通过自适应修正海森矩阵条件数,提升偏好贝叶斯优化的稳定性与效率。
Adaptive KappaSharp: Condition-Number Shaping for Preferential Bayesian Optimization

- 提出KappaSharp对海森矩阵进行对角修正,降低条件数。
- 在11个基准测试中性能优于标准方法,最高提升10.9%(p=0.003)。
- 自适应版本仅在必要时修正,避免对已良好约束方向的干扰。
偏好贝叶斯优化(PBO)通过用户成对比较来优化无法直接观测的目标。标准方法使用拉普拉斯近似拟合高斯过程代理模型(PairwiseGP),并采用期望最优选项效用(EUBO)获取函数选择新候选点。每步查询生成的新比较对与历史无共享候选,导致比较图中出现孤立连通分量,使似然海森矩阵秩亏,该缺陷为结构性,无法通过改变代理模型解决。现有方法或强制连接以节省查询预算,或施加均匀正则化,扰动已有良好约束的方向。本文提出KappaSharp,实现对海森矩阵的对角修正,以降低其条件数,且在先验不确定性高的区域施加更大修正。修正仅用于模型拟合,不参与查询选择。进一步提出自适应变体,仅当代理模型对近期比较有足够置信度时激活修正,避免在问题已良定情况下引入不必要的修正。在11个基准测试(5–20维)上,包括一个16维等离子体医学控制器调参任务,自适应KappaSharp显著优于标准PBO基线,最高提升达10.9%(p=0.003)。
原文摘要 · Abstract (English)
Preferential Bayesian optimization (PBO) optimizes objectives accessible only through pairwise user comparisons. The standard approach fits a Gaussian process surrogate for observed pairwise comparisons (PairwiseGP) using the Laplace approximation and selects queries with the Expected Utility of Best Option (EUBO) acquisition function. EUBO queries new candidates at each step, producing pairs that share no candidates with previous queries. Each such pair forms an isolated component in the comparison graph, removing one degree of freedom from the likelihood Hessian and making it rank-deficient. This deficiency is structural and cannot be resolved by changing the surrogate modeling approach. Existing approaches to remedy this issue either waste query budget by forcing comparisons to stay connected, or apply uniform regularization that also perturbs directions already well-constrained by the observed comparisons. We propose KappaSharp that enables a diagonal correction to the Hessian to reduce its condition number, with larger corrections where the prior uncertainty is higher. The correction is only applied in the model fitting step, not query selection. An adaptive variant of KappaSharp is also presented that activates the correction only when the surrogate is confident about recent comparisons, avoiding unnecessary corrections when the problem is well-conditioned. On 11 benchmarks (5--20 dimensions), including a 16-dimensional controller tuning problem in plasma medicine, Adaptive KappaSharp outperforms the standard PBO baseline, with up to +10.9% ($p{=}0.003$).
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