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

SABLE: Scalable Affine Bayesian Latent-space Exploration

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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.

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