arXiv:2607.27280stat.MLcs.LG2026-07

提出高斯环境下解的存活时间理论边界,可评估部署寿命

Expected Survival-Time Bounds for Robust Optimization Over Time under Isotropic Gaussian Dynamics

论文配图:Expected Survival-Time Bounds for Robust Optimization Over Time under Isotropic Gaussian Dynamics
图 1 · 摘自论文原文
  • 将生存时间建模为首次退出问题,推导下界与可计算上界
  • 发现存活时间随环境变化率呈σ⁻²量级,高维下最小为1
  • 可用于优化后决策支持,明确部署时长能否保障

稳健时间优化(ROOT)是近年来进化动态优化的新方向,关注解决方案在连续环境变化中保持有效的能力。不同于传统追踪最优解(TMO)每次变环境即重优化,ROOT强调解的持久性。尽管该领域发展迅速,但多数研究仍偏算法与经验,缺乏理论基础。其中关键指标‘生存时间’——即部署解在后续多少个环境中仍满足质量阈值——其期望值如何受环境动态、部署质量与问题特性影响尚不明确。本文研究固定解在各向同性高斯环境下的期望生存时间,将其建模为离散首次退出问题,推导出严格下界和可计算的多步上界。分析表明,在缓慢变化环境中,期望生存时间呈Θ(σ⁻²)量级;在高维情况下趋近于最小值1。蒙特卡洛实验验证了理论预测,考察了模型假设与参数不确定性敏感性,并展示边界如何辅助优化后的部署决策。该框架提供了部署寿命的解析刻画,明确了何时可保证、排除或无法解析确定所需部署周期。

原文摘要 · Abstract (English)

Robust Optimization Over Time (ROOT) is a recent branch of evolutionary dynamic optimization that seeks solutions capable of remaining effective across multiple consecutive environments. Unlike the traditional track-the-moving-optimum (TMO) paradigm, which reoptimizes after every environmental change, ROOT explicitly values persistence. Although the field has grown considerably, most contributions remain algorithmic and empirical, leaving several fundamental properties poorly understood from a theoretical perspective. One such property is survival time, defined as the number of future environments in which a deployed solution continues to satisfy a prescribed quality threshold. While survival time is widely used as a measure of temporal robustness, little is known about how its expected value depends on environmental dynamics, deployment quality, or problem characteristics. This paper studies expected survival time for a fixed deployed solution under isotropic Gaussian environmental dynamics. Modeling survival as a discrete first-exit problem, we derive a rigorous lower bound and a computable multi-step upper bound. The analysis shows that expected survival scales as $Θ(σ^-{2})$ in slowly varying environments and approaches its minimum value of one future change in high dimensions. A comprehensive Monte Carlo study validates the theoretical predictions, examines sensitivity to modeling assumptions and parameter uncertainty, and illustrates how the bounds can support deployment decisions after optimization. The resulting framework provides an analytical characterization of deployment lifetime and identifies when a required deployment horizon can be guaranteed, ruled out, or remains analytically unresolved.

稳健优化生存时间高斯动态理论分析

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