arXiv Statistics ML

Optimal Allocation of Embedding Dimensions under Finite-Sample Constraints

arXiv Machine Learning
Sep 14

Nonlinear Dimensionality Reduction Techniques for Bayesian Optimization

The paper investigates nonlinear dimensionality reduction for Bayesian optimisation (BO) by transforming high‑dimensional black‑box optimisation problems into a sequence of low‑dimensional latent‑space BO (LSBO) tasks. It extends earlier linear embedding approaches by using variational autoencoders (VAEs), deep metric loss, and adaptive retraining to better capture nonlinear structure, and couples LSBO with sequential domain reduction (SDR‑LSBO) to progressively narrow search domains. Experiments on GPU‑accelerated BoTorch with Matérn‑5/2 Gaussian‑process surrogates show that VAE‑based LSBO outperforms adaptive linear embeddings, and the authors provide a theoretical analysis of latent‑space error versus representation gap under PAC‑Bayes conditions.

By Luo Long, Coralia Cartis, Paz Fink Shustin
arXiv Machine Learning
Oct 23

SABLE: Scalable Affine Bayesian Latent-space Exploration

SABLE is a Bayesian optimisation method designed for high‑dimensional latent spaces where the latent dimension far exceeds the evaluation budget. It uses a Bayesian affine surrogate that decomposes each query into an in‑span component optimized by expected improvement and an off‑span component governed by a scalar norm, with a finite‑horizon schedule to avoid under‑exploration. A recompression scheme reduces the number of pseudo‑observations to ≠O(M), keeping refitting costs manageable while achieving high sample efficiency and rapid decision times on synthetic and latent‑space optimisation tasks.

By Erik Bodin, Lisa Maria Kreusser, Donney Fan, Henry Moss, Geoff Pleiss, Nicolas Durrande