将因果推理融入多源优化,提升高维问题的效率与准确性。
Extending Multi-Source Bayesian Optimization With Causality Principles
- 结合多源与因果原理,构建新型优化框架。
- 在合成与真实数据上均实现更快收敛与更低计算成本。
- 适合需干预决策的场景,如临床试验与政策制定。
多源贝叶斯优化(MSBO)适用于多个信息源(如仿真、代理模型或现实实验)下的黑箱函数优化。然而传统MSBO假设输入变量独立同分布,难以利用因果信息或实施干预,限制了其在临床试验或政策制定等场景的应用。单源因果贝叶斯优化(CBO)通过引入因果原则,有效建模变量依赖关系,提升优化精度与资源利用效率。本文提出一种融合MSBO与CBO的理论框架——多源因果贝叶斯优化(MSCBO),结合二者优势,在高维问题中实现更高效的优化与更低的计算复杂度。我们阐述了因果与多源贝叶斯优化的理论基础,并展示了两者的协同作用。在不同噪声水平的合成与真实数据集上,MSCBO相较于基线方法表现出更强鲁棒性与适用性。结果表明,该方法可实现维度压缩、降低运营成本,显著提升收敛速度、性能与可扩展性。
原文摘要 · Abstract (English)
Multi-Source Bayesian Optimization (MSBO) serves as a variant of the traditional Bayesian Optimization (BO) framework applicable to situations involving optimization of an objective black-box function over multiple information sources such as simulations, surrogate models, or real-world experiments. However, traditional MSBO assumes the input variables of the objective function to be independent and identically distributed, limiting its effectiveness in scenarios where causal information is available and interventions can be performed, such as clinical trials or policy-making. In the single-source domain, Causal Bayesian Optimization (CBO) extends standard BO with the principles of causality, enabling better modeling of variable dependencies. This leads to more accurate optimization, improved decision-making, and more efficient use of low-cost information sources. In this article, we propose a principled integration of the MSBO and CBO methodologies in the multi-source domain, leveraging the strengths of both to enhance optimization efficiency and reduce computational complexity in higher-dimensional problems. We present the theoretical foundations of both Causal and Multi-Source Bayesian Optimization, and demonstrate how their synergy informs our Multi-Source Causal Bayesian Optimization (MSCBO) algorithm. We compare the performance of MSCBO against its foundational counterparts for both synthetic and real-world datasets with varying levels of noise, highlighting the robustness and applicability of MSCBO. Based on our findings, we conclude that integrating MSBO with the causality principles of CBO facilitates dimensionality reduction and lowers operational costs, ultimately improving convergence speed, performance, and scalability.
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