论文标题

组合黑盒优化与专家建议

Combinatorial Black-Box Optimization with Expert Advice

论文作者

Dadkhahi, Hamid, Shanmugam, Karthikeyan, Rios, Jesus, Das, Payel, Hoffman, Samuel, Loeffler, Troy David, Sankaranarayanan, Subramanian

论文摘要

我们考虑在布尔超立方体上优化黑框功能的问题。尽管对连续域上的黑框功能优化了广泛的文献,但直到最近,对组合域优化的学习模型并没有给予太多关注。但是,即使对于中等数量的变量,最近设计的算法的计算复杂性也令人难以置信。使用现有算法绘制一个样本比对于许多感兴趣的黑框函数的函数评估要贵。为了解决此问题,我们提出了一种基于多线性多项式和指数重量更新的计算高效模型学习算法。在拟议的算法中,我们在模拟退火方面相对于当前的多项式表示,并使用单一专家的建议更新权重。在不受限制的布尔和总和布尔优化的各个数据集上的数值实验表明了所提出的算法的竞争性能,同时与文献中最新的算法相比,将计算时间提高到几个数量级。

We consider the problem of black-box function optimization over the boolean hypercube. Despite the vast literature on black-box function optimization over continuous domains, not much attention has been paid to learning models for optimization over combinatorial domains until recently. However, the computational complexity of the recently devised algorithms are prohibitive even for moderate numbers of variables; drawing one sample using the existing algorithms is more expensive than a function evaluation for many black-box functions of interest. To address this problem, we propose a computationally efficient model learning algorithm based on multilinear polynomials and exponential weight updates. In the proposed algorithm, we alternate between simulated annealing with respect to the current polynomial representation and updating the weights using monomial experts' advice. Numerical experiments on various datasets in both unconstrained and sum-constrained boolean optimization indicate the competitive performance of the proposed algorithm, while improving the computational time up to several orders of magnitude compared to state-of-the-art algorithms in the literature.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源