贝叶斯优化方法和应用综述.docxVIP

软件学报 ISSN 1000-9825, CODEN RUXUEW  E-mail: jos@ Journal of Software ,2018,29(10):3068 3090 [doi: 10.13328/ki.jos.005607]  ? 中国科学院软件研究所版权所有  .  Tel: +86-10贝叶斯优化方法和应用综述 1,2 1,2 崔佳旭, 杨 博 1( 符号计算与知识工程教育部重点实验室 (吉林大学 ), 吉林 长春 130012) 2( 吉林大学 计算机科学与技术学院 ,吉林 长春 130012) 通讯作者 : 杨博 , E-mail: ybo@ 摘 要 : 设计类问题在科学研究和工业领域无处不在 . 作为一种十分有效的全局优化算法 , 近年来 ,贝叶斯优化方 法在设计类问题上被广泛应用 .通过设计恰当的概率代理模型和采集函数 ,贝叶斯优化框架只需经过少数次目标函 数评估即可获得理想解 ,非常适用于求解目标函数表达式未知、非凸、多峰和评估代价高昂的复杂优化问题 .从方 法论和应用领域两方面深入分析、讨论和展望了贝叶斯优化的研究现状、面临的问题和应用领域 ,期望为相关领 域的研究者提供有益的借鉴和参考 . 关键词 : 贝叶斯优化 ;全局优化算法 ; 概率代理模型 ;采集函数 ;黑箱 中图法分类号 : TP18 中文引用格式 : 崔佳旭 , 杨博 .贝叶斯优化方法和应用综述 . 软件学报 ,2018,29(10):3068 3090. /1000- 9825/5607.htm 英文引用格式 : Cui JX, Yang B. Survey on Bayesian optimization methodology and applications. Ruan Jian Xue Bao/Journal of Software, 2018,29(10):3068 3090 (in Chinese). /1000-9825/5607.htm Survey on Bayesian Optimization Methodology and Applications CUI Jia-Xu 1,2, YANG Bo1,2 1(Key Laboratory of Symbolic Computation and Knowledge Engineering for the Ministry of Education (Jilin University), Changchun 130012, China) 2(College of Computer Science and Technology, Jilin University, Changchun 130012, China) Abstract : Designing problems are ubiquitous in science research and industry applications. In recent years, Bayesian optimization, which acts as a very effective global optimization algorithm, has been widely applied in designing problems. By structuring the probabilistic surrogate model and the acquisition function appropriately, Bayesian optimization framework can guarantee to obtain the optimal solution under a few numbers of function evaluations, thus it is very suitable to solve the extremely complex optimization problems in which their objective functions could not be expressed, or the functions are non-convex, multimodal and computational expensive. This paper provides a detailed analysis on Bayesian optimization in methodology and application areas, and discusses its research status and the