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Transferring Information Across Interventions in Causal Bayesian Optimization

arXiv:2606.01457v1 Announce Type: new Abstract: Bayesian optimization is a popular way to optimize expensive systems, where every experiment, simulation, or intervention costs time or money. In its standard form, it treats the variables we control as plain inputs to a black box and cannot tell apart mere correlation from a real cause and effect. Causal Bayesian optimization closes part of this gap by using a known causal graph together with observational data to decide which variables are...

arXiv CS 8d ago

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. At each iteration, global and local optimization strategies independently propose candidate points, and the next evaluation is selected based on predicted improvement. LAGO...

arXiv CS 2d ago

Local Preferential Bayesian Optimization

Announce Type: replace Abstract: Bayesian optimization (BO) is a popular and effective approach for tuning expensive, noisy experiments, but requires the formulation of an explicit objective function. Preferential BO (PBO) removes this requirement by learning from pairwise human feedback, yet existing methods struggle to efficiently optimize beyond low- and medium-dimensional problems due to their global search approaches. We address this limitation by developing a family of local PBO...

arXiv CS 1d ago

In-Context Learning for Latent Space Bayesian Optimization

arXiv:2606.09664v1 Announce Type: new Abstract: Bayesian optimization (BO) is a central tool for sample-efficient design, and latent-space Bayesian optimization (LSBO) extends it to structured objects such as molecules and proteins. In parallel, tabular foundation models such as TabPFN and TabICL now achieve state-of-the-art regression performance and are increasingly used as BO surrogates. Because their Bayesian behavior is induced by large synthetic pretraining collections, the composition...

arXiv CS 1d ago

Multi-Objective Bayesian Optimization via Adaptive \varepsilon-Constraints Decomposition

arXiv:2604.15959v2 Announce Type: replace Abstract: Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing multiple expensive black-box functions. However, existing MOBO methods often struggle with coverage, scalability, and handling constraints and preferences. In this work we propose STAGE-BO, Sequential Targeting Adaptive Gap-Filling $\varepsilon$-Constraint Bayesian Optimization: by analyzing the coverage of the surrogate Pareto front, our method...

arXiv CS 9d ago

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. Preferential BO (PBO) removes this requirement by learning from pairwise human feedback, yet existing methods struggle to efficiently optimize beyond low- and medium-dimensional problems due to their global search approaches. We address this limitation by developing a family of...

arXiv CS 8d ago

Cost-aware Stopping for Bayesian Optimization

arXiv:2507.12453v5 Announce Type: replace Abstract: In automated machine learning, scientific discovery, and other applications of Bayesian optimization, deciding when to stop evaluating expensive black-box functions in a cost-aware manner is an important but underexplored practical consideration. A natural performance metric for this purpose is the cost-adjusted simple regret, which explicitly captures the trade-off between solution quality and cumulative evaluation cost. Existing stopping...

arXiv CS 9d ago

Best-Arm Identification-Based Trust Region Selection for Bayesian Optimization on Multimodal Functions

arXiv:2605.31050v1 Announce Type: new Abstract: Gaussian process-based Bayesian optimization (BO) is a popular approach for expensive black-box optimization, but its performance often degrades on complex multimodal or high-dimensional problems. Trust region-based BO mitigates this issue by focusing on local regions, and recent studies suggest that selecting an effective region can be formulated as a multi-armed bandit problem. We propose a trajectory-aware framework that integrates best-arm...

arXiv CS 9d ago

Improving Bayesian Optimization via Training-Aware Conditional Diffusion Models

arXiv:2606.08438v1 Announce Type: cross Abstract: Bayesian optimization (BO) is a widely used approach for black-box optimization that uses a Gaussian process (GP) as a surrogate and guides sequential evaluations via an acquisition function, with the ultimate goal of locating the global optimum $\mathbf{x}^{\star}$. To align with this goal, information-based acquisition functions such as Predictive Entropy Search (PES) model $\mathbf{x}^{\star}$ as a random variable and reduce the entropy of...

arXiv CS 1d ago

Evidence-Gated LLM Priors for Multi-Objective Bayesian Optimization

Announce Type: new Abstract: Large language models (LLMs) are increasingly used as heuristic advisors for black-box optimization, yet their suggestions and self-reported confidence are not necessarily calibrated to downstream objective values. This issue becomes more pronounced in multi-objective Bayesian optimization, where different objectives may require different expert knowledge and where an LLM expert can be useful for one objective but misleading for another. We study how to use...

arXiv CS 8d ago