arXiv:2606.00862cs.NEcs.LG2026-06

自适应协同优化器统一调控模型与采样策略,提升黑箱优化稳定性与精度。

Meta-Black-Box Optimization with Ensemble Surrogate Modeling for Robustness-Accuracy Trade-off within SAEA

论文配图:Meta-Black-Box Optimization with Ensemble Surrogate Modeling for Robustness-Accuracy Trade-off within SAEA
图 1 · 摘自论文原文
  • 构建集成代理模型,动态平衡探索阶段的鲁棒性与开发阶段的准确性。
  • 通过强化学习训练元策略,联合优化采样准则与模型组合,实现高效自适应。
  • 首次在复杂优化中统一控制多组件,适合高成本多目标优化场景。

代理辅助进化算法(SAEA)广泛应用于昂贵的黑箱优化问题,但其依赖固定且手动设计的组件,限制了灵活性与跨任务泛化能力。元黑箱优化(MetaBBO)为自适应配置算法组件提供了新范式,但现有方法通常仅控制单一组件,极少研究同时协调多组件优化器如SAEA。此外,代理建模中的鲁棒性-精度权衡对稳定早期探索和精确后期开发至关重要,却未被明确考虑。为此,本文提出AdaE-SAEA,一种用于昂贵多目标优化的自适应集成代理辅助进化算法。该方法将SAEA嵌入MetaBBO框架,联合控制填充准则与基于集成的代理建模。具体地,采用袋装(bagging)与提升(boosting)作为建模模块,以适应不同搜索阶段的鲁棒性与准确性平衡;元策略则同步选择填充准则,实现自适应采样决策。元策略通过并行采样、集中训练的强化学习进行训练,提升训练效率与迁移能力。在合成与真实世界问题上的实验表明,AdaE-SAEA优于当前主流基线与基于MetaBBO的方法。进一步验证了TabPFN作为集成学习基础代理模型的有效性。据我们所知,这是首个在SAEA中统一控制代理建模与填充准则,并显式处理鲁棒性-精度权衡的工作。

原文摘要 · Abstract (English)

Surrogate-assisted evolutionary algorithms (SAEAs) have been widely used for expensive black-box optimization problems. However, their reliance on rigid and manually designed components limits their flexibility and generalization across tasks. Meta-black-box optimization (MetaBBO) provides a promising paradigm for adaptively configuring algorithmic components. Nevertheless, existing MetaBBO methods usually control only a single component, and few studies have investigated the unified control of multi-component optimizers such as SAEAs. Moreover, the robustness-accuracy trade-off in surrogate modeling, which is crucial for stable early-stage exploration and accurate late-stage exploitation, has rarely been explicitly considered. To address these issues, we propose AdaE-SAEA, an adaptive ensemble surrogate-assisted evolutionary algorithm for expensive multi-objective optimization. AdaE-SAEA embeds SAEA as the low-level optimizer within the MetaBBO framework and jointly controls the infill criterion and ensemble-based surrogate modeling. Specifically, bagging and boosting are designed as surrogate modeling modules to adaptively balance robustness and accuracy across different search phases, while the meta-policy simultaneously selects the infill criterion to enable adaptive sampling decisions. The meta-policy is trained through reinforcement learning with parallel sampling and centralized training, improving both training efficiency and transferability. Experiments on synthetic and real-world problems demonstrate that AdaE-SAEA outperforms state-of-the-art baselines and MetaBBO-based methods. We further verify the effectiveness of TabPFN as the base surrogate model for ensemble learning. To the best of our knowledge, this is the first work to unify the control of surrogate modeling and infill criteria in SAEAs while explicitly addressing the robustness--accuracy trade-off.

黑箱优化元学习代理模型多目标优化

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。