Continuous black-box optimization with an Ising machine and random subspace coding

Syun Izawa, Koki Kitai, Shu Tanaka, Ryo Tamura, Koji Tsuda

Research output: Contribution to journalArticlepeer-review

Abstract

A black-box optimization algorithm such as Bayesian optimization finds the extremum of an unknown function by alternating the inference of the underlying function and optimization of an acquisition function. In a high-dimensional space, such algorithms perform poorly due to the difficulty of acquisition function optimization. Herein, we apply Ising machines to overcome the difficulty in the continuous black-box optimization. As an Ising machine specializes in optimization of binary problems, a continuous vector has to be encoded to binary, and the solution by Ising machines has to be translated back. Our method has the following three parts: (1) random subspace coding based on axis-parallel hyperrectangles from continuous vector to binary vector, (2) a quadratic unconstrained binary optimization (QUBO) defined by the acquisition function based on the nonnegative-weighted linear regression model, which is solved by Ising machines, and (3) a penalization scheme to ensure that the solution can be translated back. It is shown with benchmark tests that its performance using the D-Wave Advantage quantum annealer and simulated annealing is competitive with a state-of-the-art method based on the Gaussian process in high-dimensional problems. Our method may open up the possibility of Ising machines and other QUBO solvers, including a quantum approximate optimization algorithm using gated-quantum computers, and may expand its range of application to continuous-valued problems.

Original languageEnglish
Article number023062
JournalPhysical Review Research
Volume4
Issue number2
DOIs
Publication statusPublished - 2022 Jun

ASJC Scopus subject areas

  • Physics and Astronomy(all)

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