论文标题

全局优化网络

Global Optimization Networks

论文作者

Zhao, Sen, Louidor, Erez, Mangylov, Olexander, Gupta, Maya

论文摘要

我们考虑估算嘈杂示例的黑盒函数的良好最大化器的问题。为了解决此类问题,我们建议拟合一种新型的函数,我们称之为全局优化网络(GON),定义为可逆函数的任何组成和单峰函数,可以在$ \ Mathcal {O}(O}(O}(d)$时间)中推断出其唯一的全局最大化器。在本文中,我们通过在晶格模型上使用线性不等式约束来展示如何构建可逆函数和单峰功能。我们还扩展到\ emph {条件} gons,该gon找到了以其他维度指定输入为条件的全局最大化器。实验表明,GON最大化器在统计学上的预测比凸,GPR或DNN所产生的预测明显好得多,并且对于现实世界中的问题是更合理的预测。

We consider the problem of estimating a good maximizer of a black-box function given noisy examples. To solve such problems, we propose to fit a new type of function which we call a global optimization network (GON), defined as any composition of an invertible function and a unimodal function, whose unique global maximizer can be inferred in $\mathcal{O}(D)$ time. In this paper, we show how to construct invertible and unimodal functions by using linear inequality constraints on lattice models. We also extend to \emph{conditional} GONs that find a global maximizer conditioned on specified inputs of other dimensions. Experiments show the GON maximizers are statistically significantly better predictions than those produced by convex fits, GPR, or DNNs, and are more reasonable predictions for real-world problems.

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