用因果模型提升多目标低精度优化效率,让搜索更准更快。
Multi-Objective Multi-Fidelity Bayesian Optimization with Causal Priors
- 构建因果结构模型,捕捉输入、精度与目标间的因果关系
- 在机器人、AutoML和医疗任务中,样本效率优于现有方法
- 适合需要高效探索复杂系统的多目标优化场景
多保真贝叶斯优化(MFBO)通过整合低成本的低精度近似来加速黑箱函数全局最优值的搜索。其核心挑战在于平衡低精度代理的成本效益与精度损失,以有效逼近高精度最优解。现有方法主要捕捉输入、保真度和目标之间的关联关系,而非因果机制,在低精度代理与目标保真度不匹配时性能下降。本文提出RESCUE(REducing Sampling cost with Causal Understanding and Estimation),一种多目标多保真贝叶斯优化方法,引入因果推断,系统性解决该问题。RESCUE学习一个结构化因果模型,刻画输入、保真度与目标间的因果关系,并据此构建包含干预效应的概率多保真代理模型。基于因果结构,设计因果超体积知识梯度采集策略,选择兼顾多目标期望改进与成本的输入-保真度组合。实验表明,RESCUE在合成数据及机器人、机器学习(AutoML)和医疗等真实世界问题上,显著提升样本效率,优于当前最优多保真优化方法。
原文摘要 · Abstract (English)
Multi-fidelity Bayesian optimization (MFBO) accelerates the search for the global optimum of black-box functions by integrating inexpensive, low-fidelity approximations. The central task of an MFBO policy is to balance the cost-efficiency of low-fidelity proxies against their reduced accuracy to ensure effective progression toward the high-fidelity optimum. Existing MFBO methods primarily capture associational dependencies between inputs, fidelities, and objectives, rather than causal mechanisms, and can perform poorly when lower-fidelity proxies are poorly aligned with the target fidelity. We propose RESCUE (REducing Sampling cost with Causal Understanding and Estimation), a multi-objective MFBO method that incorporates causal calculus to systematically address this challenge. RESCUE learns a structural causal model capturing causal relationships between inputs, fidelities, and objectives, and uses it to construct a probabilistic multi-fidelity (MF) surrogate that encodes intervention effects. Exploiting the causal structure, we introduce a causal hypervolume knowledge-gradient acquisition strategy to select input-fidelity pairs that balance expected multi-objective improvement and cost. We show that RESCUE improves sample efficiency over state-of-the-art MF optimization methods on synthetic and real-world problems in robotics, machine learning (AutoML), and healthcare.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。