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The Behavior and Convergence of Local Bayesian Optimization

NeurIPS 2023 · Optimization › Optimizers · approach: Randomized gradient estimation · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
increase batch size linearly as b_t = dt (ablation)Local BO · Noisy GP sample paths, RBF or Matérn ν = 2.5minimum squared gradient norm: \Oc\bb{\sigma d} -> \Oc\bigl(\sigma d^{\frac54} n^{-\frac14} \log n\bigr)Helped
increase batch size quadratically as b_t = dt^2 rather than linearly (ablation)Local BO · Noisy GP sample paths, RBF or Matérn ν = 2.5minimum squared gradient norm: \Oc\bigl(\sigma d^{\frac54} n^{-\frac14} \log n\bigr) -> \Oc\bigl(\sigma d^{\frac43} n^{-\frac13} \log^2 n\bigr)Helped
use batch size d + 1 instead of a smaller constant batch (ablation)Local BO · Noiseless RKHS settingminimum squared gradient norm: B^2 E_{d, k, 0}(b) -> 0; \Oc\bb{d / n}Helped
use projected updates (ablation)Local BO · Noisy GP sample pathsminimum squared gradient mapping norm: The paper says: “These rates are slower than [ref].”Hurt
perform 10–20 random restarts instead of a single restart (ablation)Local BO · GP sample paths, 100 dimensionsbest objective valueHelped
increase random restarts beyond a handful (ablation)Local BO · GP sample paths, 100 dimensionsbest objective valueNo clear effect
increase the number of observations from n = 5 to n = 10 (ablation)Matérn GP gradient estimation · Two-dimensional ℓ1 norm at (0, 1)gradient estimation error: n = 5 -> n = 10Helped
estimate the slope of a nondifferentiable ℓ1 objective rather than a differentiable quadratic with the same queries (ablation)Matérn GP gradient estimation · Two-dimensional objective at (0, 1), n = 5gradient estimation errorHurt

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