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利用双变量相关加速贝叶斯优化算法中的结构学习过程

Exploiting Bivariate Dependencies to Speedup Structure Learning in Bayesian Optimization Algorithm

  • 摘要: 贝叶斯优化算法(BOA)是成功的并被广泛用于解决不同优化问题的分布估计算法(EDAs)的一种。EDAs从所选出的以问题变量间的相互关系作为编码的种群学习一个模型, 并对模型进行采样产生新的个体, 然后这些个体组成群体。不同的概率模型曾在EDAs中用来学习变量间的相关性。贝叶斯网络(BN)是一种众所周知的用在BOA中的图模型。在EDAs中特别是在BOA中, 学习一个合适的模型被认为是一件计算代价昂贵的工作。在已有的文献中, 不同方法曾被提出以改善在EDAs中构建模型的复杂性。本文使用双变量相关以在BOA中高效地学习到准确的BNs。该方法使用一种合适的针对成对变量间相互关系检测的标准来提取双变量相关。使用这种方法, 模型构建的计算代价会剧烈地下降。该算法在大量选出的优化问题进行测试。实验结果表明本文提出的方法可以成功并高效地找到具有不同相互关系类型的问题的最优, 同时可以观察到模型构建过程被显著地加速。

     

    Abstract: Bayesian optimization algorithm (BOA) is one of the successful and widely used estimation of distribution algorithms (EDAs) which have been employed to solve different optimization problems. In EDAs, a model is learned from the selected population that encodes interactions among problem variables. New individuals are generated by sampling the model and incorporated into the population. Different probabilistic models have been used in EDAs to learn interactions. Bayesian network (BN) is a well-known graphical model which is used in BOA. Learning a proper model in EDAs and particularly in BOA is distinguished as a computationally expensive task. Different methods have been proposed in the literature to improve the complexity of model building in EDAs. This paper employs bivariate dependencies to learn accurate BNs in BOA efficiently. The proposed approach extracts the bivariate dependencies using an appropriate pairwise interaction-detection metric. Due to the static structure of the underlying problems, these dependencies are used in each generation of BOA to learn an accurate network. By using this approach, the computational cost of model building is reduced dramatically. Various optimization problems are selected to be solved by the algorithm. The experimental results show that the proposed approach successfully finds the optimum in problems with different types of interactions efficiently. Significant speedups are observed in the model building procedure as well.

     

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