Optimization, fast and slow: optimally switching between local and Bayesian optimization
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Abstract (arXiv)
We develop the first Bayesian Optimization algorithm, BLOSSOM, which selects between multiple alternative acquisition functions and traditional local optimization at each step. This is combined with a novel stopping condition based on expected regret. This pairing allows us to obtain the best characteristics of both local and Bayesian optimization, making efficient use of function evaluations while yielding superior convergence to the global minimum on a selection of optimization problems, and also halting optimization once a principled and intuitive stopping condition has been fulfilled.
Key facts. Cited by 22 papers in the map (data through 14 Oct 2026). First posted on arXiv 22 May 2018.
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Citing papers per year: 2021: 7; 2022: 2; 2023: 5; 2024: 1; 2025: 4; 2026: 3.
22 papers.
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- 2023Unexpected Improvements to Expected Improvement for Bayesian Optimizationcited by 149
- 2021Local policy search with Bayesian optimizationcited by 38
- 2022Local Bayesian optimization via maximizing probability of descentcited by 30
- 2021TREGO: a Trust-Region Framework for Efficient Global Optimizationcited by 29
- 2021Automatic Termination for Hyperparameter Optimizationcited by 21
- 2024Stopping Bayesian Optimization with Probabilistic Regret Boundscited by 11
- 2021Revisiting Bayesian Optimization in the light of the COCO benchmarkcited by 10
- 2025User Preference Meets Pareto-Optimality in Multi-Objective Bayesian Optimizationcited by 6
- 2021Predicting the utility of search spaces for black-box optimization: a simple, budget-aware approachcited by 2
- 2022Bayesian Optimization with Informative Covariancecited by 2
- 2023LABCAT: Locally adaptive Bayesian optimization using principal-component-aligned trust regionscited by 2
- 2023Hyper-parameter Tuning for Adversarially Robust Modelscited by 1
10 more
- 2023HomOpt: A Homotopy-Based Hyperparameter Optimization Methodcited by 1
- 2025Bayesian autoregression to optimize temporal Mat'ern kernel Gaussian process hyperparameterscited by 1
- 2021CobBO: Coordinate Backoff Bayesian Optimization with Two-Stage Kernelscited by 0
- 2021Searching in the Forest for Local Bayesian Optimizationcited by 0
- 2023Dependency Structure Search Bayesian Optimization for Decision Making Modelscited by 0
- 2025Adaptive Replication Strategies in Trust-Region-Based Bayesian Optimization of Stochastic Functionscited by 0
- 2025Efficient Sliced Wasserstein Distance Computation via Adaptive Bayesian Optimizationcited by 0
- 2026LAGO: A Local-Global Optimization Framework Combining Trust Region Methods and Bayesian Optimizationcited by 0
- 2026Regret-Based (ε,δ)-optimal Stopping Criteria for Bayesian Optimizationcited by 0
- 2026GRAPE: Gradient Refinement and Progress-Aware Exploitation for Query-Efficient High-Dimensional Bayesian Optimizationcited by 0
- 2026GRAPE: Gradient Refinement and Progress-Aware Exploitation for Query-Efficient High-Dimensional Bayesian Optimization25 Aug 2026
- 2026Regret-Based (ε,δ)-optimal Stopping Criteria for Bayesian Optimization21 May 2026
- 2026LAGO: A Local-Global Optimization Framework Combining Trust Region Methods and Bayesian Optimization3 Mar 2026
- 2025Efficient Sliced Wasserstein Distance Computation via Adaptive Bayesian Optimization22 Sep 2025
- 2025Bayesian autoregression to optimize temporal Mat'ern kernel Gaussian process hyperparameters13 Aug 2025
- 2025Adaptive Replication Strategies in Trust-Region-Based Bayesian Optimization of Stochastic Functions29 Apr 2025
- 2025User Preference Meets Pareto-Optimality in Multi-Objective Bayesian Optimization10 Feb 2025
- 2024Stopping Bayesian Optimization with Probabilistic Regret Bounds26 Feb 2024
- 2023LABCAT: Locally adaptive Bayesian optimization using principal-component-aligned trust regions19 Nov 2023
- 2023Unexpected Improvements to Expected Improvement for Bayesian Optimization31 Oct 2023
- 2023HomOpt: A Homotopy-Based Hyperparameter Optimization Method7 Aug 2023
- 2023Dependency Structure Search Bayesian Optimization for Decision Making Models1 Aug 2023
10 more
- 2023Hyper-parameter Tuning for Adversarially Robust Models5 Apr 2023
- 2022Local Bayesian optimization via maximizing probability of descent21 Oct 2022
- 2022Bayesian Optimization with Informative Covariance4 Aug 2022
- 2021Predicting the utility of search spaces for black-box optimization: a simple, budget-aware approach15 Dec 2021
- 2021Searching in the Forest for Local Bayesian Optimization10 Nov 2021
- 2021Local policy search with Bayesian optimization22 Jun 2021
- 2021Automatic Termination for Hyperparameter Optimization16 Apr 2021
- 2021Revisiting Bayesian Optimization in the light of the COCO benchmark30 Mar 2021
- 2021TREGO: a Trust-Region Framework for Efficient Global Optimization18 Jan 2021
- 2021CobBO: Coordinate Backoff Bayesian Optimization with Two-Stage Kernels13 Jan 2021
- 2023Unexpected Improvements to Expected Improvement for Bayesian Optimizationcited by 149
- 2021Local policy search with Bayesian optimizationcited by 38
- 2022Local Bayesian optimization via maximizing probability of descentcited by 30
- 2021TREGO: a Trust-Region Framework for Efficient Global Optimizationcited by 29
- 2021Automatic Termination for Hyperparameter Optimizationcited by 21
- 2024Stopping Bayesian Optimization with Probabilistic Regret Boundscited by 11
- 2021Revisiting Bayesian Optimization in the light of the COCO benchmarkcited by 10
- 2025User Preference Meets Pareto-Optimality in Multi-Objective Bayesian Optimizationcited by 6
- 2021Predicting the utility of search spaces for black-box optimization: a simple, budget-aware approachcited by 2
- 2022Bayesian Optimization with Informative Covariancecited by 2
- 2023LABCAT: Locally adaptive Bayesian optimization using principal-component-aligned trust regionscited by 2
- 2023Hyper-parameter Tuning for Adversarially Robust Modelscited by 1
12 most cited of 22 All 22 (JSON)
- 2026GRAPE: Gradient Refinement and Progress-Aware Exploitation for Query-Efficient High-Dimensional Bayesian Optimization25 Aug 2026
- 2026Regret-Based (ε,δ)-optimal Stopping Criteria for Bayesian Optimization21 May 2026
- 2026LAGO: A Local-Global Optimization Framework Combining Trust Region Methods and Bayesian Optimization3 Mar 2026
- 2025Efficient Sliced Wasserstein Distance Computation via Adaptive Bayesian Optimization22 Sep 2025
- 2025Bayesian autoregression to optimize temporal Mat'ern kernel Gaussian process hyperparameters13 Aug 2025
- 2025Adaptive Replication Strategies in Trust-Region-Based Bayesian Optimization of Stochastic Functions29 Apr 2025
- 2025User Preference Meets Pareto-Optimality in Multi-Objective Bayesian Optimization10 Feb 2025
- 2024Stopping Bayesian Optimization with Probabilistic Regret Bounds26 Feb 2024
- 2023LABCAT: Locally adaptive Bayesian optimization using principal-component-aligned trust regions19 Nov 2023
- 2023Unexpected Improvements to Expected Improvement for Bayesian Optimization31 Oct 2023
- 2023HomOpt: A Homotopy-Based Hyperparameter Optimization Method7 Aug 2023
- 2023Dependency Structure Search Bayesian Optimization for Decision Making Models1 Aug 2023
12 newest of 22 All 22 (JSON)