Epsilon-Neighborhood Decision-Boundary Governed Estimation (EDGE) of 2D Black Box Classifier Functions
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Abstract (arXiv)
Accurately estimating decision boundaries in black box systems is critical when ensuring safety, quality, and feasibility in real-world applications. However, existing methods iteratively refine boundary estimates by sampling in regions of uncertainty, without providing guarantees on the closeness to the decision boundary and also result in unnecessary exploration that is especially disadvantageous when evaluations are costly. This paper presents varepsilon-Neighborhood Decision-Boundary Governed Estimation (EDGE), a sample efficient and function-agnostic algorithm that leverages the intermediate value theorem to estimate the location of the decision boundary of a black box binary classifier within a user-specified varepsilon-neighborhood. To demonstrate applicability, a case study is presented of an electric grid stability problem with uncertain renewable power injection. Evaluations are conducted on three test functions, where it is seen that the EDGE algorithm demonstrates superior sample efficiency and better boundary approximation than adaptive sampling techniques and grid-based searches.
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