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Hauptverfasser: Pettit, Jacob F., Lee, Chak Shing, Yang, Jiachen, Ho, Alex, Faissol, Daniel, Petersen, Brenden, Landajuela, Mikel
Format: Preprint
Veröffentlicht: 2024
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2412.11051
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author Pettit, Jacob F.
Lee, Chak Shing
Yang, Jiachen
Ho, Alex
Faissol, Daniel
Petersen, Brenden
Landajuela, Mikel
author_facet Pettit, Jacob F.
Lee, Chak Shing
Yang, Jiachen
Ho, Alex
Faissol, Daniel
Petersen, Brenden
Landajuela, Mikel
contents We consider the challenge of black-box optimization within hybrid discrete-continuous and variable-length spaces, a problem that arises in various applications, such as decision tree learning and symbolic regression. We propose DisCo-DSO (Discrete-Continuous Deep Symbolic Optimization), a novel approach that uses a generative model to learn a joint distribution over discrete and continuous design variables to sample new hybrid designs. In contrast to standard decoupled approaches, in which the discrete and continuous variables are optimized separately, our joint optimization approach uses fewer objective function evaluations, is robust against non-differentiable objectives, and learns from prior samples to guide the search, leading to significant improvement in performance and sample efficiency. Our experiments on a diverse set of optimization tasks demonstrate that the advantages of DisCo-DSO become increasingly evident as the complexity of the problem increases. In particular, we illustrate DisCo-DSO's superiority over the state-of-the-art methods for interpretable reinforcement learning with decision trees.
format Preprint
id arxiv_https___arxiv_org_abs_2412_11051
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle DisCo-DSO: Coupling Discrete and Continuous Optimization for Efficient Generative Design in Hybrid Spaces
Pettit, Jacob F.
Lee, Chak Shing
Yang, Jiachen
Ho, Alex
Faissol, Daniel
Petersen, Brenden
Landajuela, Mikel
Machine Learning
Optimization and Control
We consider the challenge of black-box optimization within hybrid discrete-continuous and variable-length spaces, a problem that arises in various applications, such as decision tree learning and symbolic regression. We propose DisCo-DSO (Discrete-Continuous Deep Symbolic Optimization), a novel approach that uses a generative model to learn a joint distribution over discrete and continuous design variables to sample new hybrid designs. In contrast to standard decoupled approaches, in which the discrete and continuous variables are optimized separately, our joint optimization approach uses fewer objective function evaluations, is robust against non-differentiable objectives, and learns from prior samples to guide the search, leading to significant improvement in performance and sample efficiency. Our experiments on a diverse set of optimization tasks demonstrate that the advantages of DisCo-DSO become increasingly evident as the complexity of the problem increases. In particular, we illustrate DisCo-DSO's superiority over the state-of-the-art methods for interpretable reinforcement learning with decision trees.
title DisCo-DSO: Coupling Discrete and Continuous Optimization for Efficient Generative Design in Hybrid Spaces
topic Machine Learning
Optimization and Control
url https://arxiv.org/abs/2412.11051