# Searching in the Forest for Local Bayesian Optimization

arXiv: https://arxiv.org/abs/2111.05834 · HTML: https://mlsanity.com/paper/2111.05834/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 19 of its 51 references that are in the map.
- First posted on arXiv 10 Nov 2021.

## Builds on (most cited first, 19 of 19)

- [Proximal Policy Optimization Algorithms](https://mlsanity.com/paper/1707.06347/) (2017)
- [OpenAI Gym](https://mlsanity.com/paper/1606.01540/) (2016)
- [GPyTorch: Blackbox Matrix-Matrix Gaussian Process Inference with GPU Acceleration](https://mlsanity.com/paper/1809.11165/) (2018)
- [Evolution Strategies as a Scalable Alternative to Reinforcement Learning](https://mlsanity.com/paper/1703.03864/) (2017)
- [BOHB: Robust and Efficient Hyperparameter Optimization at Scale](https://mlsanity.com/paper/1807.01774/) (2018)
- [Gaussian Processes for Big Data](https://mlsanity.com/paper/1309.6835/) (2013)
- [Scalable Global Optimization via Local Bayesian Optimization](https://mlsanity.com/paper/1910.01739/) (2019)
- [SMAC3: A Versatile Bayesian Optimization Package for Hyperparameter Optimization](https://mlsanity.com/paper/2109.09831/) (2021)
- [High Dimensional Bayesian Optimisation and Bandits via Additive Models](https://mlsanity.com/paper/1503.01673/) (2015)
- [Batched Large-scale Bayesian Optimization in High-dimensional Spaces](https://mlsanity.com/paper/1706.01445/) (2017)
- [HPOBench: A Collection of Reproducible Multi-Fidelity Benchmark Problems for HPO](https://mlsanity.com/paper/2109.06716/) (2021)
- [Learning Search Space Partition for Black-box Optimization using Monte Carlo Tree Search](https://mlsanity.com/paper/2007.00708/) (2020)
- [BOCK : Bayesian Optimization with Cylindrical Kernels](https://mlsanity.com/paper/1806.01619/) (2018)
- [Think Global and Act Local: Bayesian Optimisation over High-Dimensional Categorical and Mixed Search Spaces](https://mlsanity.com/paper/2102.07188/) (2021)
- [Natural Gradients in Practice: Non-Conjugate Variational Inference in Gaussian Process Models](https://mlsanity.com/paper/1803.09151/) (2018)
- [BORE: Bayesian Optimization by Density-Ratio Estimation](https://mlsanity.com/paper/2102.09009/) (2021)
- [Optimization, fast and slow: optimally switching between local and Bayesian optimization](https://mlsanity.com/paper/1805.08610/) (2018)
- [Bayesian Multi-Scale Optimistic Optimization](https://mlsanity.com/paper/1402.7005/) (2014)
- [Heteroscedastic Treed Bayesian Optimisation](https://mlsanity.com/paper/1410.7172/) (2014)

## Abstract (arXiv)

Because of its sample efficiency, Bayesian optimization (BO) has become a popular approach dealing with expensive black-box optimization problems, such as hyperparameter optimization (HPO). Recent empirical experiments showed that the loss landscapes of HPO problems tend to be more benign than previously assumed, i.e. in the best case uni-modal and convex, such that a BO framework could be more efficient if it can focus on those promising local regions. In this paper, we propose BOinG, a two-stage approach that is tailored toward mid-sized configuration spaces, as one encounters in many HPO problems. In the first stage, we build a scalable global surrogate model with a random forest to describe the overall landscape structure. Further, we choose a promising subregion via a bottom-up approach on the upper-level tree structure. In the second stage, a local model in this subregion is utilized to suggest the point to be evaluated next. Empirical experiments show that BOinG is able to exploit the structure of typical HPO problems and performs particularly well on mid-sized problems from synthetic functions and HPO.