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arXiv 2307.04065cs.LGmath.OC
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基于生成式神经网络的超高维非凸景观大规模全局优化

Large-scale global optimization of ultra-high dimensional non-convex landscapes based on generative neural networks

Stanford University(斯坦福大学)

Jiaqi Jiang, Jonathan A. Fan

AI总结:

本文提出一种基于深度生成网络训练的元启发式算法,通过定制损失函数和渐进式网络架构在超高维连续空间中高效寻优,在高达一千维的标准问题上以更少函数评估次数超越现有基准。

摘要:

我们提出了一种基于深度生成网络训练的元启发式非凸优化算法,该算法能够在连续的超高维景观中进行有效搜索。在网络训练过程中,利用采样得到的局部梯度种群,在定制损失函数的作用下,使网络输出分布函数朝着高性能最优解处的峰值演化。深度网络架构经过专门设计,以支持在训练过程中逐步增长,从而使算法能够应对高维景观所特有的维数灾难。我们将该方法应用于一系列维度高达一千的标准优化问题,结果表明,与最先进的算法基准相比,我们的方法在更少的函数评估次数下表现更好。我们还讨论了深度网络过参数化、损失函数工程以及合适的网络架构选择在优化中的作用,并解释了为什么所需的采样局部梯度批量大小与问题维度无关。这些概念构成了一类新算法的基础,该类算法利用可定制且具有表达能力的深度生成网络来求解非凸优化问题。

英文摘要:

We present a non-convex optimization algorithm metaheuristic, based on the training of a deep generative network, which enables effective searching within continuous, ultra-high dimensional landscapes. During network training, populations of sampled local gradients are utilized within a customized loss function to evolve the network output distribution function towards one peak at high-performing optima. The deep network architecture is tailored to support progressive growth over the course of training, which allows the algorithm to manage the curse of dimensionality characteristic of high-dimensional landscapes. We apply our concept to a range of standard optimization problems with dimensions as high as one thousand and show that our method performs better with fewer function evaluations compared to state-of-the-art algorithm benchmarks. We also discuss the role of deep network over-parameterization, loss function engineering, and proper network architecture selection in optimization, and why the required batch size of sampled local gradients is independent of problem dimension. These concepts form the foundation for a new class of algorithms that utilize customizable and expressive deep generative networks to solve non-convex optimization problems.

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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