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arXiv 2302.05927cs.LGcs.AI
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贝叶斯优化的迁移学习研究综述

Transfer Learning for Bayesian Optimization: A Survey

Beijing Institute of Technology(北京理工大学);Tencent Inc.(腾讯公司);Peking University(北京大学);Mila - Québec AI Institute(米拉 - 魁北克人工智能研究所)

Tianyi Bai, Yang Li, Yu Shen, Xinyi Zhang, Wentao Zhang, Bin Cui

摘要:

广泛的设计和决策问题,包括参数调整,A/B测试和药物设计,本质上是黑箱优化的实例。贝叶斯优化(BO)是一个强大的工具,模型和优化这种昂贵的“黑盒”功能。然而,在优化的开始,香草贝叶斯优化方法往往遭受缓慢的收敛问题,由于不准确的建模基于少量的试验。为了解决这个问题,BO社区的研究人员提出将迁移学习的精神融入到优化过程中,这可以从过去的任务(源任务)中借用力量来加速当前的优化问题(目标任务)。本文首先从初始点设计、搜索空间设计、代理模型和获取函数四个方面总结了贝叶斯优化的迁移学习方法。然后,它强调了每种方法的方法学方面和技术细节。最后,它展示了广泛的应用,并提出了有前途的未来方向。

英文摘要:

A wide spectrum of design and decision problems, including parameter tuning, A/B testing and drug design, intrinsically are instances of black-box optimization. Bayesian optimization (BO) is a powerful tool that models and optimizes such expensive "black-box" functions. However, at the beginning of optimization, vanilla Bayesian optimization methods often suffer from slow convergence issue due to inaccurate modeling based on few trials. To address this issue, researchers in the BO community propose to incorporate the spirit of transfer learning to accelerate optimization process, which could borrow strength from the past tasks (source tasks) to accelerate the current optimization problem (target task). This survey paper first summarizes transfer learning methods for Bayesian optimization from four perspectives: initial points design, search space design, surrogate model, and acquisition function. Then it highlights its methodological aspects and technical details for each approach. Finally, it showcases a wide range of applications and proposes promising future directions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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