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Generative Adversarial Model-Based Optimization via Source Critic Regularization

NeurIPS 2024 · Probabilistic and scientific modeling › Bayesian optimization · approach: Multi-fidelity hyperparameter optimization · 2 citations (OpenAlex)

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Proposes adaptive source critic regularization (aSCR), a WGAN-style critic penalty with dynamically tuned Lagrange multiplier, added to Bayesian optimization (GABO) and gradient ascent (GAGA) to keep offline MBO designs in-distribution.

Problem

Offline model-based optimization: surrogate models overestimate objective values for out-of-distribution designs, so optimizing against them yields poor oracle scores.

Approach

Constrain surrogate optimization with a Wasserstein source critic that scores generated designs against the offline dataset, cast as a Lagrangian whose multiplier is set adaptively via a dual-based search over alpha on Monte Carlo prior samples, making the method task- and optimizer-agnostic.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
add adaptive source critic regularization to BO-qEIBayesian optimization on eight MBO tasks · Eight MBO tasks, top-1average rank (lower is better): 8.8 -> 3.8Helped
add adaptive source critic regularization to BO-qEIBayesian optimization on eight MBO tasks · Eight MBO tasks, top-128average rank (lower is better): 6.6 -> 3.0Helped
add adaptive source critic regularization to gradient ascentGradient ascent on eight MBO tasks · Eight MBO tasks, top-1average rank (lower is better): 9.0 -> 7.4Helped
add adaptive source critic regularization to gradient ascentGradient ascent on eight MBO tasks · Eight MBO tasks, top-128average rank (lower is better): 11.0 -> 7.6Helped
adapt α rather than fix it to a constant (ablation)GABO · Eight MBO tasks, top-1average rank (lower is better): fixed α ranks: 4.5, 3.9, 3.6, 2.4, 4.8; aSCR: 1.9Helped
adapt α rather than fix it to a constant (ablation)GABO · Eight MBO tasks, top-128average rank (lower is better): fixed α ranks: 4.3, 4.8, 2.9, 3.4, 3.4; aSCR: 2.4Mixed
adapt α rather than fix it to a constant (ablation)GAGA · MBO tasks, top-1 and top-128average rank (lower is better)Helped
constrain the objective with adaptive source critic regularization instead of unconstrained BO-qEILogP optimization · LogPdistance covariance with oracle scores: 0.392 ± 0.040 -> 0.535 ± 0.067Helped

Surprising findings

Limitations

Experimental setup

Datasets: Branin (synthetic) Guacamol Design-Bench TF-Bind-8 Design-Bench GFP Design-Bench UTR Design-Bench ChEMBL D'Kitty Warfarin pharmacogenetic dataset

Benchmarks: Branin LogP TF-Bind-8 GFP UTR ChEMBL D'Kitty Warfarin

Metrics: top-1 oracle score (100th percentile) top-128 oracle score 90th percentile oracle score average rank

Baselines: BO-qEI TuRBO L-BFGS CMA-ES simulated annealing COM RoMA BDI DDOM BONET ExPT ROMO

Builds on: Wasserstein GAN conditioning by adaptive sampling conservative objective models Robust Model Adaptation variational autoencoder

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