arXiv Machine Learning

In-Context Batch Black-box Optimization via Flow Matching

In-Context Batch Black-box Optimization via Flow Matching introduces FMTR, an amortized method that learns a continuous, history-conditioned proposal distribution for variable-size batch sampling in expensive black-box optimization settings. FMTR is trained offline using conditional flow matching on Thompson-sampling argmaxes refined through a horizon-dependent Langevin pushforward map, enabling adaptive exploration-exploitation over the optimization horizon. At test time, FMTR generates batches without task-specific surrogate refitting or numerical acquisition optimization, achieving strong performance on synthetic and real-world benchmarks while significantly reducing batch selection computational cost.

arXiv Machine Learning
Oct 15

Tree-Structured Synergy of Large Language Models and Bayesian Optimization for Efficient CASH

The paper introduces LB-MCTS, a trajectory-structured optimization framework that combines Monte Carlo Tree Search, Bayesian Optimization, and Large Language Models to address the CASH problem in AutoML. It uses a shared tree state for algorithm selection, hyperparameter refinement, and synergy between BO and LLM proposals, with a reliability-aware policy that shifts from LLM-driven to BO-driven suggestions as the surrogate model improves. Experiments on 104 AMLB datasets show that LB-MCTS consistently outperforms existing BO-based, LLM-based, and hybrid baselines.

By Beicheng Xu, Weitong Qian, Lingching Tung, Yupeng Lu, Bin Cui
arXiv Machine Learning
Aug 27

Gradient-based Sample Selection for Faster Bayesian Optimization

The paper introduces Gradient-based Sample Selection Bayesian Optimization (GSSBO), a method that builds the Gaussian process surrogate on a strategically chosen subset of samples rather than the full dataset. By using gradient information to eliminate redundant points while keeping diversity and representativeness, GSSBO achieves sublinear regret bounds and reduces the cubic computational cost of standard BO. Experiments on synthetic and real-world tasks show that this approach maintains comparable optimization performance while significantly cutting GP fitting time and resource usage.

By Qiyu Wei, Haowei Wang, Zirui Cao, Songhao Wang, Richard Allmendinger, Mauricio A \'Alvarez
arXiv Machine Learning
Aug 27

GRAPE: Gradient Refinement and Progress-Aware Exploitation for Query-Efficient High-Dimensional Bayesian Optimization

GRAPE is a two‑stage Bayesian optimization framework that first refines the local gradient posterior using a closed‑form acquisition function and then selects update directions by maximizing expected decrease conditioned on descent. The authors prove that the refinement stage monotonically reduces local uncertainty and that the progress‑aware direction converges to true steepest descent as the posterior sharpens. Empirical results show GRAPE achieves a 5.4× speedup on black‑box adversarial attacks and reduces final average regret by 3.8 log‑units on large language model prompt‑optimization tasks.

By Richard Cornelius Suwandi, Feng Yin