arXiv:2601.22315cs.LG2026-01被引 1

用预训练模型提升贝叶斯优化效率,减少昂贵实验次数

Gaussian Process Bandit Optimization with Machine Learning Predictions and Application to Hypothesis Generation

  • 结合高保真与低保真预测器,通过协变量估计修正偏差
  • 理论证明可降低采样误差常数,实测收敛速度更快
  • 适合需要少实验的科研或工程场景,如人类行为研究

许多现实优化问题涉及昂贵的真值评估(如人工评价、物理实验)和廉价的低精度预测工具(如机器学习模型、仿真)。同时,大量历史数据(如过往实验与预测)通常可用,可用于预训练强预测模型并提供信息性先验。本文提出预测增强型高斯过程上置信界算法(PA-GP-UCB),利用双源信息与离线数据,在真值查询中实现可证明的样本效率提升。该方法基于联合高斯过程后验构造协变量估计器,以校正预测偏差并降低不确定性。理论上,PA-GP-UCB保持标准GP-UCB的后悔率,但领先常数更小,且其大小由预测质量与离线数据覆盖度显式控制。实验表明,相较于原始GP-UCB及简单预测增强基线,PA-GP-UCB在合成基准和基于人类行为数据的真实假设评估任务中收敛更快,其中预测由大语言模型提供。结果确立了该方法在高成本反馈下的假设生成通用高效框架。

原文摘要 · Abstract (English)

Many real-world optimization problems involve an expensive ground-truth oracle (e.g., human evaluation, physical experiments) and a cheap, low-fidelity prediction oracle (e.g., machine learning models, simulations). Meanwhile, abundant offline data (e.g., past experiments and predictions) are often available and can be used to pretrain powerful predictive models, as well as to provide an informative prior. We propose Prediction-Augmented Gaussian Process Upper Confidence Bound (PA-GP-UCB), a novel Bayesian optimization algorithm that leverages both oracles and offline data to achieve provable gains in sample efficiency for the ground-truth oracle queries. PA-GP-UCB employs a control-variates estimator derived from a joint Gaussian process posterior to correct prediction bias and reduce uncertainty. We prove that PA-GP-UCB preserves the standard regret rate of GP-UCB while achieving a strictly smaller leading constant that is explicitly controlled by prediction quality and offline data coverage. Empirically, PA-GP-UCB converges faster than Vanilla GP-UCB and naive prediction-augmented GP-UCB baselines on synthetic benchmarks and on a real-world hypothesis evaluation task grounded in human behavioral data, where predictions are provided by large language models. These results establish PA-GP-UCB as a general and sample-efficient framework for hypothesis generation under expensive feedback.

贝叶斯优化高斯过程预测增强样本效率

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