arXiv Machine Learning

No-Regret Bayesian Optimization with Finite-Library Input-Warped Kernels

The paper introduces Finite-Library Input-Warped Bayesian Optimization (FLIWBO), a method that selects input warps from a finite library to adapt the geometry used by Gaussian‑process Bayesian optimization. FLIWBO maintains high‑probability convergence guarantees while improving sample efficiency on problems where raw coordinates poorly match the objective’s geometry, such as log‑scaled hyperparameters or localized peaks. Experiments on synthetic benchmarks, Fashion‑MNIST hyperparameter tuning, and a 20‑dimensional multi‑agent system design demonstrate that FLIWBO‑UCB outperforms raw‑coordinate GP‑UCB and other methods with regret guarantees, especially under misspecified geometry.

arXiv Machine Learning
Sep 24

tidyHEBO: Robust General-Purpose Bayesian Optimization with Model-Consistent Warping and Pareto Search

tidyHEBO is a BoTorch-native Bayesian optimization tool that jointly applies Yeo-Johnson output warping to a Gaussian‑process surrogate, evaluates acquisition functions on the original objective scale, and conducts constrained cumulative Pareto search across multiple acquisition criteria. Using only default settings, it outperformed other methods on the Olympus benchmark and performed strongly on synthetic, Needle‑in‑a‑Haystack, and Bayesmark tasks, while adaptive batching offered a trade‑off between parallelization and optimization quality. These results position tidyHEBO as a robust, reproducible optimizer suitable for diverse practical problems, including scientific applications and hyperparameter tuning.

By L. A. Zhukov, E. V. Shaburova, D. V. Antonets
arXiv Machine Learning
4d ago

LLINBO: Trustworthy LLM-in-the-Loop Bayesian Optimization

LLINBO is a framework that integrates Large Language Models (LLMs) into Bayesian Optimization (BO) by deciding when to use LLM suggestions and when to fall back on classical BO. It introduces three interaction mechanisms, each with a no‑harm theoretical guarantee of sublinear cumulative regret for common kernels, without requiring performance assumptions on the LLM. Experiments show that LLINBO improves the reliability of LLM‑based BO and outperforms classical BO in both simulations and a real‑world 3D printing task.

By Chih-Yu Chang, Milad Azvar, Chinedum Okwudire, Raed Al Kontar
arXiv Machine Learning
Aug 3

Frugal Bayesian Optimization: Scalable Surrogates for Data- and Resource-Limited Discovery

arXiv:2607. 29225v1 Announce Type: new Abstract: Bayesian Optimization (BO) is widely adopted for data-efficient optimization in scientific and engineering applications, yet its computational cost is rarely evaluated alongside optimization performance.

By Panagiotis Krokidas, Christoforos Rekatsinas, Vassilis Sioros, Grigorios M. Chatziathanasiou, Efi-Maria Papia, George Giannakopoulos
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