arXiv:2607.08335stat.MLcs.LG2026-07中稿 · the 42nd Conferenc…

用分数匹配解决贝叶斯实验设计中的双重不可计算问题,让策略训练更高效。

Bayesian Experimental Design via Score Matching

  • 先解分数匹配问题,再用其结果训练策略,将复杂度从乘法变为加法。
  • 在不增加似然评估成本的前提下,可多次训练策略,提升性能。
  • 适合需要反复优化策略的场景,如架构搜索、超参调优。

基于策略的贝叶斯实验设计(BED)方法可学习深度策略网络,根据已有数据自适应决策。但这类策略的训练常受制于期望信息增益(EIG)的双重不可计算性,需昂贵或复杂的近似方法,限制了对策略本身的优化投入。本文提出将EIG的双重不可计算性与策略学习分离:先独立求解一个分数匹配问题,获得得分近似,再用该近似训练策略,使其仅面临单重不可计算性。此举将核心的乘法开销转化为加法开销,显著降低策略训练负担,使多次训练成为可能,例如用于架构搜索、超参数调优或跳出局部最优。实验表明,在不引入额外似然评估成本的情况下,可训练多个竞争力强的策略,从而通过选择最优策略提升性能,无需额外进行超参或结构搜索。

原文摘要 · Abstract (English)

Policy-based approaches to Bayesian experimental design (BED) allow the learning of deep policy networks that adaptively make intelligent design decisions based on previously collected data. However, the training of such policies is often held back by a fundamental challenge: the double intractability of the expected information gain (EIG). This necessitates expensive or complex approximations that restrict the effort one can invest in optimising the policy itself. To address this, we show that the double intractability of the EIG can be isolated from the policy learning by first solving a score matching problem that is independent of the policy used, then using the learned score approximation to train the policy in a singly intractable manner. This turns the key multiplicative cost into an additive one and reduces the computational burden on the policy training itself, making it far cheaper to train the policy multiple times when needed, e.g. for architecture search, hyperparameter tuning, or avoiding local optima. In our experiments we train multiple competitive policies without inducing a multiplicative cost in likelihood evaluations, which can increase performance by allowing us to select the best policy even without performing hyperparameter or architecture searches.

贝叶斯优化实验设计分数匹配策略学习

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