跨分解方法的多代理贝叶斯优化的一种通用方法.
1Department of Mechanical Engineering, Eindhoven University of Technology, 5600 MB Eindhoven, The Netherlands.
概括
本研究介绍了一种通用多代理贝叶斯优化 (MABO) 框架. 它可以在代理人之间协调未知本地成本,提高分布式优化效率.
科学领域:
- 优化优化 优化优化
- 机器学习 机器学习
- 分布式系统 分布式系统
背景情况:
- 贝叶斯优化 (BO) 对于优化昂贵的黑盒函数是有效的.
- 分布式优化通常涉及具有未知本地成本和共享约束的代理.
- 现有的多代理BO方法可能需要广泛的本地数据共享.
研究的目的:
- 提出一个通用的多代理贝叶斯优化 (MABO) 框架.
- 为了实现代理人之间的协调,而无需共享本地成本数据.
- 为各种分解方法提供可适应的多功能框架.
主要方法:
- 通过协调条款增加传统的BO获取功能.
- 制定适用于各种分解技术的一般框架.
- 对拟议的MABO框架进行遗憾分析.
主要成果:
- 拟议的MABO框架通过共享变量或约束来促进子系统之间的协调.
- 遗憾分析表明,累积的遗憾是个别遗憾的总和,独立于协调条款.
- 数字实验证实了该框架在不同分解方法中的有效性.
结论:
- 一般用途的MABO框架为分布式优化问题提供了多功能解决方案.
- 该方法有效地处理具有未知本地成本和共享依赖的代理人.
- 该方法的适应性确保了在复杂的优化场景中广泛适用.
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