arXiv:2602.05119cs.LGmath.OC2026-02

提出单次查询的无偏梯度方法,高效优化组合问题

Unbiased Single-Queried Gradient for Combinatorial Objective

  • 用单次查询实现无偏梯度估计,避免多次评估
  • 在超立方体优化中提升效率,兼容REINFORCE等方法
  • 适合需快速梯度反馈的组合优化场景

在组合问题的概率重述中,常需在超立方体上进行优化,对应于原始问题中每个二值变量的伯努利概率参数。由于组合特性,精确梯度计算通常需要多次查询组合函数。本文提出一种仅需单次查询即可获得无偏梯度的随机梯度方法。该方法包含经典的REINFORCE(通过重要性采样实现),还扩展出一类新型随机梯度。

原文摘要 · Abstract (English)

In a probabilistic reformulation of a combinatorial problem, we often face an optimization over a hypercube, which corresponds to the Bernoulli probability parameter for each binary variable in the primal problem. The combinatorial nature suggests that an exact gradient computation requires multiple queries. We propose a stochastic gradient that is unbiased and requires only a single query of the combinatorial function. This method encompasses a well-established REINFORCE (through an importance sampling), as well as including a class of new stochastic gradients.

组合优化无偏梯度随机优化

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。