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MALIBO: Meta-learning for Likelihood-free Bayesian Optimization
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Proposes MALIBO, a meta-learning likelihood-free BO method that meta-learns a neural classifier over acquisition utilities, adapts via Laplace-approximated Bayesian task embeddings with Thompson sampling, and adds gradient boosting as a residual model.
Problem
Meta-learning Bayesian optimization is hampered by GP surrogates that scale poorly and are sensitive to heterogeneous observation scales, noise types, and task uncertainty during warm-starting of new tasks.
Approach
Bypass the surrogate model by meta-learning a likelihood-free classifier (LFBO-style utility-weighted classification) with a shared feature network and regularized Gaussian task embeddings; adapt to new tasks via a Laplace-approximated posterior over the embedding, Thompson sampling for exploration, and gradient boosting as a residual correction.
Key results
- MALIBO consistently achieves strong anytime performance across NASBench201, HPOBench and HPO-B, outperforming other meta-learning BO methods; it outperforms other methods by a large margin on HPOBench.
- The Laplace-approximated MALIBO takes about 0.1 s per iteration on NASBench201 versus about 10 s for SVI and 100 s for HMC variants, with comparable regret.
- On multiplicative-noise Hartmann3D, GP-based methods such as RGPE degrade significantly with increasing noise while MALIBO remains robust.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| add Thompson sampling for exploration (ablation) | MALIBO · Forrester and quadratic synthetic functions | optimization performance | Helped |
| add gradient boosting as a residual prediction model (ablation) | MALIBO · HPOBench and NASBench201 | normalized regret | Helped |
| add a mean prediction layer (ablation) | MALIBO · real-world AutoML benchmarks | warm-starting performance | Helped |
| remove the task prediction layer and use only the task-agnostic component (ablation) | MALIBO · NASBench201 | normalized regret | Helped |
| remove the task prediction layer and use only the task-agnostic component (ablation) | MALIBO · HPOBench and HPO-B | normalized regret | Hurt |
| replace gradient boosting with a random forest classifier (ablation) | MALIBO · real-world AutoML benchmarks | normalized regret | Hurt |
| replace gradient boosting with an MLP classifier (ablation) | MALIBO · real-world AutoML benchmarks | normalized regret | Hurt |
| use probit approximation for the marginalized acquisition function and omit gradient boosting (ablation) | MALIBO · Forrester and quadratic synthetic functions | optimization performance | Hurt |
| use Thompson sampling without gradient boosting (ablation) | MALIBO · HPOBench and NASBench201 | normalized regret | Hurt |
| remove the mean prediction layer (ablation) | MALIBO · real-world AutoML benchmarks | warm-starting performance | Hurt |
| use only the task-agnostic mean prediction layer, without the task prediction layer (ablation) | MALIBO · HPOBench and HPO-B | normalized regret | Hurt |
| replace Laplace approximation with stochastic variational inference (ablation) | MALIBO · NASBench201 | runtime per iteration (seconds): 0.1 vs around 10 seconds | Hurt |
Surprising findings
- MALIBO without gradient boosting or with only Thompson sampling underperforms when meta-data is limited, and the MEAN-only variant is best on NASBench201 but worse elsewhere.
- MetaBO, a meta-learned method, fails to transfer knowledge on NASBench201 due to task diversity.
Limitations
- Exploration/exploitation threshold tau (gamma=1/3) is set heuristically rather than treated probabilistically.
- Regularization hyperparameter lambda may be suboptimal in other scenarios.
- Uni-modal Gaussian task prior may be restrictive for complex task distributions; Gaussian mixture extension is unverified.
Experimental setup
Datasets: NASBench201 HPOBench HPO-B Hartmann3D function ensemble Forrester functions quadratic functions
Benchmarks: NASBench201 HPOBench HPO-B Hartmann3D synthetic ensemble
Metrics: normalized regret immediate regret average rank runtime
Baselines: Random search LFBO GP ABLR BANNER RGPE GC3P FSBO MetaBO PFN DRE LFBO+BB
Builds on: LFBO BORE TPE RGPE BANNER
Closest papers by meaning
- MetaGameBO: Hierarchical Game-Theoretic Driven Robust Meta-Learning for Bayesian Optimization (AAAI 2026 · similarity 0.91)
- SMOG: Scalable Meta-Learning for Multi-Objective Bayesian Optimization (NeurIPS 2026 · similarity 0.90)
- Meta-Learning Reliable Priors in the Function Space (NeurIPS 2021 · similarity 0.89)
- End-to-End Meta-Bayesian Optimisation with Transformer Neural Processes (NeurIPS 2023 · similarity 0.89)
- Large Language Models to Enhance Bayesian Optimization (ICLR 2024 · similarity 0.88)
- More Flexible PAC-Bayesian Meta-Learning by Learning Learning Algorithms (ICML 2024 · similarity 0.87)
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