Diffusion Model for Data-Driven Black-Box Optimization
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arXiv
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| Main Authors: | , , , , , , |
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| Format: | Preprint |
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2024
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| _version_ | 1866911804473475072 |
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| author | Li, Zihao Yuan, Hui Huang, Kaixuan Ni, Chengzhuo Ye, Yinyu Chen, Minshuo Wang, Mengdi |
| author_facet | Li, Zihao Yuan, Hui Huang, Kaixuan Ni, Chengzhuo Ye, Yinyu Chen, Minshuo Wang, Mengdi |
| contents | Generative AI has redefined artificial intelligence, enabling the creation of innovative content and customized solutions that drive business practices into a new era of efficiency and creativity. In this paper, we focus on diffusion models, a powerful generative AI technology, and investigate their potential for black-box optimization over complex structured variables. Consider the practical scenario where one wants to optimize some structured design in a high-dimensional space, based on massive unlabeled data (representing design variables) and a small labeled dataset. We study two practical types of labels: 1) noisy measurements of a real-valued reward function and 2) human preference based on pairwise comparisons. The goal is to generate new designs that are near-optimal and preserve the designed latent structures. Our proposed method reformulates the design optimization problem into a conditional sampling problem, which allows us to leverage the power of diffusion models for modeling complex distributions. In particular, we propose a reward-directed conditional diffusion model, to be trained on the mixed data, for sampling a near-optimal solution conditioned on high predicted rewards. Theoretically, we establish sub-optimality error bounds for the generated designs. The sub-optimality gap nearly matches the optimal guarantee in off-policy bandits, demonstrating the efficiency of reward-directed diffusion models for black-box optimization. Moreover, when the data admits a low-dimensional latent subspace structure, our model efficiently generates high-fidelity designs that closely respect the latent structure. We provide empirical experiments validating our model in decision-making and content-creation tasks. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_13219 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Diffusion Model for Data-Driven Black-Box Optimization Li, Zihao Yuan, Hui Huang, Kaixuan Ni, Chengzhuo Ye, Yinyu Chen, Minshuo Wang, Mengdi Machine Learning Optimization and Control Generative AI has redefined artificial intelligence, enabling the creation of innovative content and customized solutions that drive business practices into a new era of efficiency and creativity. In this paper, we focus on diffusion models, a powerful generative AI technology, and investigate their potential for black-box optimization over complex structured variables. Consider the practical scenario where one wants to optimize some structured design in a high-dimensional space, based on massive unlabeled data (representing design variables) and a small labeled dataset. We study two practical types of labels: 1) noisy measurements of a real-valued reward function and 2) human preference based on pairwise comparisons. The goal is to generate new designs that are near-optimal and preserve the designed latent structures. Our proposed method reformulates the design optimization problem into a conditional sampling problem, which allows us to leverage the power of diffusion models for modeling complex distributions. In particular, we propose a reward-directed conditional diffusion model, to be trained on the mixed data, for sampling a near-optimal solution conditioned on high predicted rewards. Theoretically, we establish sub-optimality error bounds for the generated designs. The sub-optimality gap nearly matches the optimal guarantee in off-policy bandits, demonstrating the efficiency of reward-directed diffusion models for black-box optimization. Moreover, when the data admits a low-dimensional latent subspace structure, our model efficiently generates high-fidelity designs that closely respect the latent structure. We provide empirical experiments validating our model in decision-making and content-creation tasks. |
| title | Diffusion Model for Data-Driven Black-Box Optimization |
| topic | Machine Learning Optimization and Control |
| url | https://arxiv.org/abs/2403.13219 |