arXiv:2607.29225cs.LGphysics.chem-ph2026-07被引 1

提出高效贝叶斯优化框架,用低成本模型替代昂贵高斯过程。

Frugal Bayesian Optimization: Scalable Surrogates for Data- and Resource-Limited Discovery

论文配图:Frugal Bayesian Optimization: Scalable Surrogates for Data- and Resource-Limited Discovery
图 1 · 摘自论文原文
  • 用可扩展代理模型替代高斯过程,降低计算开销。
  • 在8个基准函数和9个真实数据集上验证,性能相当但成本更低。
  • 基于数据特征自动推荐最优代理模型,适合资源受限场景。

贝叶斯优化(BO)广泛应用于科学与工程中的数据高效优化,但其计算成本常被忽视。本文系统性地开展了一项兼顾计算效率的BO研究,从优化质量与计算节俭两个维度评估四种代理模型:高斯过程、随机森林、NGBoost和贝叶斯自适应样条表面。在涵盖材料科学、力学、机器人学、化学及机器学习的8个基准函数和9个真实数据集上,结果表明:基于高斯过程的BO始终具有最高时间和内存开销,且未带来更优的优化或样本效率。相反,可扩展替代方案在性能相当甚至更优的同时,计算成本仅为前者的几分之一。基于此,我们提出一个基于廉价数据特征预测最优代理模型的推荐框架。研究成果确立了可复现、计算感知的贝叶斯优化基线,并为有限计算与实验预算下的代理选择提供实用指导。

原文摘要 · Abstract (English)

Bayesian Optimization (BO) is widely adopted for data-efficient optimization in scientific and engineering applications, yet its computational cost is rarely evaluated alongside optimization performance. Here we present a systematic, compute-aware study of BO that evaluates surrogate models along two axes: optimization quality and computational frugality. Across eight benchmark functions and nine real-world datasets spanning materials science, mechanics, robotics, chemistry, and machine learning, we benchmark four surrogate models: Gaussian Processes, Random Forests, NGBoost, and Bayesian Adaptive Spline Surfaces. We show that Gaussian Process-based BO consistently incurs the highest time and memory overhead without delivering superior optimization or sample efficiency. In contrast, scalable alternatives achieve equal or better performance at a fraction of the computational cost. Motivated by these findings, we introduce a surrogate-recommendation framework that predicts the most suitable BO surrogate from inexpensive dataset characteristics. Together, these results establish FruBO as a reproducible, compute-aware baseline for Bayesian Optimization and provide practical guidance for surrogate selection under limited computational and experimental budgets.

贝叶斯优化代理模型计算效率资源受限

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。