arXiv Machine Learning By Quoc-Anh Hoang Nguyen, Xinyu Zhang, Daolang Huang, Julien Martinelli, Samuel Kaski

In-Context Batch Black-box Optimization via Flow Matching

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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.

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