论文标题

基于黑框和基于偏好的优化的统一基于替代的方案

A unified surrogate-based scheme for black-box and preference-based optimization

论文作者

Previtali, Davide, Mazzoleni, Mirko, Ferramosca, Antonio, Previdi, Fabio

论文摘要

基于黑框和基于首选项的优化算法是全局优化过程,旨在分别使用最少的功能评估或样本比较来找到优化问题的全局解决方案。在黑盒情况下,目标函数的分析表达未知,只能通过(昂贵)的计算机模拟或实验对其进行评估。在基于偏好的情况下,目标函数仍然未知,但与个体的主观标准相对应。因此,不可能以可靠且一致的方式量化此类标准。因此,基于偏好的优化算法仅使用不同样本的夫妇之间的比较来寻求全局解决方案,为此,人类决策者指示两者中的哪一个是首选的。通常,黑框和基于偏好的框架被单独覆盖,并使用不同的技术进行处理。在本文中,我们表明基于黑框和基于偏好的优化问题是密切相关的,并且可以使用相同的方法(即基于替代物的方法)来解决。此外,我们提出了广义度量响应表面(GMRS)算法,这是一种优化方案,是对流行MSRS框架的概括。最后,我们为提出的优化方法提供了收敛证明。

Black-box and preference-based optimization algorithms are global optimization procedures that aim to find the global solutions of an optimization problem using, respectively, the least amount of function evaluations or sample comparisons as possible. In the black-box case, the analytical expression of the objective function is unknown and it can only be evaluated through a (costly) computer simulation or an experiment. In the preference-based case, the objective function is still unknown but it corresponds to the subjective criterion of an individual. So, it is not possible to quantify such criterion in a reliable and consistent way. Therefore, preference-based optimization algorithms seek global solutions using only comparisons between couples of different samples, for which a human decision-maker indicates which of the two is preferred. Quite often, the black-box and preference-based frameworks are covered separately and are handled using different techniques. In this paper, we show that black-box and preference-based optimization problems are closely related and can be solved using the same family of approaches, namely surrogate-based methods. Moreover, we propose the generalized Metric Response Surface (gMRS) algorithm, an optimization scheme that is a generalization of the popular MSRS framework. Finally, we provide a convergence proof for the proposed optimization method.

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