论文标题
基于线性嵌入的高维批次贝叶斯优化而无需重建映射
Linear Embedding-based High-dimensional Batch Bayesian Optimization without Reconstruction Mappings
论文作者
论文摘要
高维黑框功能的优化是一个具有挑战性的问题。当可以假设低维线性嵌入结构时,现有的贝叶斯优化方法(BO)方法通常将原始问题转化为低维空间中的优化。他们利用低维结构并减轻计算负担。但是,我们透露,这种方法在探索高维空间时可能受到限制或效率低下,这主要是由于低维查询对高维查询的偏置重建。在本文中,我们研究了一种简单的替代方法:使用学到的低维结构中的信息来解决原始高维空间中的问题。我们提供了探索能力的理论分析。此外,我们表明我们的方法适用于数千个维度的批处理优化问题,而没有任何计算困难。我们证明了我们方法对高维基准和现实世界功能的有效性。
The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into optimization in a low-dimensional space. They exploit the low-dimensional structure and reduce the computational burden. However, we reveal that this approach could be limited or inefficient in exploring the high-dimensional space mainly due to the biased reconstruction of the high-dimensional queries from the low-dimensional queries. In this paper, we investigate a simple alternative approach: tackling the problem in the original high-dimensional space using the information from the learned low-dimensional structure. We provide a theoretical analysis of the exploration ability. Furthermore, we show that our method is applicable to batch optimization problems with thousands of dimensions without any computational difficulty. We demonstrate the effectiveness of our method on high-dimensional benchmarks and a real-world function.