ROMO: Retrieval-enhanced Offline Model-based Optimization
- URL: http://arxiv.org/abs/2310.07560v2
- Date: Thu, 19 Oct 2023 06:04:37 GMT
- Title: ROMO: Retrieval-enhanced Offline Model-based Optimization
- Authors: Mingcheng Chen, Haoran Zhao, Yuxiang Zhao, Hulei Fan, Hongqiao Gao,
Yong Yu, Zheng Tian
- Abstract summary: Data-driven black-box model-based optimization (MBO) problems arise in a number of practical application scenarios.
We propose retrieval-enhanced offline model-based optimization (ROMO)
ROMO is simple to implement and outperforms state-of-the-art approaches in the CoMBO setting.
- Score: 14.277672372460785
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Data-driven black-box model-based optimization (MBO) problems arise in a
great number of practical application scenarios, where the goal is to find a
design over the whole space maximizing a black-box target function based on a
static offline dataset. In this work, we consider a more general but
challenging MBO setting, named constrained MBO (CoMBO), where only part of the
design space can be optimized while the rest is constrained by the environment.
A new challenge arising from CoMBO is that most observed designs that satisfy
the constraints are mediocre in evaluation. Therefore, we focus on optimizing
these mediocre designs in the offline dataset while maintaining the given
constraints rather than further boosting the best observed design in the
traditional MBO setting. We propose retrieval-enhanced offline model-based
optimization (ROMO), a new derivable forward approach that retrieves the
offline dataset and aggregates relevant samples to provide a trusted
prediction, and use it for gradient-based optimization. ROMO is simple to
implement and outperforms state-of-the-art approaches in the CoMBO setting.
Empirically, we conduct experiments on a synthetic Hartmann (3D) function
dataset, an industrial CIO dataset, and a suite of modified tasks in the
Design-Bench benchmark. Results show that ROMO performs well in a wide range of
constrained optimization tasks.
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