用粒子排斥机制提升复杂优化问题的多峰探索能力
Stein Variational Black-Box Combinatorial Optimization

- 引入斯坦因算子使粒子相互排斥,避免过早收敛
- 在多个基准测试中表现优于或媲美顶尖方法,尤其擅长大规模问题
- 适合处理高维、昂贵、离散的黑盒组合优化场景
高维组合黑盒优化需在利用搜索空间优势区域与保持探索能力之间取得平衡。尽管分布估计算法(EDAs)提供强大的建模框架,但常聚焦单一区域,面对复杂或多峰目标函数时易导致早熟收敛。本文引入斯坦因算子,在参数空间中为粒子添加排斥机制,促使种群分散并协同探索多个模式。在多种基准问题上的实验表明,所提方法性能可与当前最优方法比肩,且在多个案例中更优,尤其在大规模实例上表现突出。结果表明,斯坦因变分梯度下降为解决大规模、计算成本高的离散黑盒优化问题提供了有前景的方向。
原文摘要 · Abstract (English)
Combinatorial black-box optimization in high-dimensional settings demands a careful trade-off between exploiting promising regions of the search space and preserving sufficient exploration to identify multiple optima. Although Estimation-of-Distribution Algorithms (EDAs) provide a powerful model-based framework, they often concentrate on a single region of interest, which may result in premature convergence when facing complex or multimodal objective landscapes. In this work, we incorporate the Stein operator to introduce a repulsive mechanism among particles in the parameter space, thereby encouraging the population to disperse and jointly explore several modes of the fitness landscape. Empirical evaluations across diverse benchmark problems show that the proposed method achieves performance competitive with, and in several cases superior to, leading state-of-the-art approaches, particularly on large-scale instances. These findings highlight the potential of Stein variational gradient descent as a promising direction for addressing large, computationally expensive, discrete black-box optimization problems.
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