Modelling human active search in optimizing black-box functions

DOI10.1007/S00500-020-05398-2MaRDI QIDQ2156913zbMATH OpenOpenAlexFDO

Authors A. Candelieri, R. Perego, I. Giordani, Andrea Ponti, Francesco Archetti

Publication date 21 July 2022

Published in Soft Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2003.04275

zbMATH Keywords

active learningBayesian optimizationcognitive modelssearch strategy

Mathematics Subject Classification ID

Stochastic programming (90C15) Memory and learning in psychology (91E40)

Abstract: Modelling human function learning has been the subject of in-tense research in cognitive sciences. The topic is relevant in black-box optimization where information about the objective and/or constraints is not available and must be learned through function evaluations. In this paper we focus on the relation between the behaviour of humans searching for the maximum and the probabilistic model used in Bayesian Optimization. As surrogate models of the unknown function both Gaussian Processes and Random Forest have been considered: the Bayesian learning paradigm is central in the development of active learning approaches balancing exploration/exploitation in uncertain conditions towards effective generalization in large decision spaces. In this paper we analyse experimentally how Bayesian Optimization compares to humans searching for the maximum of an unknown 2D function. A set of controlled experiments with 60 subjects, using both surrogate models, confirm that Bayesian Optimization provides a general model to represent individual patterns of active learning in humans

Recommendations

• Surrogate‐based methods for black‐box optimization
• Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems
• Optimal learning with a local parametric belief model
• scientific article; zbMATH DE number 1163766
• Black-box search by elimination of fitness functions

Cites work

• A review of particle swarm optimization. I: Background and development
• A tutorial on Gaussian process regression: modelling, exploring, and exploiting functions
• Are Humans Bayesian in the Optimization of Black-Box Functions?
• Bayesian optimization and data science
• Bayesian optimization of pump operations in water distribution systems
• Gaussian processes for machine learning.
• scientific article; zbMATH DE number 4048925 (Why is no real title available?)
• scientific article; zbMATH DE number 3487202 (Why is no real title available?)
• Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting
• Lipschitzian optimization without the Lipschitz constant
• Novel local tuning techniques for speeding up one-dimensional algorithms in expensive global optimization using Lipschitz derivatives
• Pitfalls and best practices in algorithm configuration
• Quantitative Analysis of Human-Model Agreement in Visual Saliency Modeling: A Comparative Study
• Space-filling curves for numerical approximation and visualization of solutions to systems of nonlinear inequalities with applications in robotics

Cited in

(2)

• To the special issue dedicated to the 3rd international conference ``Numerical computations: theory and algorithms -- NUMTA 2019 June 15--21, 2019, Isola Capo Rizzuto, Italy
• On the use of Wasserstein distance in the distributional analysis of human decision making under uncertainty

This page was built for publication: Modelling human active search in optimizing black-box functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2156913)