论文标题
通过贝叶斯优化发现许多不同的解决方案
Discovering Many Diverse Solutions with Bayesian Optimization
论文作者
论文摘要
贝叶斯优化(BO)是对黑盒目标函数的样品有效优化的流行方法。尽管BO已成功应用于广泛的科学应用,但单瞄准BO的传统方法仅寻求找到一个最佳解决方案。在解决方案可能会棘手的情况下,这可能是一个重要的限制。例如,设计的分子可能会发现只有在优化过程得出结论之后才能合理评估的限制。为了解决这个问题,我们提出了具有信任区域(机器人)的排名命令的贝叶斯优化,该优化旨在找到根据用户指定的多样性指标来寻找高性能解决方案的投资组合。我们在几个现实世界中评估机器人,并表明它可以发现大量高性能的不同解决方案,同时与找到单个最佳解决方案相比,几乎不需要其他功能评估。
Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to single-objective BO only seek to find a single best solution. This can be a significant limitation in situations where solutions may later turn out to be intractable. For example, a designed molecule may turn out to violate constraints that can only be reasonably evaluated after the optimization process has concluded. To address this issue, we propose Rank-Ordered Bayesian Optimization with Trust-regions (ROBOT) which aims to find a portfolio of high-performing solutions that are diverse according to a user-specified diversity metric. We evaluate ROBOT on several real-world applications and show that it can discover large sets of high-performing diverse solutions while requiring few additional function evaluations compared to finding a single best solution.