Latent-Aware(4维,2目标)。结果表明,模拟退火在多数测试函数中均实现更优的超体积性能,尤其在DTLZ2和Latent-Aware问题上,获得更高超体积值并展现更好收敛性。客观空间覆盖的直方图分析显示,模拟退火探索了更丰富、更优的帕累托前沿区域。研究证明,模拟退火等元启发式方法能为多目标贝叶斯优化提供更鲁棒、高效的候选优化方案,是传统梯度法的有力替代。
原文摘要 · Abstract (English)
Bayesian Optimization with multi-objective acquisition functions such as q-Expected Hypervolume Improvement (qEHVI) requires efficient candidate optimization to maximize acquisition function values. Traditional approaches rely on continuous optimization methods like Sequential Least Squares Programming (SLSQP) for candidate selection. However, these gradient-based methods can become trapped in local optima, particularly in complex or high-dimensional objective landscapes. This paper presents a simulated annealing-based approach for candidate optimization in batch acquisition functions as an alternative to conventional continuous optimization methods. We evaluate our simulated annealing approach against SLSQP across four benchmark multi-objective optimization problems: ZDT1 (30D, 2 objectives), DTLZ2 (7D, 3 objectives), Kursawe (3D, 2 objectives), and Latent-Aware (4D, 2 objectives). Our results demonstrate that simulated annealing consistently achieves superior hypervolume performance compared to SLSQP in most test functions. The improvement is particularly pronounced for DTLZ2 and Latent-Aware problems, where simulated annealing reaches significantly higher hypervolume values and maintains better convergence characteristics. The histogram analysis of objective space coverage further reveals that simulated annealing explores more diverse and optimal regions of the Pareto front. These findings suggest that metaheuristic optimization approaches like simulated annealing can provide more robust and effective candidate optimization for multi-objective Bayesian optimization, offering a promising alternative to traditional gradient-based methods for batch acquisition function optimization.
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