论文标题

组合空间的贝叶斯变分优化

Bayesian Variational Optimization for Combinatorial Spaces

论文作者

Wu, Tony C., Flam-Shepherd, Daniel, Aspuru-Guzik, Alán

论文摘要

本文着重于组合空间中的贝叶斯优化。在自然科学的许多应用中。广泛的应用包括分子,蛋白质,DNA,设备结构和量子电路设计的研究,需要对组合分类空间进行优化,以找到最佳或帕累托最佳的溶液。但是,仅提出了有限的方法来解决此问题。其中许多依赖于使用高斯过程进行组合贝叶斯的优化。高斯流程遇到了大数据尺寸的可伸缩性问题,因为相对于数据点的数量,它们的缩放是立方体。对于优化大型搜索空间,这通常是不切实际的。在这里,我们介绍了一种差异性贝叶斯优化方法,该方法将各种优化和连续放松结合在一起,以优化贝叶斯优化的采集函数。至关重要的是,此方法允许基于梯度的优化,并具有优化大数据尺寸和数据维度的问题。我们已经表明,我们的方法的性能与最新方法相媲美,同时保持其可伸缩性优势。我们还将方法应用于分子优化。

This paper focuses on Bayesian Optimization in combinatorial spaces. In many applications in the natural science. Broad applications include the study of molecules, proteins, DNA, device structures and quantum circuit designs, a on optimization over combinatorial categorical spaces is needed to find optimal or pareto-optimal solutions. However, only a limited amount of methods have been proposed to tackle this problem. Many of them depend on employing Gaussian Process for combinatorial Bayesian Optimizations. Gaussian Processes suffer from scalability issues for large data sizes as their scaling is cubic with respect to the number of data points. This is often impractical for optimizing large search spaces. Here, we introduce a variational Bayesian optimization method that combines variational optimization and continuous relaxations to the optimization of the acquisition function for Bayesian optimization. Critically, this method allows for gradient-based optimization and has the capability of optimizing problems with large data size and data dimensions. We have shown the performance of our method is comparable to state-of-the-art methods while maintaining its scalability advantages. We also applied our method in molecular optimization.

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