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Density Ratio Estimation-based Bayesian Optimization with Semi-Supervised Learning
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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
- DRE-BO-SSL variants outperform BORE/LFBO with supervised classifiers and GP baselines on synthetic functions, Tabular Benchmarks, NATS-Bench and 64D multi-digit MNIST search, averaged over 20 seeds.
- The paper reports that the fixed-size pool subset of 2,000 points can be used to reduce cost without major performance loss.
- Threshold ratio zeta of 0.33 or 0.5 is generally appropriate, while 0.01 and 0.8 underperform.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use DRE-BO-SSL with unlabeled point sampling instead of the tested baseline methods | Bayesian optimization on synthetic benchmarks · Synthetic benchmarks, unlabeled point sampling | simple regret | Helped |
| Use DRE-BO-SSL with a fixed-size pool instead of the tested baseline methods | Bayesian optimization · Synthetic benchmarks, fixed-size pools | simple regret | Helped |
| Use DRE-BO-SSL instead of the tested baseline methods | Bayesian optimization · Tabular Benchmarks | simple regret | Helped |
| Use DRE-BO-SSL instead of the tested baseline methods | Bayesian optimization · NATS-Bench: CIFAR-10, CIFAR-100, and ImageNet-16-120 | simple regret | Helped |
| Use DRE-BO-SSL instead of the tested baseline methods | Bayesian optimization · 64D minimum multi-digit MNIST search | simple regret | Helped |
| Add unlabeled points to semi-supervised learning | DRE-BO-SSL · Synthetic benchmarks | simple regret | Helped |
| Use Gaussian process-based Bayesian optimization instead of DRE-BO-SSL | Bayesian optimization · Tabular Benchmarks | simple regret | Mixed |
| Increase the number of unlabeled points (ablation) | DRE-BO-SSL · Synthetic benchmarks, unlabeled point sampling | simple regret | Mixed |
| Use truncated multivariate normal sampling instead of uniform, Halton, or Sobol' sampling (ablation) | DRE-BO-SSL · Synthetic benchmarks, unlabeled point sampling | simple regret | Mixed |
| Increase the free parameter β (ablation) | Label propagation and label spreading in DRE-BO-SSL · Four synthetic benchmark functions | simple regret | Helped |
| Randomly subsample the fixed-size pool to reduce its subset size (ablation) | DRE-BO-SSL · Fixed-size pools | simple regret | No clear effect |
| Use ζ = 0.01 or ζ = 0.1 instead of the generally recommended threshold ratios (ablation) | DRE-BO-SSL · Synthetic benchmarks | simple regret | Hurt |
Surprising findings
- Varying the number of unlabeled points n_u shows no clear trend; the best setting depends on the benchmark function.
- Smaller threshold ratios (0.01, 0.1) perform worse than larger ones, suggesting over-exploitation is not due to a conservative threshold.
Limitations
- Computational cost of label propagation/spreading grows with pool size, requiring subsampling.
- Performance is sensitive to the number of unlabeled points and sampling distribution, with no universal setting.
- Theoretical guarantees do not directly apply to the sequential Bayesian optimization setting.
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
Closest papers by meaning
- Stochastic Bayesian Optimization with Unknown Continuous Context Distribution via Kernel Density Estimation (AAAI 2024 · similarity 0.86)
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- Bayesian Optimisation with Unknown Hyperparameters: Regret Bounds Logarithmically Closer to Optimal (NeurIPS 2024 · similarity 0.85)
- Data Mixture Optimization: A Multi-fidelity Multi-scale Bayesian Framework (NeurIPS 2025 · similarity 0.85)
- Binary Losses for Density Ratio Estimation (ICLR 2025 · similarity 0.85)
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