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Boosting Offline Optimizers with Surrogate Sensitivity

ICML 2024 · Probabilistic and scientific modeling › Bayesian optimization · approach: Offline black-box optimization with surrogates · 0 citations (OpenAlex)

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Proposes BOSS, a model-agnostic sensitivity-informed regularizer that penalizes how often a surrogate's expected output changes under random parameter perturbations, and plugs it into 11 existing offline optimizers on Design-Bench tasks to improve their performance.

Problem

Offline optimization of black-box design functions relies on learned surrogates that are unreliable out of distribution, where they are sensitive to small parameter perturbations and can mislead the search.

Approach

Defines a model-agnostic (alpha, omega)-sensitivity measure of a surrogate as the probability that its dataset-averaged output changes by more than alpha under Gaussian weight perturbations, relaxes it into a differentiable upper bound with a neural re-parameterization for the perturbation distribution and a first-order Taylor approximation, and uses it as a minimax regularizer added to any offlin

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add BOSS sensitivity regularization to offline optimizersOffline optimizer baselines · Design-Bench tasks, 100th percentilenormalized performance: 84.85% = 56/66 cases; approximately 2.08%; peak improvement 30%Mixed
Add BOSS sensitivity regularizer to CMA-ESCMA-ES · Ant Morphology, 100th percentilenormalized performance: 1.915 ± 0.909 -> 2.009 ± 1.540; +9.4%Helped
Add BOSS sensitivity regularizer to BO-qEIBO-qEI · Superconductor, 100th percentilenormalized performance: 0.394 ± 0.048 -> 0.464 ± 0.013; +7.0%Helped
Add BOSS sensitivity regularizer to ENS-MINENS-MIN · TF-Bind-8, 100th percentilenormalized performance: 0.986 ± 0.006 -> 0.989 ± 0.007; +0.3%Helped
Add BOSS sensitivity regularizer to REINFORCEREINFORCE · TF-Bind-10, 100th percentilenormalized performance: 0.664 ± 0.061 -> 0.964 ± 0.096; +30.0%Helped
Add BOSS sensitivity regularizer to BO-qEIBO-qEI · ChEMBL, 100th percentilenormalized performance: 0.659 ± 0.023 -> 0.688 ± 0.000; +2.9%Helped
Use direct Taylor/CDF sensitivity proxy instead of the main BOSS formulation (ablation)BOSS regularization · Six Design-Bench tasksnormalized performance: 13/18 instances improved; maximum and average improvement 3.1% and 1.25%Mixed
Set sensitivity threshold to an excessively low or high value rather than 0.1 (ablation)BOSS · Superconductor and TF-Bind-8normalized performanceHurt
Increase perturbation sample count beyond 100 (ablation)BOSS · Superconductor and TF-Bind-8performance gainNo clear effect
Use perturbation ranges that are excessively low or high instead of the selected ranges (ablation)BOSS · Superconductor and TF-Bind-8normalized performanceHurt
Add BOSS regularization instead of using L1 or L2 regularization (ablation)Gradient ascent · Superconductor and TF-Bind-8objective valueHelped
Add BOSS regularizer to surrogate training (ablation)CBAS and COMs surrogates · TF-Bind-8 and TF-Bind-10, simulated out-of-distribution test dataRMSEHelped

Surprising findings

Limitations

Experimental setup

Datasets: TF-Bind-8 TF-Bind-10 ChEMBL Ant Morphology D'Kitty Morphology Superconductors

Benchmarks: TF-Bind-8 TF-Bind-10 ChEMBL Ant Morphology D'Kitty Morphology Superconductor

Metrics: normalized oracle performance at 50th, 75th, 100th percentil percentage gain over baseline RMSE on out-of-distribution test data

Baselines: BO-qEI CbAS RoMA ICT CMA-ES COMs MINs REINFORCE GA ENS-MIN ENS-MEAN DDOM

Builds on: Design-Bench CbAS COMs ICT RoMA

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