{"id":475994,"date":"2023-08-09T07:25:33","date_gmt":"2023-08-09T07:25:33","guid":{"rendered":""},"modified":"2023-09-05T11:11:48","modified_gmt":"2023-09-05T11:11:48","slug":"bayesian-optimization","status":"publish","type":"wiki","link":"https:\/\/oneproxy.pro\/cn\/wiki\/bayesian-optimization\/","title":{"rendered":"\u8d1d\u53f6\u65af\u4f18\u5316"},"content":{"rendered":"<p>\u8d1d\u53f6\u65af\u4f18\u5316\u662f\u4e00\u79cd\u5f3a\u5927\u7684\u4f18\u5316\u6280\u672f\uff0c\u7528\u4e8e\u5bfb\u627e\u590d\u6742\u4e14\u6602\u8d35\u7684\u76ee\u6807\u51fd\u6570\u7684\u6700\u4f73\u89e3\u51b3\u65b9\u6848\u3002\u5b83\u7279\u522b\u9002\u5408\u76f4\u63a5\u8bc4\u4f30\u76ee\u6807\u51fd\u6570\u8017\u65f6\u6216\u6210\u672c\u9ad8\u6602\u7684\u573a\u666f\u3002\u901a\u8fc7\u91c7\u7528\u6982\u7387\u6a21\u578b\u6765\u8868\u793a\u76ee\u6807\u51fd\u6570\u5e76\u6839\u636e\u89c2\u6d4b\u6570\u636e\u8fed\u4ee3\u66f4\u65b0\u76ee\u6807\u51fd\u6570\uff0c\u8d1d\u53f6\u65af\u4f18\u5316\u53ef\u4ee5\u6709\u6548\u5730\u5bfc\u822a\u641c\u7d22\u7a7a\u95f4\u4ee5\u627e\u5230\u6700\u4f18\u70b9\u3002<\/p>\n<h2>\u8d1d\u53f6\u65af\u4f18\u5316\u7684\u8d77\u6e90\u5386\u53f2\u53ca\u5176\u9996\u6b21\u63d0\u53ca\u3002<\/h2>\n<p>\u8d1d\u53f6\u65af\u4f18\u5316\u7684\u8d77\u6e90\u53ef\u4ee5\u8ffd\u6eaf\u5230 20 \u4e16\u7eaa 70 \u5e74\u4ee3 John Mockus \u7684\u5de5\u4f5c\u3002\u4ed6\u7387\u5148\u63d0\u51fa\u4e86\u901a\u8fc7\u987a\u5e8f\u9009\u62e9\u6837\u672c\u70b9\u6765\u6536\u96c6\u6709\u5173\u51fd\u6570\u884c\u4e3a\u7684\u4fe1\u606f\u6765\u4f18\u5316\u6602\u8d35\u7684\u9ed1\u76d2\u51fd\u6570\u7684\u60f3\u6cd5\u3002\u7136\u800c\uff0c\u968f\u7740\u7814\u7a76\u4eba\u5458\u5f00\u59cb\u63a2\u7d22\u6982\u7387\u5efa\u6a21\u4e0e\u5168\u5c40\u4f18\u5316\u6280\u672f\u7684\u7ed3\u5408\uff0c\u201c\u8d1d\u53f6\u65af\u4f18\u5316\u201d\u4e00\u8bcd\u672c\u8eab\u5728 2000 \u5e74\u4ee3\u5f00\u59cb\u6d41\u884c\u3002<\/p>\n<h2>\u6709\u5173\u8d1d\u53f6\u65af\u4f18\u5316\u7684\u8be6\u7ec6\u4fe1\u606f\u3002\u6269\u5c55\u8d1d\u53f6\u65af\u4f18\u5316\u4e3b\u9898\u3002<\/h2>\n<p>\u8d1d\u53f6\u65af\u4f18\u5316\u65e8\u5728\u6700\u5c0f\u5316\u76ee\u6807\u51fd\u6570 <span class=\"math math-inline\"><span class=\"katex\"><span class=\"katex-mathml\"><math ><semantics><mrow><mi>F<\/mi><mo stretchy=\"false\">(<\/mo><mi>X<\/mi><mo stretchy=\"false\">)<\/mo><\/mrow><annotation encoding=\"application\/x-tex\">f(x)<\/annotation><\/semantics><\/math><\/span><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"base\"><span class=\"strut\" style=\"height: 1em; vertical-align: -0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right: 0.10764em;\">F<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">X<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/span> \u5728\u6709\u754c\u57df\u4e0a <span class=\"math math-inline\"><span class=\"katex\"><span class=\"katex-mathml\"><math ><semantics><mrow><mi>X<\/mi><\/mrow><annotation encoding=\"application\/x-tex\">X<\/annotation><\/semantics><\/math><\/span><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"base\"><span class=\"strut\" style=\"height: 0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right: 0.07847em;\">X<\/span><\/span><\/span><\/span><\/span>\u3002\u5173\u952e\u6982\u5ff5\u662f\u7ef4\u62a4\u4e00\u4e2a\u6982\u7387\u4ee3\u7406\u6a21\u578b\uff0c\u901a\u5e38\u662f\u9ad8\u65af\u8fc7\u7a0b (GP)\uff0c\u5b83\u903c\u8fd1\u672a\u77e5\u7684\u76ee\u6807\u51fd\u6570\u3002 GP \u6355\u83b7\u7684\u5206\u5e03 <span class=\"math math-inline\"><span class=\"katex\"><span class=\"katex-mathml\"><math ><semantics><mrow><mi>F<\/mi><mo stretchy=\"false\">(<\/mo><mi>X<\/mi><mo stretchy=\"false\">)<\/mo><\/mrow><annotation encoding=\"application\/x-tex\">f(x)<\/annotation><\/semantics><\/math><\/span><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"base\"><span class=\"strut\" style=\"height: 1em; vertical-align: -0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right: 0.10764em;\">F<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">X<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/span> \u5e76\u63d0\u4f9b\u9884\u6d4b\u4e0d\u786e\u5b9a\u6027\u7684\u8861\u91cf\u6807\u51c6\u3002\u5728\u6bcf\u6b21\u8fed\u4ee3\u4e2d\uff0c\u7b97\u6cd5\u901a\u8fc7\u5e73\u8861\u5229\u7528\uff08\u9009\u62e9\u5177\u6709\u4f4e\u51fd\u6570\u503c\u7684\u70b9\uff09\u548c\u63a2\u7d22\uff08\u63a2\u7d22\u4e0d\u786e\u5b9a\u533a\u57df\uff09\u6765\u5efa\u8bae\u4e0b\u4e00\u4e2a\u8bc4\u4f30\u70b9\u3002<\/p>\n<p>\u8d1d\u53f6\u65af\u4f18\u5316\u6d89\u53ca\u7684\u6b65\u9aa4\u5982\u4e0b\uff1a<\/p>\n<ol>\n<li>\n<p><strong>\u91c7\u96c6\u529f\u80fd<\/strong>\uff1a\u83b7\u53d6\u51fd\u6570\u6839\u636e\u66ff\u4ee3\u6a21\u578b\u7684\u9884\u6d4b\u548c\u4e0d\u786e\u5b9a\u6027\u4f30\u8ba1\u9009\u62e9\u4e0b\u4e00\u4e2a\u8981\u8bc4\u4f30\u7684\u70b9\u6765\u6307\u5bfc\u641c\u7d22\u3002\u6d41\u884c\u7684\u83b7\u53d6\u51fd\u6570\u5305\u62ec\u6539\u8fdb\u6982\u7387 (PI)\u3001\u9884\u671f\u6539\u8fdb (EI) \u548c\u7f6e\u4fe1\u4e0a\u9650 (UCB)\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u4ee3\u7406\u6a21\u578b<\/strong>\uff1a\u9ad8\u65af\u8fc7\u7a0b\u662f\u8d1d\u53f6\u65af\u4f18\u5316\u4e2d\u5e38\u7528\u7684\u4ee3\u7406\u6a21\u578b\u3002\u5b83\u53ef\u4ee5\u6709\u6548\u5730\u4f30\u8ba1\u76ee\u6807\u51fd\u6570\u53ca\u5176\u4e0d\u786e\u5b9a\u6027\u3002\u6839\u636e\u95ee\u9898\uff0c\u4e5f\u53ef\u4ee5\u4f7f\u7528\u5176\u4ed6\u4ee3\u7406\u6a21\u578b\uff0c\u4f8b\u5982\u968f\u673a\u68ee\u6797\u6216\u8d1d\u53f6\u65af\u795e\u7ecf\u7f51\u7edc\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u4f18\u5316<\/strong>\uff1a\u4e00\u65e6\u5b9a\u4e49\u4e86\u91c7\u96c6\u51fd\u6570\uff0c\u5c31\u4f1a\u4f7f\u7528 L-BFGS\u3001\u9057\u4f20\u7b97\u6cd5\u6216\u8d1d\u53f6\u65af\u4f18\u5316\u672c\u8eab\uff08\u4f7f\u7528\u4f4e\u7ef4\u4ee3\u7406\u6a21\u578b\uff09\u7b49\u4f18\u5316\u6280\u672f\u6765\u627e\u5230\u6700\u4f18\u70b9\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u66f4\u65b0\u4ee3\u7406<\/strong>\uff1a\u5728\u5efa\u8bae\u70b9\u8bc4\u4f30\u76ee\u6807\u51fd\u6570\u540e\uff0c\u66f4\u65b0\u66ff\u4ee3\u6a21\u578b\u4ee5\u7eb3\u5165\u65b0\u7684\u89c2\u5bdf\u7ed3\u679c\u3002\u8be5\u8fed\u4ee3\u8fc7\u7a0b\u6301\u7eed\u8fdb\u884c\uff0c\u76f4\u5230\u6536\u655b\u6216\u6ee1\u8db3\u9884\u5b9a\u4e49\u7684\u505c\u6b62\u6807\u51c6\u3002<\/p>\n<\/li>\n<\/ol>\n<h2>\u8d1d\u53f6\u65af\u4f18\u5316\u7684\u5185\u90e8\u7ed3\u6784\u3002\u8d1d\u53f6\u65af\u4f18\u5316\u7684\u5de5\u4f5c\u539f\u7406\u3002<\/h2>\n<p>\u8d1d\u53f6\u65af\u4f18\u5316\u5305\u62ec\u4e24\u4e2a\u4e3b\u8981\u7ec4\u6210\u90e8\u5206\uff1a\u4ee3\u7406\u6a21\u578b\u548c\u83b7\u53d6\u51fd\u6570\u3002<\/p>\n<h3>\u4ee3\u7406\u6a21\u578b<\/h3>\n<p>\u4ee3\u7406\u6a21\u578b\u6839\u636e\u89c2\u6d4b\u6570\u636e\u8fd1\u4f3c\u672a\u77e5\u7684\u76ee\u6807\u51fd\u6570\u3002\u9ad8\u65af\u8fc7\u7a0b (GP) \u7531\u4e8e\u5176\u7075\u6d3b\u6027\u548c\u6355\u83b7\u4e0d\u786e\u5b9a\u6027\u7684\u80fd\u529b\u800c\u901a\u5e38\u7528\u4f5c\u66ff\u4ee3\u6a21\u578b\u3002 GP \u5b9a\u4e49\u4e86\u51fd\u6570\u7684\u5148\u9a8c\u5206\u5e03\uff0c\u5e76\u7528\u65b0\u6570\u636e\u8fdb\u884c\u66f4\u65b0\u4ee5\u83b7\u5f97\u540e\u9a8c\u5206\u5e03\uff0c\u8be5\u5206\u5e03\u8868\u793a\u7ed9\u5b9a\u89c2\u6d4b\u6570\u636e\u7684\u6700\u53ef\u80fd\u7684\u51fd\u6570\u3002<\/p>\n<p>GP \u7684\u7279\u5f81\u662f\u5747\u503c\u51fd\u6570\u548c\u534f\u65b9\u5dee\u51fd\u6570\uff08\u6838\uff09\u3002\u5747\u503c\u51fd\u6570\u4f30\u8ba1\u76ee\u6807\u51fd\u6570\u7684\u671f\u671b\u503c\uff0c\u534f\u65b9\u5dee\u51fd\u6570\u8861\u91cf\u4e0d\u540c\u70b9\u5904\u51fd\u6570\u503c\u4e4b\u95f4\u7684\u76f8\u4f3c\u6027\u3002\u6838\u7684\u9009\u62e9\u53d6\u51b3\u4e8e\u76ee\u6807\u51fd\u6570\u7684\u7279\u5f81\uff0c\u4f8b\u5982\u5e73\u6ed1\u6027\u6216\u5468\u671f\u6027\u3002<\/p>\n<h3>\u91c7\u96c6\u529f\u80fd<\/h3>\n<p>\u83b7\u53d6\u51fd\u6570\u5bf9\u4e8e\u901a\u8fc7\u5e73\u8861\u63a2\u7d22\u548c\u5f00\u53d1\u6765\u6307\u5bfc\u4f18\u5316\u8fc7\u7a0b\u81f3\u5173\u91cd\u8981\u3002\u5b83\u91cf\u5316\u4e86\u4e00\u4e2a\u70b9\u6210\u4e3a\u5168\u5c40\u6700\u4f18\u503c\u7684\u6f5c\u529b\u3002\u5e38\u7528\u7684\u51e0\u79cd\u6d41\u884c\u7684\u91c7\u96c6\u51fd\u6570\uff1a<\/p>\n<ol>\n<li>\n<p><strong>\u6539\u8fdb\u6982\u7387 (PI)<\/strong>\uff1a\u6b64\u51fd\u6570\u9009\u62e9\u5728\u5f53\u524d\u6700\u4f73\u503c\u57fa\u7840\u4e0a\u6539\u8fdb\u7684\u53ef\u80fd\u6027\u6700\u9ad8\u7684\u70b9\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u9884\u671f\u6539\u5584 (EI)<\/strong>\uff1a\u5b83\u65e2\u8003\u8651\u4e86\u529f\u80fd\u503c\u6539\u8fdb\u7684\u6982\u7387\uff0c\u4e5f\u8003\u8651\u4e86\u9884\u671f\u7684\u6539\u8fdb\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u7f6e\u4fe1\u4e0a\u9650 (UCB)<\/strong>\uff1aUCB \u4f7f\u7528\u6743\u8861\u53c2\u6570\u6765\u5e73\u8861\u63a2\u7d22\u548c\u5f00\u53d1\uff0c\u8be5\u6743\u8861\u53c2\u6570\u63a7\u5236\u4e0d\u786e\u5b9a\u6027\u548c\u9884\u6d4b\u51fd\u6570\u503c\u4e4b\u95f4\u7684\u5e73\u8861\u3002<\/p>\n<\/li>\n<\/ol>\n<p>\u83b7\u53d6\u51fd\u6570\u6307\u5bfc\u9009\u62e9\u4e0b\u4e00\u4e2a\u8bc4\u4f30\u70b9\uff0c\u5e76\u4e14\u8be5\u8fc7\u7a0b\u4e0d\u65ad\u8fed\u4ee3\uff0c\u76f4\u5230\u627e\u5230\u6700\u4f18\u89e3\u3002<\/p>\n<h2>\u8d1d\u53f6\u65af\u4f18\u5316\u7684\u5173\u952e\u7279\u5f81\u5206\u6790\u3002<\/h2>\n<p>\u8d1d\u53f6\u65af\u4f18\u5316\u63d0\u4f9b\u4e86\u51e0\u4e2a\u5173\u952e\u529f\u80fd\uff0c\u4f7f\u5176\u5bf9\u5404\u79cd\u4f18\u5316\u4efb\u52a1\u5177\u6709\u5438\u5f15\u529b\uff1a<\/p>\n<ol>\n<li>\n<p><strong>\u6837\u54c1\u6548\u7387<\/strong>\uff1a\u8d1d\u53f6\u65af\u4f18\u5316\u53ef\u4ee5\u6709\u6548\u5730\u627e\u5230\u6700\u4f18\u89e3\uff0c\u800c\u5bf9\u76ee\u6807\u51fd\u6570\u7684\u8bc4\u4f30\u76f8\u5bf9\u8f83\u5c11\u3002\u5f53\u529f\u80fd\u8bc4\u4f30\u8017\u65f6\u6216\u6602\u8d35\u65f6\uff0c\u8fd9\u4e00\u70b9\u5c24\u5176\u6709\u4ef7\u503c\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u5168\u5c40\u4f18\u5316<\/strong>\uff1a\u4e0e\u57fa\u4e8e\u68af\u5ea6\u7684\u65b9\u6cd5\u4e0d\u540c\uff0c\u8d1d\u53f6\u65af\u4f18\u5316\u662f\u4e00\u79cd\u5168\u5c40\u4f18\u5316\u6280\u672f\u3002\u5b83\u6709\u6548\u5730\u63a2\u7d22\u641c\u7d22\u7a7a\u95f4\u4ee5\u627e\u5230\u5168\u5c40\u6700\u4f18\u503c\uff0c\u800c\u4e0d\u662f\u9677\u5165\u5c40\u90e8\u6700\u4f18\u503c\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u6982\u7387\u8868\u793a<\/strong>\uff1a\u4f7f\u7528\u9ad8\u65af\u8fc7\u7a0b\u7684\u76ee\u6807\u51fd\u6570\u7684\u6982\u7387\u8868\u793a\u4f7f\u6211\u4eec\u80fd\u591f\u91cf\u5316\u9884\u6d4b\u4e2d\u7684\u4e0d\u786e\u5b9a\u6027\u3002\u5f53\u5904\u7406\u566a\u58f0\u6216\u4e0d\u786e\u5b9a\u7684\u76ee\u6807\u51fd\u6570\u65f6\uff0c\u8fd9\u5c24\u5176\u6709\u4ef7\u503c\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u7528\u6237\u5b9a\u4e49\u7684\u7ea6\u675f<\/strong>\uff1a\u8d1d\u53f6\u65af\u4f18\u5316\u5f88\u5bb9\u6613\u9002\u5e94\u7528\u6237\u5b9a\u4e49\u7684\u7ea6\u675f\uff0c\u4f7f\u5176\u9002\u5408\u7ea6\u675f\u4f18\u5316\u95ee\u9898\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u9002\u5e94\u6027\u63a2\u7d22<\/strong>\uff1a\u91c7\u96c6\u529f\u80fd\u5141\u8bb8\u81ea\u9002\u5e94\u63a2\u7d22\uff0c\u4f7f\u7b97\u6cd5\u80fd\u591f\u4e13\u6ce8\u4e8e\u6709\u5e0c\u671b\u7684\u533a\u57df\uff0c\u540c\u65f6\u4ecd\u7136\u63a2\u7d22\u4e0d\u786e\u5b9a\u7684\u533a\u57df\u3002<\/p>\n<\/li>\n<\/ol>\n<h2>\u8d1d\u53f6\u65af\u4f18\u5316\u7684\u7c7b\u578b<\/h2>\n<p>\u8d1d\u53f6\u65af\u4f18\u5316\u53ef\u4ee5\u6839\u636e\u5404\u79cd\u56e0\u7d20\u8fdb\u884c\u5206\u7c7b\uff0c\u4f8b\u5982\u4f7f\u7528\u7684\u4ee3\u7406\u6a21\u578b\u6216\u4f18\u5316\u95ee\u9898\u7684\u7c7b\u578b\u3002<\/p>\n<h3>\u57fa\u4e8e\u4ee3\u7406\u6a21\u578b\uff1a<\/h3>\n<ol>\n<li>\n<p><strong>\u57fa\u4e8e\u9ad8\u65af\u8fc7\u7a0b\u7684\u8d1d\u53f6\u65af\u4f18\u5316<\/strong>\uff1a\u8fd9\u662f\u6700\u5e38\u89c1\u7684\u7c7b\u578b\uff0c\u4f7f\u7528\u9ad8\u65af\u8fc7\u7a0b\u4f5c\u4e3a\u4ee3\u7406\u6a21\u578b\u6765\u6355\u83b7\u76ee\u6807\u51fd\u6570\u7684\u4e0d\u786e\u5b9a\u6027\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u57fa\u4e8e\u968f\u673a\u68ee\u6797\u7684\u8d1d\u53f6\u65af\u4f18\u5316<\/strong>\uff1a\u5b83\u7528\u968f\u673a\u68ee\u6797\u4ee3\u66ff\u9ad8\u65af\u8fc7\u7a0b\u6765\u5bf9\u76ee\u6807\u51fd\u6570\u53ca\u5176\u4e0d\u786e\u5b9a\u6027\u8fdb\u884c\u5efa\u6a21\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u57fa\u4e8e\u8d1d\u53f6\u65af\u795e\u7ecf\u7f51\u7edc\u7684\u8d1d\u53f6\u65af\u4f18\u5316<\/strong>\uff1a\u6b64\u53d8\u4f53\u91c7\u7528\u8d1d\u53f6\u65af\u795e\u7ecf\u7f51\u7edc\u4f5c\u4e3a\u4ee3\u7406\u6a21\u578b\uff0c\u8fd9\u4e9b\u795e\u7ecf\u7f51\u7edc\u7684\u6743\u91cd\u5177\u6709\u8d1d\u53f6\u65af\u5148\u9a8c\u3002<\/p>\n<\/li>\n<\/ol>\n<h3>\u57fa\u4e8e\u4f18\u5316\u95ee\u9898\uff1a<\/h3>\n<ol>\n<li>\n<p><strong>\u5355\u76ee\u6807\u8d1d\u53f6\u65af\u4f18\u5316<\/strong>\uff1a\u7528\u4e8e\u4f18\u5316\u5355\u4e2a\u76ee\u6807\u51fd\u6570\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u591a\u76ee\u6807\u8d1d\u53f6\u65af\u4f18\u5316<\/strong>\uff1a\u4e13\u4e3a\u5177\u6709\u591a\u4e2a\u76f8\u4e92\u51b2\u7a81\u76ee\u6807\u7684\u95ee\u9898\u800c\u8bbe\u8ba1\uff0c\u5bfb\u6c42\u4e00\u7ec4\u5e15\u7d2f\u6258\u6700\u4f18\u89e3\u51b3\u65b9\u6848\u3002<\/p>\n<\/li>\n<\/ol>\n<h2>\u8d1d\u53f6\u65af\u4f18\u5316\u7684\u4f7f\u7528\u65b9\u6cd5\u3001\u4f7f\u7528\u4e2d\u76f8\u5173\u7684\u95ee\u9898\u53ca\u5176\u89e3\u51b3\u65b9\u6848\u3002<\/h2>\n<p>\u8d1d\u53f6\u65af\u4f18\u5316\u56e0\u5176\u591a\u529f\u80fd\u6027\u548c\u6548\u7387\u800c\u5728\u5404\u4e2a\u9886\u57df\u5f97\u5230\u5e94\u7528\u3002\u4e00\u4e9b\u5e38\u89c1\u7684\u7528\u4f8b\u5305\u62ec\uff1a<\/p>\n<ol>\n<li>\n<p><strong>\u8d85\u53c2\u6570\u8c03\u4f18<\/strong>\uff1a\u8d1d\u53f6\u65af\u4f18\u5316\u5e7f\u6cdb\u7528\u4e8e\u4f18\u5316\u673a\u5668\u5b66\u4e60\u6a21\u578b\u7684\u8d85\u53c2\u6570\uff0c\u63d0\u9ad8\u5176\u6027\u80fd\u548c\u6cdb\u5316\u80fd\u529b\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u673a\u5668\u4eba\u6280\u672f<\/strong>\uff1a\u5728\u673a\u5668\u4eba\u6280\u672f\u4e2d\uff0c\u8d1d\u53f6\u65af\u4f18\u5316\u6709\u52a9\u4e8e\u4f18\u5316\u6293\u53d6\u3001\u8def\u5f84\u89c4\u5212\u548c\u7269\u4f53\u64cd\u4f5c\u7b49\u4efb\u52a1\u7684\u53c2\u6570\u548c\u63a7\u5236\u7b56\u7565\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u5b9e\u9a8c\u8bbe\u8ba1<\/strong>\uff1a\u8d1d\u53f6\u65af\u4f18\u5316\u901a\u8fc7\u5728\u9ad8\u7ef4\u53c2\u6570\u7a7a\u95f4\u4e2d\u6709\u6548\u9009\u62e9\u6837\u672c\u70b9\u6765\u5e2e\u52a9\u8bbe\u8ba1\u5b9e\u9a8c\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u8c03\u6574\u6a21\u62df<\/strong>\uff1a\u5b83\u7528\u4e8e\u4f18\u5316\u79d1\u5b66\u548c\u5de5\u7a0b\u9886\u57df\u7684\u590d\u6742\u6a21\u62df\u548c\u8ba1\u7b97\u6a21\u578b\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u836f\u7269\u53d1\u73b0<\/strong>\uff1a\u8d1d\u53f6\u65af\u4f18\u5316\u53ef\u4ee5\u901a\u8fc7\u6709\u6548\u7b5b\u9009\u6f5c\u5728\u7684\u836f\u7269\u5316\u5408\u7269\u6765\u52a0\u901f\u836f\u7269\u53d1\u73b0\u8fc7\u7a0b\u3002<\/p>\n<\/li>\n<\/ol>\n<p>\u867d\u7136\u8d1d\u53f6\u65af\u4f18\u5316\u5177\u6709\u8bb8\u591a\u4f18\u70b9\uff0c\u4f46\u5b83\u4e5f\u9762\u4e34\u7740\u6311\u6218\uff1a<\/p>\n<ol>\n<li>\n<p><strong>\u9ad8\u7ef4\u4f18\u5316<\/strong>\uff1a\u7531\u4e8e\u7ef4\u6570\u707e\u96be\uff0c\u8d1d\u53f6\u65af\u4f18\u5316\u5728\u9ad8\u7ef4\u7a7a\u95f4\u4e2d\u7684\u8ba1\u7b97\u6210\u672c\u5f88\u9ad8\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u6602\u8d35\u7684\u8bc4\u4f30<\/strong>\uff1a\u5982\u679c\u76ee\u6807\u51fd\u6570\u8bc4\u4f30\u975e\u5e38\u6602\u8d35\u6216\u8017\u65f6\uff0c\u5219\u4f18\u5316\u8fc7\u7a0b\u53ef\u80fd\u53d8\u5f97\u4e0d\u5207\u5b9e\u9645\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u6536\u655b\u5230\u5c40\u90e8\u6700\u4f18<\/strong>\uff1a\u867d\u7136\u8d1d\u53f6\u65af\u4f18\u5316\u662f\u4e3a\u5168\u5c40\u4f18\u5316\u800c\u8bbe\u8ba1\u7684\uff0c\u4f46\u5982\u679c\u63a2\u7d22-\u5229\u7528\u5e73\u8861\u8bbe\u7f6e\u4e0d\u5f53\uff0c\u5b83\u4ecd\u7136\u53ef\u4ee5\u6536\u655b\u5230\u5c40\u90e8\u6700\u4f18\u3002<\/p>\n<\/li>\n<\/ol>\n<p>\u4e3a\u4e86\u514b\u670d\u8fd9\u4e9b\u6311\u6218\uff0c\u4ece\u4e1a\u8005\u7ecf\u5e38\u91c7\u7528\u964d\u7ef4\u3001\u5e76\u884c\u5316\u6216\u667a\u80fd\u91c7\u96c6\u51fd\u6570\u8bbe\u8ba1\u7b49\u6280\u672f\u3002<\/p>\n<h2>\u4ee5\u8868\u683c\u548c\u5217\u8868\u7684\u5f62\u5f0f\u5217\u51fa\u4e3b\u8981\u7279\u5f81\u4ee5\u53ca\u4e0e\u7c7b\u4f3c\u672f\u8bed\u7684\u5176\u4ed6\u6bd4\u8f83\u3002<\/h2>\n<table>\n<thead>\n<tr>\n<th>\u7279\u5f81<\/th>\n<th>\u8d1d\u53f6\u65af\u4f18\u5316<\/th>\n<th>\u7f51\u683c\u641c\u7d22<\/th>\n<th>\u968f\u673a\u641c\u7d22<\/th>\n<th>\u8fdb\u5316\u7b97\u6cd5<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>\u5168\u5c40\u4f18\u5316<\/td>\n<td>\u662f\u7684<\/td>\n<td>\u4e0d<\/td>\n<td>\u4e0d<\/td>\n<td>\u662f\u7684<\/td>\n<\/tr>\n<tr>\n<td>\u6837\u54c1\u6548\u7387<\/td>\n<td>\u9ad8\u7684<\/td>\n<td>\u4f4e\u7684<\/td>\n<td>\u4f4e\u7684<\/td>\n<td>\u4e2d\u7b49\u7684<\/td>\n<\/tr>\n<tr>\n<td>\u6602\u8d35\u7684\u8bc4\u4f30<\/td>\n<td>\u5408\u9002\u7684<\/td>\n<td>\u5408\u9002\u7684<\/td>\n<td>\u5408\u9002\u7684<\/td>\n<td>\u5408\u9002\u7684<\/td>\n<\/tr>\n<tr>\n<td>\u6982\u7387\u8868\u793a<\/td>\n<td>\u662f\u7684<\/td>\n<td>\u4e0d<\/td>\n<td>\u4e0d<\/td>\n<td>\u4e0d<\/td>\n<\/tr>\n<tr>\n<td>\u9002\u5e94\u6027\u63a2\u7d22<\/td>\n<td>\u662f\u7684<\/td>\n<td>\u4e0d<\/td>\n<td>\u662f\u7684<\/td>\n<td>\u662f\u7684<\/td>\n<\/tr>\n<tr>\n<td>\u5904\u7406\u7ea6\u675f<\/td>\n<td>\u662f\u7684<\/td>\n<td>\u4e0d<\/td>\n<td>\u4e0d<\/td>\n<td>\u662f\u7684<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<h2>\u4e0e\u8d1d\u53f6\u65af\u4f18\u5316\u76f8\u5173\u7684\u672a\u6765\u524d\u666f\u548c\u6280\u672f\u3002<\/h2>\n<p>\u8d1d\u53f6\u65af\u4f18\u5316\u7684\u672a\u6765\u770b\u8d77\u6765\u5145\u6ee1\u5e0c\u671b\uff0c\u4e00\u4e9b\u6f5c\u5728\u7684\u8fdb\u6b65\u548c\u6280\u672f\u5373\u5c06\u51fa\u73b0\uff1a<\/p>\n<ol>\n<li>\n<p><strong>\u53ef\u6269\u5c55\u6027<\/strong>\uff1a\u7814\u7a76\u4eba\u5458\u6b63\u5728\u79ef\u6781\u7814\u7a76\u6269\u5c55\u8d1d\u53f6\u65af\u4f18\u5316\u6280\u672f\uff0c\u4ee5\u66f4\u6709\u6548\u5730\u5904\u7406\u9ad8\u7ef4\u548c\u8ba1\u7b97\u91cf\u5927\u7684\u95ee\u9898\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u5e76\u884c\u5316<\/strong>\uff1a\u5e76\u884c\u8ba1\u7b97\u7684\u8fdb\u4e00\u6b65\u8fdb\u6b65\u53ef\u4ee5\u901a\u8fc7\u540c\u65f6\u8bc4\u4f30\u591a\u4e2a\u70b9\u6765\u663e\u7740\u52a0\u901f\u8d1d\u53f6\u65af\u4f18\u5316\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u8fc1\u79fb\u5b66\u4e60<\/strong>\uff1a\u8fc1\u79fb\u5b66\u4e60\u548c\u5143\u5b66\u4e60\u6280\u672f\u53ef\u4ee5\u901a\u8fc7\u5229\u7528\u5148\u524d\u4f18\u5316\u4efb\u52a1\u7684\u77e5\u8bc6\u6765\u63d0\u9ad8\u8d1d\u53f6\u65af\u4f18\u5316\u7684\u6548\u7387\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u8d1d\u53f6\u65af\u795e\u7ecf\u7f51\u7edc<\/strong>\uff1a\u8d1d\u53f6\u65af\u795e\u7ecf\u7f51\u7edc\u6709\u671b\u63d0\u9ad8\u66ff\u4ee3\u6a21\u578b\u7684\u5efa\u6a21\u80fd\u529b\uff0c\u4ece\u800c\u5b9e\u73b0\u66f4\u597d\u7684\u4e0d\u786e\u5b9a\u6027\u4f30\u8ba1\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u81ea\u52a8\u5316\u673a\u5668\u5b66\u4e60<\/strong>\uff1a\u8d1d\u53f6\u65af\u4f18\u5316\u9884\u8ba1\u5c06\u5728\u81ea\u52a8\u5316\u673a\u5668\u5b66\u4e60\u5de5\u4f5c\u6d41\u7a0b\u3001\u4f18\u5316\u7ba1\u9053\u548c\u81ea\u52a8\u5316\u8d85\u53c2\u6570\u8c03\u6574\u65b9\u9762\u53d1\u6325\u81f3\u5173\u91cd\u8981\u7684\u4f5c\u7528\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u5f3a\u5316\u5b66\u4e60<\/strong>\uff1a\u5c06\u8d1d\u53f6\u65af\u4f18\u5316\u4e0e\u5f3a\u5316\u5b66\u4e60\u7b97\u6cd5\u76f8\u7ed3\u5408\u53ef\u4ee5\u5728 RL \u4efb\u52a1\u4e2d\u5b9e\u73b0\u66f4\u9ad8\u6548\u3001\u66f4\u6709\u6548\u7684\u6837\u672c\u63a2\u7d22\u3002<\/p>\n<\/li>\n<\/ol>\n<h2>\u5982\u4f55\u4f7f\u7528\u4ee3\u7406\u670d\u52a1\u5668\u6216\u5982\u4f55\u5c06\u4ee3\u7406\u670d\u52a1\u5668\u4e0e\u8d1d\u53f6\u65af\u4f18\u5316\u76f8\u5173\u8054\u3002<\/h2>\n<p>\u4ee3\u7406\u670d\u52a1\u5668\u53ef\u4ee5\u901a\u8fc7\u591a\u79cd\u65b9\u5f0f\u4e0e\u8d1d\u53f6\u65af\u4f18\u5316\u5bc6\u5207\u76f8\u5173\uff1a<\/p>\n<ol>\n<li>\n<p><strong>\u5206\u5e03\u5f0f\u8d1d\u53f6\u65af\u4f18\u5316<\/strong>\uff1a\u5f53\u4f7f\u7528\u5206\u5e03\u5728\u4e0d\u540c\u5730\u7406\u4f4d\u7f6e\u7684\u591a\u4e2a\u4ee3\u7406\u670d\u52a1\u5668\u65f6\uff0c\u8d1d\u53f6\u65af\u4f18\u5316\u53ef\u4ee5\u5e76\u884c\u5316\uff0c\u4ece\u800c\u5b9e\u73b0\u66f4\u5feb\u7684\u6536\u655b\u548c\u66f4\u597d\u5730\u63a2\u7d22\u641c\u7d22\u7a7a\u95f4\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u9690\u79c1\u548c\u5b89\u5168<\/strong>\uff1a\u5f53\u76ee\u6807\u51fd\u6570\u8bc4\u4f30\u6d89\u53ca\u654f\u611f\u6216\u673a\u5bc6\u6570\u636e\u65f6\uff0c\u4ee3\u7406\u670d\u52a1\u5668\u53ef\u4ee5\u5145\u5f53\u4e2d\u4ecb\uff0c\u786e\u4fdd\u4f18\u5316\u8fc7\u7a0b\u4e2d\u7684\u6570\u636e\u9690\u79c1\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u907f\u514d\u504f\u89c1<\/strong>\uff1a\u4ee3\u7406\u670d\u52a1\u5668\u53ef\u4ee5\u5e2e\u52a9\u786e\u4fdd\u76ee\u6807\u51fd\u6570\u8bc4\u4f30\u4e0d\u4f1a\u56e0\u5ba2\u6237\u7aef\u7684\u4f4d\u7f6e\u6216 IP \u5730\u5740\u800c\u4ea7\u751f\u504f\u5dee\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u8d1f\u8f7d\u5747\u8861<\/strong>\uff1a\u8d1d\u53f6\u65af\u4f18\u5316\u53ef\u7528\u4e8e\u4f18\u5316\u4ee3\u7406\u670d\u52a1\u5668\u7684\u6027\u80fd\u548c\u8d1f\u8f7d\u5e73\u8861\uff0c\u6700\u5927\u9650\u5ea6\u5730\u63d0\u9ad8\u5176\u670d\u52a1\u8bf7\u6c42\u7684\u6548\u7387\u3002<\/p>\n<\/li>\n<\/ol>\n<h2>\u76f8\u5173\u94fe\u63a5<\/h2>\n<p>\u6709\u5173\u8d1d\u53f6\u65af\u4f18\u5316\u7684\u66f4\u591a\u4fe1\u606f\uff0c\u60a8\u53ef\u4ee5\u63a2\u7d22\u4ee5\u4e0b\u8d44\u6e90\uff1a<\/p>\n<ol>\n<li><a href=\"https:\/\/scikit-optimize.github.io\/stable\/\" target=\"_new\" rel=\"noopener nofollow\">Scikit-\u4f18\u5316\u6587\u6863<\/a><\/li>\n<li><a href=\"https:\/\/github.com\/HIPS\/Spearmint\" target=\"_new\" rel=\"noopener nofollow\">\u7559\u5170\u9999\uff1a\u8d1d\u53f6\u65af\u4f18\u5316<\/a><\/li>\n<li><a href=\"https:\/\/papers.nips.cc\/paper\/4522-practical-bayesian-optimization-of-machine-learning-algorithms.pdf\" target=\"_new\" rel=\"noopener nofollow\">\u673a\u5668\u5b66\u4e60\u7b97\u6cd5\u7684\u5b9e\u7528\u8d1d\u53f6\u65af\u4f18\u5316<\/a><\/li>\n<\/ol>\n<p>\u603b\u4e4b\uff0c\u8d1d\u53f6\u65af\u4f18\u5316\u662f\u4e00\u79cd\u5f3a\u5927\u4e14\u591a\u529f\u80fd\u7684\u4f18\u5316\u6280\u672f\uff0c\u5df2\u5728\u5404\u4e2a\u9886\u57df\u5f97\u5230\u5e94\u7528\uff0c\u4ece\u673a\u5668\u5b66\u4e60\u4e2d\u7684\u8d85\u53c2\u6570\u8c03\u6574\u5230\u673a\u5668\u4eba\u548c\u836f\u7269\u53d1\u73b0\u3002\u5b83\u80fd\u591f\u6709\u6548\u5730\u63a2\u7d22\u590d\u6742\u7684\u641c\u7d22\u7a7a\u95f4\u5e76\u5904\u7406\u6602\u8d35\u7684\u8bc4\u4f30\uff0c\u8fd9\u4f7f\u5176\u6210\u4e3a\u4f18\u5316\u4efb\u52a1\u7684\u6709\u5438\u5f15\u529b\u7684\u9009\u62e9\u3002\u968f\u7740\u6280\u672f\u7684\u8fdb\u6b65\uff0c\u8d1d\u53f6\u65af\u4f18\u5316\u9884\u8ba1\u5c06\u5728\u5851\u9020\u4f18\u5316\u548c\u81ea\u52a8\u5316\u673a\u5668\u5b66\u4e60\u5de5\u4f5c\u6d41\u7a0b\u7684\u672a\u6765\u65b9\u9762\u53d1\u6325\u8d8a\u6765\u8d8a\u91cd\u8981\u7684\u4f5c\u7528\u3002\u4e0e\u4ee3\u7406\u670d\u52a1\u5668\u96c6\u6210\u65f6\uff0c\u8d1d\u53f6\u65af\u4f18\u5316\u53ef\u4ee5\u8fdb\u4e00\u6b65\u589e\u5f3a\u5404\u79cd\u5e94\u7528\u7a0b\u5e8f\u7684\u9690\u79c1\u6027\u3001\u5b89\u5168\u6027\u548c\u6027\u80fd\u3002<\/p>","protected":false},"featured_media":467702,"menu_order":0,"template":"","meta":{"_acf_changed":false,"content-type":"","inline_featured_image":false,"footnotes":""},"class_list":["post-475994","wiki","type-wiki","status-publish","has-post-thumbnail","hentry"],"acf":{"faq_title":"Frequently Asked Questions about <mark>Bayesian Optimization: Enhancing Efficiency and Precision<\/mark>","faq_items":[{"question":"What is Bayesian optimization?","answer":"<p>Bayesian optimization is an optimization technique used to find the best solution for complex and costly objective functions. It employs a probabilistic model, such as Gaussian Process, to approximate the objective function and iteratively selects points for evaluation to efficiently navigate the search space.<\/p>"},{"question":"How did Bayesian optimization originate?","answer":"<p>The concept of Bayesian optimization was first introduced by John Mockus in the 1970s. However, the term gained popularity in the 2000s when researchers began combining probabilistic modeling with global optimization techniques.<\/p>"},{"question":"How does Bayesian optimization work?","answer":"<p>Bayesian optimization consists of two main components: a surrogate model (often Gaussian Process) and an acquisition function. The surrogate model approximates the objective function, and the acquisition function guides the selection of the next point for evaluation based on the surrogate model's predictions and uncertainty estimates.<\/p>"},{"question":"What are the key features of Bayesian optimization?","answer":"<p>Bayesian optimization offers sample efficiency, global optimization capabilities, probabilistic representation, adaptive exploration, and the ability to handle user-defined constraints.<\/p>"},{"question":"What types of Bayesian optimization exist?","answer":"<p>There are different types of Bayesian optimization based on the surrogate model used and the optimization problem. Common types include Gaussian Process-based, Random Forest-based, and Bayesian Neural Networks-based Bayesian optimization. It can be used for both single-objective and multi-objective optimization.<\/p>"},{"question":"In what ways can Bayesian optimization be used?","answer":"<p>Bayesian optimization finds applications in hyperparameter tuning, robotics, experimental design, drug discovery, and more. It is valuable in scenarios where the objective function evaluations are expensive or time-consuming.<\/p>"},{"question":"What challenges does Bayesian optimization face?","answer":"<p>Bayesian optimization can be computationally expensive in high-dimensional spaces, and convergence to local optima may occur if the exploration-exploitation balance is not appropriately set.<\/p>"},{"question":"What technologies can enhance Bayesian optimization in the future?","answer":"<p>Future advancements in Bayesian optimization may include scalability, parallelization, transfer learning, Bayesian Neural Networks, automated machine learning, and integration with reinforcement learning algorithms.<\/p>"},{"question":"How can proxy servers be associated with Bayesian optimization?","answer":"<p>Proxy servers can be linked to Bayesian optimization by enabling distributed optimization, ensuring privacy and security during evaluations, avoiding bias, and optimizing the performance and load balancing of the proxy servers themselves.<\/p>"}]},"_links":{"self":[{"href":"https:\/\/oneproxy.pro\/cn\/wp-json\/wp\/v2\/wiki\/475994","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/oneproxy.pro\/cn\/wp-json\/wp\/v2\/wiki"}],"about":[{"href":"https:\/\/oneproxy.pro\/cn\/wp-json\/wp\/v2\/types\/wiki"}],"version-history":[{"count":0,"href":"https:\/\/oneproxy.pro\/cn\/wp-json\/wp\/v2\/wiki\/475994\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/oneproxy.pro\/cn\/wp-json\/wp\/v2\/media\/467702"}],"wp:attachment":[{"href":"https:\/\/oneproxy.pro\/cn\/wp-json\/wp\/v2\/media?parent=475994"}],"curies":[{"name":"\u53ef\u6e7f\u6027\u7c89\u5242","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}