arXiv Machine Learning

LAGO: A Local-Global Optimization Framework Combining Trust Region Methods and Bayesian Optimization

arXiv:2603. 02970v2 Announce Type: replace Abstract: We introduce LAGO, a LocAl-Global Optimization framework coupling Bayesian Optimization (BO) and gradient-based trust region local refinement through an adaptive competition mechanism for smooth expensive-to-evaluate objective functions with available gradients.

arXiv Machine Learning
Jun 2

Local Preferential Bayesian Optimization

arXiv:2606. 02351v1 Announce Type: new Abstract: Bayesian optimization (BO) is a popular and effective approach for tuning expensive, noisy experiments, but requires the formulation of an explicit objective function.

By Johanna Menn, Miriam Kober, Paul Brunzema, David Stenger, Sebastian Trimpe
arXiv Machine Learning
Jul 7

Local Constrained Bayesian Optimization

arXiv:2603. 07965v2 Announce Type: replace-cross Abstract: Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality.

By Jing Jingzhe, Fan Zheyi, Szu Hui Ng, Qingpei Hu
arXiv AI
Jun 3

Local Guidance, Global Impact: Gaussian-Reshaped Trust Region Unlocks Behavior Transitions

arXiv:2606. 03382v1 Announce Type: cross Abstract: While Proximal Policy Optimization (PPO) demonstrates strong performance in stationary settings, we show that its standard optimization paradigm struggles in continual and non-stationary environments.

By Bingxu Liu, Jiashun Liu, Johan Obando-Ceron, Hao Wang, Runze Liu, Pablo Samuel Castro, Aaron Courville, Ling Pan
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
arXiv Statistics ML
Sep 3

Adaptive Replication Strategies in Trust-Region-Based Bayesian Optimization of Stochastic Functions

The paper presents OGPIT, a trust‑region Bayesian optimization method that uses Gaussian process models and adaptive replication to handle stochastic functions with high variance. By allocating repeated evaluations where most beneficial and incorporating cost‑aware acquisition modifications, the approach scales efficiently when many samples are needed to reduce noise. Numerical experiments demonstrate that adaptive replication improves computational efficiency while maintaining solution accuracy compared to baseline methods.

By Mickael Binois (ACUMES), Jeffrey Larson (ANL)
arXiv Machine Learning
Sep 25

MF-SCBO : Multi-fidelity Scalable Constrained Bayesian Optimization

MF-SCBO is a new multi‑fidelity extension of Scalable Constrained Bayesian Optimization designed for high‑dimensional black‑box functions with black‑box constraints. It handles an arbitrary number of fidelity levels and non‑nested sampling, addressing gaps in existing methods. Experiments on standard benchmarks and challenging problems show that MF‑SCBO generally converges faster than both single‑fidelity SCBO and other multi‑fidelity approaches in high‑dimensional constrained settings.

By Lucas Palazzolo, Micka\"el Binois, La\"etitia Giraldi
arXiv Machine Learning
Jul 14

Modernizing HEBO: a robust Bayesian optimization baseline for practical heteroskedastic and non-stationary problems

arXiv:2607. 10669v1 Announce Type: new Abstract: Bayesian optimization is increasingly used to guide data-efficient experimentation in chemistry, materials science, and related laboratory settings, but its practical performance depends strongly on how well surrogate-model assumptions match the geometry and noise structure of the underlying objective.

By L. A. Zhukov, E. V. Shaburova, D. V. Antonets