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Inversion-based Latent Bayesian Optimization

NeurIPS 2024 · Probabilistic and scientific modeling › Bayesian optimization · approach: Acquisition function design · 1 citations (OpenAlex)

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Proposes InvBO, a plug-and-play module for VAE-based latent Bayesian optimization that uses optimization-based inversion to align encoder-decoder data without extra oracle calls and a potential-aware trust region anchor selection.

Problem

Latent Bayesian optimization over discrete structures suffers from a misalignment between latent codes and inputs caused by VAE reconstruction error, which yields inaccurate surrogates and poor solutions; trust-region anchors are also chosen only by objective value.

Approach

Invert the frozen decoder by optimizing the latent code so that the decoded output reconstructs the target discrete data (building aligned decoder triplets without extra oracle calls), and pick trust-region anchors by adding a Thompson-sampling-based potential score to the observed objective value.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add InvBO to trust-region LBO methodsTuRBO-L, LOL-BO, and CoBO · med2 and valtoptimization score: 0.191$\pm$0.003 -> 0.214$\pm$0.006; 0.000$\pm$0.000 -> 0.348$\pm$0.107Helped
Add inversion to LBO methodsLBO, W-LBO, and PG-LBO · Guacamol tasksoptimization score: 0.502$\pm$0.006 -> 0.526$\pm$0.002Helped
Add inversion to the dataset construction and VAE-update process (ablation)CoBO · osmbaverage best score: 0.784, 0.792, and 0.804 score gains compared to vanilla CoBOHelped
Add potential-aware trust region anchor selection (ablation)CoBO · osmbaverage best score: 0.784, 0.792, and 0.804 score gains compared to vanilla CoBOHelped
Use decoder triplets generated by inversion instead of encoder triplets (ablation)CoBO with potential-aware anchor selection · valt and med2optimization scoreHelped
Use inversion to align training data (ablation)LBO · med2 and valtnormalized Levenshtein distanceHelped
Use potential-aware anchor selection instead of objective-score-only selection (ablation)LBO with inversion · valt and med2optimization scoreHelped
Use potential-aware anchor selection instead of objective-score-only selection (ablation)CoBO + InvBO · two tasksnumber of searched unique data samplesHelped
Add CoBO regularization losses (ablation)LBO surrogate model · prediction-error analysisobjective value prediction errorHelped
Combine CoBO regularization losses with inversion (ablation)CoBO + InvBO · prediction-error analysisobjective value prediction errorHelped

Surprising findings

Limitations

Experimental setup

Datasets: Guacamol DRD3 arithmetic expression fitting

Benchmarks: Guacamol (med2, zale, pdop, adip, osmb, rano, valt) DRD3 arithmetic expression fitting

Metrics: best objective score under oracle budget wall-clock time

Baselines: LS-BO TuRBO-L W-LBO LOL-BO CoBO PG-LBO GB-GA

Builds on: TuRBO LOL-BO CoBO GrammarVAE SELFIES VAE

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