论文标题

使用QUBO和横熵方法优化黑匣子

Black Box Optimization Using QUBO and the Cross Entropy Method

论文作者

Nüßlein, Jonas, Roch, Christoph, Gabor, Thomas, Stein, Jonas, Linnhoff-Popien, Claudia, Feld, Sebastian

论文摘要

黑盒优化(BBO)可用于优化分析形式未知的功能。实现BBO的一种常见方法是学习一个替代模型,该模型近似于目标黑框函数,然后可以通过白色框优化方法求解。在本文中,我们介绍了我们的方法盒子,其中替代模型是QUBO矩阵。但是,与以前的最先进方法不同,该矩阵不是完全通过回归训练的,而是主要是通过“好”和“坏”解决方案之间的分类来训练的。这更好地说明了QUBO矩阵的低容量,从而使整体解决方案明显更好。我们测试了针对四个领域的最先进的方法,在所有域中,盒子中都表现出更好的结果。本文的第二个贡献是解决白框问题的想法,即可以通过黑盒优化直接将其直接提出为QUBO的问题,以便将Qubos的大小减少到信息理论最小值。实验表明,这显着改善了Max-K-SAT的结果。

Black-box optimization (BBO) can be used to optimize functions whose analytic form is unknown. A common approach to realising BBO is to learn a surrogate model which approximates the target black-box function which can then be solved via white-box optimization methods. In this paper, we present our approach BOX-QUBO, where the surrogate model is a QUBO matrix. However, unlike in previous state-of-the-art approaches, this matrix is not trained entirely by regression, but mostly by classification between 'good' and 'bad' solutions. This better accounts for the low capacity of the QUBO matrix, resulting in significantly better solutions overall. We tested our approach against the state-of-the-art on four domains and in all of them BOX-QUBO showed better results. A second contribution of this paper is the idea to also solve white-box problems, i.e. problems which could be directly formulated as QUBO, by means of black-box optimization in order to reduce the size of the QUBOs to the information-theoretic minimum. Experiments show that this significantly improves the results for MAX-k-SAT.

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