arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2203.08656cs.LGcs.AI
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无冲突正则化贝叶斯优化的学习表示

Learning Representation for Bayesian Optimization with Collision-free Regularization

University of Chicago(芝加哥大学);Fermi National Accelerator Laboratory(费米国家加速器实验室)

Fengxue Zhang, Brian Nord, Yuxin Chen

摘要:

贝叶斯优化一直受到具有大规模,高维和非平稳特征的数据集的挑战,这些特征在现实世界中很常见。最近的工作试图通过在经典高斯过程之前应用神经网络来学习潜在表示来处理这样的输入。我们表明,即使有适当的网络设计,这种学习表示往往会导致潜在空间中的碰撞:两个点具有显着不同的观察碰撞在学习的潜在空间,导致优化性能下降。为了解决这个问题,我们提出了LOCo,这是一个高效的深度贝叶斯优化框架,它采用了一种新的正则化器来减少学习的潜在空间中的冲突,并鼓励从潜在空间到目标值的映射是Lipschitz连续的。LOCo采用成对的数据点,并惩罚那些在潜在空间中与其目标空间距离相比过于接近的数据点。我们提供了一个严格的理论依据LOCo检查遗憾的动态嵌入为基础的贝叶斯优化算法,其中的神经网络迭代再训练的正则化。我们的实证结果表明,几个合成和现实世界的基准贝叶斯优化任务的有效性LOCo。

英文摘要:

Bayesian optimization has been challenged by datasets with large-scale, high-dimensional, and non-stationary characteristics, which are common in real-world scenarios. Recent works attempt to handle such input by applying neural networks ahead of the classical Gaussian process to learn a latent representation. We show that even with proper network design, such learned representation often leads to collision in the latent space: two points with significantly different observations collide in the learned latent space, leading to degraded optimization performance. To address this issue, we propose LOCo, an efficient deep Bayesian optimization framework which employs a novel regularizer to reduce the collision in the learned latent space and encourage the mapping from the latent space to the objective value to be Lipschitz continuous. LOCo takes in pairs of data points and penalizes those too close in the latent space compared to their target space distance. We provide a rigorous theoretical justification for LOCo by inspecting the regret of this dynamic-embedding-based Bayesian optimization algorithm, where the neural network is iteratively retrained with the regularizer. Our empirical results demonstrate the effectiveness of LOCo on several synthetic and real-world benchmark Bayesian optimization tasks.

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