论文标题

通过模拟连续优化基准测试

Continuous Optimization Benchmarks by Simulation

论文作者

Zaefferer, Martin, Rehbach, Frederik

论文摘要

需要基准实验来测试,比较,调整和理解优化算法。理想情况下,基准问题密切反映了现实世界中的问题行为。但是,现实世界中的问题并不总是很容易用于基准测试。例如,评估成本可能太高,或者资源不可用(例如软件或设备)。作为解决方案,可以使用先前评估的数据来训练替代模型,然后将其用于基准测试。目的是生成测试功能,该功能在算法的性能上与现实世界目标函数相似。但是,来自数据驱动模型的预测往往比得出训练数据的基地真实度更平滑。当培训数据变得稀疏时,这尤其有问题。由此产生的基准可能无法反映地面真相的景观特征,太容易了,并且可能导致结论。为了解决这个问题,我们使用高斯过程的模拟而不是估计(或预测)。这保留了模型培训期间估计的协方差属性。虽然先前的研究提出了针对小规模,离散问题的基于分解的方法,但我们表明,光谱仿真方法可以为连续优化问题进行仿真。在一组人工基地实验的实验中,我们证明,这比仅通过高斯过程模型预测的基准更准确。

Benchmark experiments are required to test, compare, tune, and understand optimization algorithms. Ideally, benchmark problems closely reflect real-world problem behavior. Yet, real-world problems are not always readily available for benchmarking. For example, evaluation costs may be too high, or resources are unavailable (e.g., software or equipment). As a solution, data from previous evaluations can be used to train surrogate models which are then used for benchmarking. The goal is to generate test functions on which the performance of an algorithm is similar to that on the real-world objective function. However, predictions from data-driven models tend to be smoother than the ground-truth from which the training data is derived. This is especially problematic when the training data becomes sparse. The resulting benchmarks may not reflect the landscape features of the ground-truth, are too easy, and may lead to biased conclusions. To resolve this, we use simulation of Gaussian processes instead of estimation (or prediction). This retains the covariance properties estimated during model training. While previous research suggested a decomposition-based approach for a small-scale, discrete problem, we show that the spectral simulation method enables simulation for continuous optimization problems. In a set of experiments with an artificial ground-truth, we demonstrate that this yields more accurate benchmarks than simply predicting with the Gaussian process model.

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