mlsanityData to 7 Oct 2026

Multi-Agent Bayesian Optimization with Coupled Black-Box and Affine Constraints

arXiv 2310.00962 ↗First posted 2 Oct 2023cs.LG cs.AI math.OCcited by 0

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Abstract (arXiv)

This paper studies the problem of distributed multi-agent Bayesian optimization with both coupled black-box constraints and known affine constraints. A primal-dual distributed algorithm is proposed that achieves similar regret/violation bounds as those in the single-agent case for the black-box objective and constraint functions. Additionally, the algorithm guarantees an O(N√T) bound on the cumulative violation for the known affine constraints, where N is the number of agents. Hence, it is ensured that the average of the samples satisfies the affine constraints up to the error O(N/√T). Furthermore, we characterize certain conditions under which our algorithm can bound a stronger metric of cumulative violation and provide best-iterate convergence without affine constraint. The method is then applied to both sampled instances from Gaussian processes and a real-world optimal power allocation problem for wireless communication; the results show that our method simultaneously provides close-to-optimal performance and maintains minor violations on average, corroborating our theoretical analysis.

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References · 22

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10 more
  1. 2022On Kernelized Multi-Armed Bandits with Constraintscited by 23
  2. 2021VABO: Violation-Aware Bayesian Optimization for Closed-Loop Control Performance Optimization with Unmodeled Constraintscited by 10
  3. 2022Rectified Pessimistic-Optimistic Learning for Stochastic Continuum-armed Bandit with Constraintscited by 9
  4. 2023Gaussian Max-Value Entropy Search for Multi-Agent Bayesian Optimizationcited by 7
  5. 2023Violation-Aware Contextual Bayesian Optimization for Controller Performance Optimization with Unmodeled Constraintscited by 5
  6. 2020Hierarchical Multi-Agent Optimization for Resource Allocation in Cloud Computingcited by 4
  7. 2019A Probabilistic Approach for Demand-Aware Ride-Sharing Optimizationcited by 2
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  9. 2022Optimizing Two-Truck Platooning with Deadlinescited by 2
  10. 2023Multi-agent Black-box Optimization using a Bayesian Approach to Alternating Direction Method of Multiplierscited by 1

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