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arXiv 2002.03252math.OC
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分布式贝叶斯:一个连续分布约束最优化问题求解器

Distributed Bayesian: a continuous Distributed Constraint Optimization Problem solver

Jeroen Fransman, Joris Sijs, Henry Dol, Erik Theunissen, Bart De Schutter

摘要:

在连续分布式约束最优化问题(DCOP)框架下,提出了一种求解多智能体问题的分布式贝叶斯(D-Bay)算法。该框架将经典的DCOP框架扩展到具有连续域的效用函数。传统的DCOP求解器将连续域离散化,这使问题的规模呈指数级增加。D-Bay通过利用贝叶斯优化对变量进行自适应采样来完全避免离散化,从而克服了这个问题。我们从理论上证明了D-Bay收敛到Lipschitz连续效用函数的DCOP的全局最优值。基于样本效率对算法的性能进行了经验评估。所提出的算法相比,一个集中的方法与等距离散的连续域的传感器协调问题。我们发现,我们的算法产生更好的解决方案,同时需要更少的样本。

英文摘要:

In this work, the novel Distributed Bayesian (D-Bay) algorithm is presented for solving multi-agent problems within the continuous Distributed Constraint Optimization Problem (DCOP) framework. This framework extends the classical DCOP framework towards utility functions with continuous domains. Traditional DCOP solvers discretize the continuous domains, which increases the problem size exponentially. D-Bay overcomes this problem by utilizing Bayesian optimization for the adaptive sampling of variables to avoid discretization entirely. We theoretically show that D-Bay converges to the global optimum of the DCOP for Lipschitz continuous utility functions. The performance of the algorithm is evaluated empirically based on the sample efficiency. The proposed algorithm is compared to a centralized approach with equidistant discretization of the continuous domains for the sensor coordination problem. We find that our algorithm generates better solutions while requiring less samples.

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