mlsanityData to 7 Oct 2026

SOBER: Highly Parallel Bayesian Optimization and Bayesian Quadrature over Discrete and Mixed Spaces

arXiv 2301.11832 ↗First posted 27 Jan 2023cs.LG cs.NA math.NAcited by 7

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Abstract (arXiv)

Batch Bayesian optimisation and Bayesian quadrature have been shown to be sample-efficient methods of performing optimisation and quadrature where expensive-to-evaluate objective functions can be queried in parallel. However, current methods do not scale to large batch sizes -- a frequent desideratum in practice (e.g. drug discovery or simulation-based inference). We present a novel algorithm, SOBER, which permits scalable and diversified batch global optimisation and quadrature with arbitrary acquisition functions and kernels over discrete and mixed spaces. The key to our approach is to reformulate batch selection for global optimisation as a quadrature problem, which relaxes acquisition function maximisation (non-convex) to kernel recombination (convex). Bridging global optimisation and quadrature can efficiently solve both tasks by balancing the merits of exploitative Bayesian optimisation and explorative Bayesian quadrature. We show that SOBER outperforms 11 competitive baselines on 12 synthetic and diverse real-world tasks.

Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). Builds on 39 of its 77 references that are in the map. First posted on arXiv 27 Jan 2023.

Builds on

39 of 77 references.

References · 39

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27 more
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Cited by year

Citing papers per year: 2023: 3; 2024: 4.

7 papers.

  1. 2023Looping in the Human Collaborative and Explainable Bayesian Optimizationcited by 27
  2. 2023Adaptive Batch Sizes for Active Learning A Probabilistic Numerics Approachcited by 6
  3. 2024TS-RSR: A provably efficient approach for batch Bayesian Optimizationcited by 4
  4. 2024A Quadrature Approach for General-Purpose Batch Bayesian Optimization via Probabilistic Liftingcited by 3
  5. 2024Optimal Initialization of Batch Bayesian Optimizationcited by 2
  6. 2024Practical Bayesian Algorithm Execution via Posterior Samplingcited by 2
  7. 2023Policy Gradient with Kernel Quadraturecited by 1