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Adaptive Partitioning Schemes for Optimistic Optimization

ICML 2025 · Learning theory and algorithms › Prediction and decision losses · approach: Determinantal point process inference

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Learns a rotated low-dimensional partitioning (via a single-hidden-layer network's top singular vectors) for SequOOL-style optimistic optimization, proving improved regret for multi-index functions and applying it to joint AWQ scale tuning for OPT-1.3B.

Problem

Optimistic optimization for black-box functions relies on a domain partitioning scheme whose quality strongly affects performance; the default axis-aligned partition scales poorly and fails to exploit low-dimensional structure in high-dimensional problems.

Approach

Learn an adaptive partitioning from the top right singular vectors of a neural network fit to function samples, defining cells in the estimated active subspace and optionally choosing split directions adaptively via a lookahead strategy on the surrogate; for multi-index functions this gives improved regret exponents over SequOOL.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
jointly optimize scaling factors across all layers rather than use separate 1D AWQ grid searchesOPT-1.3B quantization with Algorithm 2 · WikiText-2PPL: 16.92 -> 16.68Helped
jointly optimize scaling factors across all layers rather than use separate 1D AWQ grid searchesOPT-1.3B quantization with Algorithm 2 · Calibration setPPL: 14.62 -> 14.29Helped
use Algorithm 1 instead of AWQ grid searchOPT-1.3B quantization · WikiText-2PPL: 16.92 -> 16.96Hurt
use Algorithm 2 instead of SequOOLOPT-1.3B quantization · Calibration setPPL: 14.28 -> 14.29Hurt
learn and use an adaptive partitioning schemeblack-box optimization method · Rastriginregret: 4.22 \times 10^{-5} -> zeroHelped
learn and use an adaptive partitioning schemeblack-box optimization method · Rastriginregret: 5.5 \times 10^{-3} -> zeroHelped
learn and use an adaptive partitioning schemeblack-box optimization method · Styblinski-Tangfunction evaluations to reach zero regret: 2000 -> approximately 900Helped
use 2:1 direction splitting instead of lookahead direction selection (ablation)SequOOL with adaptive partitioning · Illustrative function from direction-selection exampleregret: 5.68 \times 10^{-10} -> 1.8 \times 10^{-4}Hurt
use 1:1 direction splitting instead of lookahead direction selection (ablation)SequOOL with adaptive partitioning · Illustrative function from direction-selection exampleregret: 5.68 \times 10^{-10} -> 1.98 \times 10^{-5}Hurt

Surprising findings

Limitations

Experimental setup

Datasets: WikiText-2 Pile

Benchmarks: Rastrigin Sphere Styblinski-Tang Branin Hartmann-6 Sharp Ridge Ellipsoid WikiText-2

Metrics: simple regret perplexity

Baselines: SequOOL SOO RESOO REMBO HeSBO CMA-ES Dual Annealing DiRect Random Search AWQ grid search

Builds on: SequOOL SOO AWQ RESOO TuRBO

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