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arXiv 2412.16554cs.LGstat.ML
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基于流形子空间随机投影的高维贝叶斯优化

High-Dimensional Bayesian Optimization via Random Projection of Manifold Subspaces

FPT Software AI Center(FPT软件人工智能中心);HaNoi University of Science and Technology(河内科技大学)

Quoc-Anh Hoang Nguyen, The Hung Tran

AI总结:

本文提出一种结合随机线性投影与几何感知半监督神经网络表示学习的高维贝叶斯优化新方法,在低维空间高效优化采集函数并支持投影回高维空间,有效缓解了过拟合并在合成与真实任务上优于现有基线。

摘要:

贝叶斯优化(Bayesian Optimization, BO)是优化计算代价高昂的黑盒函数的流行方法。尽管 BO 取得了成功,但随着维度的增加,其性能可能会呈指数级下降。解决此问题的常见框架是假设目标函数依赖于嵌入在高维环境空间中的低维流形上的有限特征集。该潜在空间可以是线性的,或更一般地是非线性的。为了学习特征映射,现有工作通常使用编码-解码器框架,这在标记数据有限时计算代价高昂或容易过拟合。本文通过利用目标函数的新表示,提出了一种新的高维 BO 方法。我们的方法将用于降维的随机线性投影与非线性流形的表示学习相结合。当潜在流形的几何结构已知时,提出了一种利用该几何结构进行表示学习的解决方案。相比之下,我们使用神经网络。为了缓解使用神经网络带来的过拟合问题,我们以几何感知的半监督方式训练特征映射。我们的方法能够在低维空间中高效地优化 BO 的采集函数,与相同设置下的现有工作相比,具有可投影回原始高维空间的优势。最后,我们通过实验证明,在各种合成函数和实际应用中,我们的算法优于其他高维 BO 基线方法。

英文摘要:

Bayesian Optimization (BO) is a popular approach to optimizing expensive-to-evaluate black-box functions. Despite the success of BO, its performance may decrease exponentially as the dimensionality increases. A common framework to tackle this problem is to assume that the objective function depends on a limited set of features that lie on a low-dimensional manifold embedded in the high-dimensional ambient space. The latent space can be linear or more generally nonlinear. To learn feature mapping, existing works usually use an encode-decoder framework which is either computationally expensive or susceptible to overfittting when the labeled data is limited. This paper proposes a new approach for BO in high dimensions by exploiting a new representation of the objective function. Our approach combines a random linear projection to reduce the dimensionality, with a representation learning of the nonlinear manifold. When the geometry of the latent manifold is available, a solution to exploit this geometry is proposed for representation learning. In contrast, we use a neural network. To mitigate overfitting by using the neural network, we train the feature mapping in a geometry-aware semi-supervised manner. Our approach enables efficient optimizing of BO's acquisition function in the low-dimensional space, with the advantage of projecting back to the original high-dimensional space compared to existing works in the same setting. Finally, we show empirically that our algorithm outperforms other high-dimensional BO baselines in various synthetic functions and real applications.

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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