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MALIBO: Meta-learning for Likelihood-free Bayesian Optimization

ICML 2024 · Probabilistic and scientific modeling › Bayesian optimization · approach: Acquisition function design · 1 citations (OpenAlex)

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
add Thompson sampling for exploration (ablation)MALIBO · Forrester and quadratic synthetic functionsoptimization performanceHelped
add gradient boosting as a residual prediction model (ablation)MALIBO · HPOBench and NASBench201normalized regretHelped
add a mean prediction layer (ablation)MALIBO · real-world AutoML benchmarkswarm-starting performanceHelped
remove the task prediction layer and use only the task-agnostic component (ablation)MALIBO · NASBench201normalized regretHelped
remove the task prediction layer and use only the task-agnostic component (ablation)MALIBO · HPOBench and HPO-Bnormalized regretHurt
replace gradient boosting with a random forest classifier (ablation)MALIBO · real-world AutoML benchmarksnormalized regretHurt
replace gradient boosting with an MLP classifier (ablation)MALIBO · real-world AutoML benchmarksnormalized regretHurt
use probit approximation for the marginalized acquisition function and omit gradient boosting (ablation)MALIBO · Forrester and quadratic synthetic functionsoptimization performanceHurt
use Thompson sampling without gradient boosting (ablation)MALIBO · HPOBench and NASBench201normalized regretHurt
remove the mean prediction layer (ablation)MALIBO · real-world AutoML benchmarkswarm-starting performanceHurt
use only the task-agnostic mean prediction layer, without the task prediction layer (ablation)MALIBO · HPOBench and HPO-Bnormalized regretHurt
replace Laplace approximation with stochastic variational inference (ablation)MALIBO · NASBench201runtime per iteration (seconds): 0.1 vs around 10 secondsHurt

Surprising findings

Limitations

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

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