解决高维多目标优化难题,自动识别变量关联性提升效率
High-dimensional Multi-objective Bayesian Optimization with Learned Variable Interactions

- 通过分析变量间交互关系,动态划分决策空间
- 在高维问题上逼近帕累托前沿效果优于现有方法
- 适合复杂工程与科学计算中的多目标优化场景
多目标贝叶斯优化(MOBO)在昂贵黑箱问题中有效识别帕累托前沿,但多数方法受限于低维决策空间,因采样复杂度呈指数增长。本文提出基于变量交互分析的MOBO框架ViaMOBO,适用于高维昂贵多目标问题。核心思想是利用变量交互分析模型判断决策空间是否可完全或部分划分,并在子空间中执行局部贝叶斯优化。该模型无需强假设,即可推断目标函数在决策变量间的独立或依赖关系,从而判定其可分性、部分可分性或不可分性。在合成数据与真实世界基准上的实验表明,ViaMOBO在高维昂贵多目标问题中逼近帕累托前沿的表现优于当前主流MOBO方法。
原文摘要 · Abstract (English)
Multi-objective Bayesian optimization (MOBO) is effective in identifying the Pareto fronts for expensive black-box problems. However, most current MOBO approaches are limited to low-dimensional decision space due to its exponential sampling complexity. This paper presents decision variable interaction analysis-based MOBO, ViaMOBO, a generic framework for expensive multi-objective problems with high-dimensional decision space. The key idea of ViaMOBO is that it utilizes a variable interaction analysis model to determine whether the decision space can be completely or partially divided, and then performs local Bayesian optimization in the divided decision subspaces. Through the variable analysis model, it can be derived whether the objectives in black-box problems are separable, partially separable, or non-separable based on the potential independent or interdependent relationships among decision variables without any strong assumptions. We compare ViaMOBO with the state-of-the-art MOBO methods on both synthetic and real-world benchmarks. The experimental results demonstrate that ViaMOBO outperforms other related MOBO baselines in approximating the Pareto front of high-dimensional expensive multi-objective problems.
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