arXiv:2604.09417cs.AI2026-04被引 2

在有限评估预算下,聚焦找最优解比全面覆盖帕累托前沿更有效。

Do We Really Need to Approach the Entire Pareto Front in Many-Objective Bayesian Optimisation?

  • 提出基于单点搜索的多目标优化框架SPMO,专注提升解的质量。
  • 新采集函数ESPI在噪声与无噪声场景下均表现优异,可梯度优化。
  • 适合资源受限、只需部署一个最优解的工程应用,如超参数调优。

多目标优化涉及三个以上目标,随着目标数增加,完整表示帕累托前沿所需解的数量显著上升,导致在贝叶斯优化中难以有效探索全部前沿。由于样本效率至关重要,通常仅能评估数百个解,而决策者最终仅选择一个解部署。因此,本文主张在极低评估预算下,应优先寻找质量最高的单一解,而非试图逼近整个帕累托前沿。为此,提出单点基础多目标搜索框架SPMO,设计了适用于无噪和有噪场景的期望单点改进(ESPI)采集函数。通过样本平均近似(SAA)方法,可高效使用梯度法优化,并理论证明其在SAA下的收敛性。实验表明,SPMO计算可行,在多种基准与真实问题上优于现有主流方法。

原文摘要 · Abstract (English)

Many-objective optimisation, a subset of multi-objective optimisation, involves optimisation problems with more than three objectives. As the number of objectives increases, the number of solutions needed to adequately represent the entire Pareto front typically grows substantially. This makes it challenging, if not infeasible, to design a search algorithm capable of effectively exploring the entire Pareto front. This difficulty is particularly acute in the Bayesian optimisation paradigm, where sample efficiency is critical and only a limited number of solutions (often a few hundred) are evaluated. Moreover, after the optimisation process, the decision-maker eventually selects just one solution for deployment, regardless of how many high-quality, diverse solutions are available. In light of this, we argue an idea that under a very limited evaluation budget, it may be more useful to focus on finding a single solution of the highest possible quality for the decision-maker, rather than aiming to approximate the entire Pareto front as existing many-/multi-objective Bayesian optimisation methods typically do. Bearing this idea in mind, this paper proposes a \underline{s}ingle \underline{p}oint-based \underline{m}ulti-\underline{o}bjective search framework (SPMO) that aims to improve the quality of solutions along a direction that leads to a good tradeoff between objectives. Within SPMO, we present a simple acquisition function, called expected single-point improvement (ESPI), working under both noiseless and noisy scenarios. We show that ESPI can be optimised effectively with gradient-based methods via the sample average approximation (SAA) approach and theoretically prove its convergence guarantees under the SAA. We also empirically demonstrate that the proposed SPMO is computationally tractable and outperforms state-of-the-arts on a wide range of benchmark and real-world problems.

多目标优化贝叶斯优化单点搜索

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。