arXiv:2603.11199cs.LG2026-03

用物理模型+数据驱动,让优化少试几次就找到好方案。

Bayesian Optimization of Partially Known Systems using Hybrid Models

  • 结合已知物理定律和高斯过程,构建混合优化模型
  • 在蒸馏实验中仅1次迭代就收敛,标准方法25次也不行
  • 适合有部分物理知识的复杂系统优化,如化工设计

贝叶斯优化(BO)是高效求解昂贵黑箱系统优化问题的算法,通过迭代查询并基于历史样本建立概率模型来推荐新试验。然而,对于高维非线性系统,标准BO循环可能需要过多实验才能收敛。本文提出一种混合模型贝叶斯优化方法,将标准BO的迭代学习与部分已知的机理物理模型相结合。不直接学习输入到目标的映射,而是写出所有已知的物理方程,并用高斯过程(GP)推断缺失变量的表达式,将GP作为约束嵌入混合模型中,从而支持其他非线性隐式物理模型约束。最终形成一个带约束的非线性随机规划问题,通过样本平均近似进行离散化。在单级蒸馏的仿真优化中,基于质量守恒定律的混合BO模型显著优于标准BO;且根据初始样本不同,可仅用一次迭代即收敛,而标准BO在所有随机种子下25次迭代均未收敛。该方法为部分已知系统的优化提供了新思路,融合了机理建模与数据驱动的优势。

原文摘要 · Abstract (English)

Bayesian optimization (BO) has gained attention as an efficient algorithm for black-box optimization of expensive-to-evaluate systems, where the BO algorithm iteratively queries the system and suggests new trials based on a probabilistic model fitted to previous samples. Still, the standard BO loop may require a prohibitively large number of experiments to converge to the optimum, especially for high-dimensional and nonlinear systems. We present a hybrid model-based BO formulation that combines the iterative Bayesian learning of BO with partially known mechanistic physical models. Instead of learning a direct mapping from inputs to the objective, we write all known equations for a physics-based model and infer expressions for variables missing equations using a probabilistic model, in our case, a Gaussian process (GP). The final formulation then includes the GP as a constraint in the hybrid model, thereby allowing other physics-based nonlinear and implicit model constraints. This hybrid model formulation yields a constrained, nonlinear stochastic program, which we discretize using the sample-average approximation. In an in-silico optimization of a single-stage distillation, the hybrid BO model based on mass conservation laws yields significantly better designs than a standard BO loop. Furthermore, the hybrid model converges in as few as one iteration, depending on the initial samples, whereas, the standard BO does not converge within 25 for any of the seeds. Overall, the proposed hybrid BO scheme presents a promising optimization method for partially known systems, leveraging the strengths of both mechanistic modeling and data-driven optimization.

贝叶斯优化混合模型物理信息

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