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Density Ratio Estimation-based Bayesian Optimization with Semi-Supervised Learning

ICML 2025 · Probabilistic and scientific modeling › Bayesian optimization · approach: Acquisition function design · 0 citations (OpenAlex)

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Proposes DRE-BO-SSL, a density-ratio-estimation Bayesian optimization method that uses semi-supervised classifiers (label propagation/spreading) on unlabeled points to reduce the over-exploitation of supervised classifiers such as BORE and LFBO.

Problem

Supervised classifiers used in density-ratio-estimation-based Bayesian optimization (BORE, LFBO) are overconfident and over-exploit known good regions, getting stuck in local optima.

Approach

Augment the labeled evaluation set with unlabeled points (sampled from a truncated multivariate normal via minimax tilting, or taken from a fixed pool) and use graph-based semi-supervised classifiers (label propagation and label spreading, with an inductive kernel-weighted extension) to estimate the class probability used as the acquisition function, with the RBF kernel width learned by entropy mi

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use DRE-BO-SSL with unlabeled point sampling instead of the tested baseline methodsBayesian optimization on synthetic benchmarks · Synthetic benchmarks, unlabeled point samplingsimple regretHelped
Use DRE-BO-SSL with a fixed-size pool instead of the tested baseline methodsBayesian optimization · Synthetic benchmarks, fixed-size poolssimple regretHelped
Use DRE-BO-SSL instead of the tested baseline methodsBayesian optimization · Tabular Benchmarkssimple regretHelped
Use DRE-BO-SSL instead of the tested baseline methodsBayesian optimization · NATS-Bench: CIFAR-10, CIFAR-100, and ImageNet-16-120simple regretHelped
Use DRE-BO-SSL instead of the tested baseline methodsBayesian optimization · 64D minimum multi-digit MNIST searchsimple regretHelped
Add unlabeled points to semi-supervised learningDRE-BO-SSL · Synthetic benchmarkssimple regretHelped
Use Gaussian process-based Bayesian optimization instead of DRE-BO-SSLBayesian optimization · Tabular Benchmarkssimple regretMixed
Increase the number of unlabeled points (ablation)DRE-BO-SSL · Synthetic benchmarks, unlabeled point samplingsimple regretMixed
Use truncated multivariate normal sampling instead of uniform, Halton, or Sobol' sampling (ablation)DRE-BO-SSL · Synthetic benchmarks, unlabeled point samplingsimple regretMixed
Increase the free parameter β (ablation)Label propagation and label spreading in DRE-BO-SSL · Four synthetic benchmark functionssimple regretHelped
Randomly subsample the fixed-size pool to reduce its subset size (ablation)DRE-BO-SSL · Fixed-size poolssimple regretNo clear effect
Use ζ = 0.01 or ζ = 0.1 instead of the generally recommended threshold ratios (ablation)DRE-BO-SSL · Synthetic benchmarkssimple regretHurt

Surprising findings

Limitations

Experimental setup

Datasets: Branin Beale Bukin6 Six-Hump Camel Tabular Benchmarks (naval propulsion, protein structure, Parkinson's telemonitoring, slice localization) NATS-Bench (CIFAR-10, CIFAR-100, ImageNet-16-120) MNIST

Benchmarks: Branin Beale Bukin6 Six-Hump Camel Tabular Benchmarks NATS-Bench 64D minimum multi-digit MNIST search

Metrics: simple regret

Baselines: Gaussian process EI Gaussian process UCB BORE with random forest LFBO with random forest BORE/LFBO with gradient boosting BORE/LFBO with XGBoost BORE/LFBO with MLP

Builds on: BORE LFBO label propagation label spreading minimax tilting

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