提出正交贝叶斯优化,降低超参搜索中的噪声干扰。
ORTHOBO: Orthogonal Bayesian Hyperparameter Optimization

- 用正交控制变量法减少采集函数的蒙特卡洛方差。
- 在神经网络训练中显著稳定候选参数排名,提升优化效果。
- 适合高噪声、昂贵评估场景下的超参调优任务。
贝叶斯优化广泛用于昂贵模型评估场景下的超参数优化,但采集函数估计噪声可能导致决策不稳定。本文识别出有限样本蒙特卡洛误差是被忽视的失效模式:即使代理模型和采集目标正确指定,采样误差仍会扰动采集值,导致候选排序翻转,引发次优决策。为此,我们提出正交采集估计器,通过减去最优加权的得分函数控制变量,使采集残差与后验得分方向正交,从而降低蒙特卡洛方差。进一步提出 OrthoBO 框架,结合集成代理模型与外对数变换。理论上证明该估计器保持目标不变,实现方差缩减并提升成对排序稳定性。数值实验验证其有效降低采集估计方差,稳定候选排序,并在神经网络训练与微调的超参优化中展现出优异性能。
原文摘要 · Abstract (English)
Bayesian optimization is widely used for hyperparameter optimization when model evaluations are expensive; however, noisy acquisition estimates can lead to unstable decisions. We identify acquisition estimation noise as a failure mode that was previously overlooked: even when the surrogate model and acquisition target are correctly specified, finite-sample Monte Carlo error can perturb acquisition values. This can, in turn, flip candidate rankings and lead to suboptimal BO decisions. As a remedy, we aim at variance reduction and propose an orthogonal acquisition estimator that subtracts an optimally weighted score-function control variate, which yields an acquisition residual orthogonal to posterior score directions and which thus reduces Monte Carlo variance. We further introduce OrthoBO: a Bayesian optimization framework that combines our orthogonal acquisition estimator with ensemble surrogates and an outer log transformation. We show theoretically that our estimator preserves the target, leads to variance reduction, and improves pairwise ranking stability. We further verify the theoretical properties of OrthoBO through numerical experiments where our framework reduces acquisition estimation variance, stabilizes candidate rankings, and achieves strong performance. We also demonstrate the downstream utility of OrthoBO in hyperparameter optimization for neural network training and fine-tuning.
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