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arXiv 2402.03243cs.LG
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PINN-BO:一种使用物理信息神经网络的黑盒优化算法

PINN-BO: A Black-box Optimization Algorithm using Physics-Informed Neural Networks

Applied Artificial Intelligence Institute(应用人工智能学院);Deakin University(迪肯大学)

Dat Phan-Trong, Hung The Tran, Alistair Shilton, Sunil Gupta

AI总结:

本文提出PINN-BO,一种结合物理信息神经网络与偏微分方程知识的黑盒优化算法,通过理论分析和实验证明其能提高样本效率并获得更紧致的遗憾界。

摘要:

黑盒优化是一种在噪声大且代价高昂的黑盒函数中发现全局最优解的强大方法,该问题在现实场景中广泛存在。近期,利用领域知识来增强机器学习方法有效性的兴趣日益增长。偏微分方程(PDE)通常为阐明控制黑盒函数的基本原理提供了一种有效手段。在本文中,我们提出了PINN-BO,一种采用物理信息神经网络的的黑盒优化算法,该算法整合了偏微分方程(PDE)的知识,以提高优化的样本效率。我们利用NTK理论的进展,从遗憾界方面分析了我们算法的理论行为,并证明,在将PDE与黑盒函数评估结合使用时,PINN-BO能够实现更紧致的遗憾界。我们在多种优化任务上进行了若干实验,并表明我们的算法与现有方法相比具有更高的样本效率。

英文摘要:

Black-box optimization is a powerful approach for discovering global optima in noisy and expensive black-box functions, a problem widely encountered in real-world scenarios. Recently, there has been a growing interest in leveraging domain knowledge to enhance the efficacy of machine learning methods. Partial Differential Equations (PDEs) often provide an effective means for elucidating the fundamental principles governing the black-box functions. In this paper, we propose PINN-BO, a black-box optimization algorithm employing Physics-Informed Neural Networks that integrates the knowledge from Partial Differential Equations (PDEs) to improve the sample efficiency of the optimization. We analyze the theoretical behavior of our algorithm in terms of regret bound using advances in NTK theory and prove that the use of the PDE alongside the black-box function evaluations, PINN-BO leads to a tighter regret bound. We perform several experiments on a variety of optimization tasks and show that our algorithm is more sample-efficient compared to existing methods.

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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