arXiv Machine Learning By Mujin Cheon, James Odgers, Dong-Yeun Koh, Calvin Tsay

How Many Initial Points Does Bayesian Optimization Need?

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arXiv:2607. 04356v1 Announce Type: new Abstract: Bayesian Optimization (BO) generally begins with an initialization phase: a batch of $n_0$ uninformed evaluations.

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arXiv Machine Learning
Sep 4

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.

By Edvin Ketabati Augustinsson, Robert A. Bridges