Diffusion Models for Black-Box Optimization
This addresses the problem of optimizing expensive black-box functions using fixed datasets for researchers and practitioners, but it is incremental as it builds on existing inverse approaches with diffusion models.
The paper tackles offline black-box optimization by proposing Denoising Diffusion Optimization Models (DDOM), a conditional generative model based on diffusion models, which achieves competitive results on the Design-Bench benchmark.
The goal of offline black-box optimization (BBO) is to optimize an expensive black-box function using a fixed dataset of function evaluations. Prior works consider forward approaches that learn surrogates to the black-box function and inverse approaches that directly map function values to corresponding points in the input domain of the black-box function. These approaches are limited by the quality of the offline dataset and the difficulty in learning one-to-many mappings in high dimensions, respectively. We propose Denoising Diffusion Optimization Models (DDOM), a new inverse approach for offline black-box optimization based on diffusion models. Given an offline dataset, DDOM learns a conditional generative model over the domain of the black-box function conditioned on the function values. We investigate several design choices in DDOM, such as re-weighting the dataset to focus on high function values and the use of classifier-free guidance at test-time to enable generalization to function values that can even exceed the dataset maxima. Empirically, we conduct experiments on the Design-Bench benchmark and show that DDOM achieves results competitive with state-of-the-art baselines.