# Standard Gaussian Process is All You Need for High-Dimensional Bayesian Optimization

arXiv: https://arxiv.org/abs/2402.02746 · HTML: https://mlsanity.com/paper/2402.02746/

## Key facts

- Cited by 34 papers in the map (data through 14 Oct 2026).
- Builds on 22 of its 38 references that are in the map.
- First posted on arXiv 5 Feb 2024.

## Builds on (most cited first, 22 of 22)

- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [A Tutorial on Bayesian Optimization](https://mlsanity.com/paper/1807.02811/) (2018)
- [GPyTorch: Blackbox Matrix-Matrix Gaussian Process Inference with GPU Acceleration](https://mlsanity.com/paper/1809.11165/) (2018)
- [What is the State of Neural Network Pruning?](https://mlsanity.com/paper/2003.03033/) (2020)
- [A Tutorial on Thompson Sampling](https://mlsanity.com/paper/1707.02038/) (2017)
- [NAS-Bench-201: Extending the Scope of Reproducible Neural Architecture Search](https://mlsanity.com/paper/2001.00326/) (2020)
- [Scalable Global Optimization via Local Bayesian Optimization](https://mlsanity.com/paper/1910.01739/) (2019)
- [Bayesian Optimization in a Billion Dimensions via Random Embeddings](https://mlsanity.com/paper/1301.1942/) (2013)
- [Unexpected Improvements to Expected Improvement for Bayesian Optimization](https://mlsanity.com/paper/2310.20708/) (2023)
- [High-Dimensional Bayesian Optimization with Sparse Axis-Aligned Subspaces](https://mlsanity.com/paper/2103.00349/) (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)
- [Which Neural Net Architectures Give Rise To Exploding and Vanishing Gradients?](https://mlsanity.com/paper/1801.03744/) (2018)
- [Re-Examining Linear Embeddings for High-Dimensional Bayesian Optimization](https://mlsanity.com/paper/2001.11659/) (2020)
- [Vanilla Bayesian Optimization Performs Great in High Dimensions](https://mlsanity.com/paper/2402.02229/) (2024)
- [High-Dimensional Bayesian Optimization via Additive Models with Overlapping Groups](https://mlsanity.com/paper/1802.07028/) (2018)
- [Increasing the Scope as You Learn: Adaptive Bayesian Optimization in Nested Subspaces](https://mlsanity.com/paper/2304.11468/) (2023)
- [Kernel Methods are Competitive for Operator Learning](https://mlsanity.com/paper/2304.13202/) (2023)
- [LassoBench: A High-Dimensional Hyperparameter Optimization Benchmark Suite for Lasso](https://mlsanity.com/paper/2111.02790/) (2021)
- [Are Random Decompositions all we need in High Dimensional Bayesian Optimisation?](https://mlsanity.com/paper/2301.12844/) (2023)
- [High-Dimensional Bayesian Optimization via Tree-Structured Additive Models](https://mlsanity.com/paper/2012.13088/) (2020)
- [Accelerating Kernel Classifiers Through Borders Mapping](https://mlsanity.com/paper/1708.05917/) (2017)

## Built on by (most cited first, 30 of 34)

- [A survey and benchmark of high-dimensional Bayesian optimization of discrete sequences](https://mlsanity.com/paper/2406.04739/) (2024)
- [Understanding High-Dimensional Bayesian Optimization](https://mlsanity.com/paper/2502.09198/) (2025)
- [Large language models as uncertainty-calibrated optimizers for experimental discovery](https://mlsanity.com/paper/2504.06265/) (2025)
- [We Still Don't Understand High-Dimensional Bayesian Optimization](https://mlsanity.com/paper/2512.00170/) (2025)
- [Curveball Steering: The Right Direction To Steer Isn't Always Linear](https://mlsanity.com/paper/2603.09313/) (2026)
- [Hyperparameter Optimization for Randomized Algorithms: A Case Study on Random Features](https://mlsanity.com/paper/2407.00584/) (2024)
- [NeST-BO: Fast Local Bayesian Optimization via Newton-Step Targeting of Gradient and Hessian Information](https://mlsanity.com/paper/2510.05516/) (2025)
- [Bayesian Active Learning with Gaussian Processes Guided by LLM Relevance Scoring for Dense Passage Retrieval](https://mlsanity.com/paper/2604.17906/) (2026)
- [BayeSQP: Bayesian Optimization through Sequential Quadratic Programming](https://mlsanity.com/paper/2602.03232/) (2026)
- [High Dimensional Bayesian Optimization using Lasso Variable Selection](https://mlsanity.com/paper/2504.01743/) (2025)
- [Martingale Posterior Neural Networks for Fast Sequential Decision Making](https://mlsanity.com/paper/2506.11898/) (2025)
- [Bencher: Simple and Reproducible Benchmarking for Black-Box Optimization](https://mlsanity.com/paper/2505.21321/) (2025)
- [Fine-tuning LLMs with variational Bayesian last layer for high-dimensional Bayesian optimization](https://mlsanity.com/paper/2510.01471/) (2025)
- [BO4Mob: Bayesian Optimization Benchmarks for High-Dimensional Urban Mobility Problem](https://mlsanity.com/paper/2510.18824/) (2025)
- [Dynamic Priors in Bayesian Optimization for Hyperparameter Optimization](https://mlsanity.com/paper/2511.02570/) (2025)
- [Do We Really Need to Approach the Entire Pareto Front in Many-Objective Bayesian Optimisation?](https://mlsanity.com/paper/2604.09417/) (2026)
- [Rethinking Trust Region Bayesian Optimization in High Dimensions](https://mlsanity.com/paper/2604.22967/) (2026)
- [Decoupled-Value Attention for Prior-Data Fitted Networks: GP Inference for Physical Equations](https://mlsanity.com/paper/2509.20950/) (2025)
- [Local Entropy Search over Descent Sequences for Bayesian Optimization](https://mlsanity.com/paper/2511.19241/) (2025)
- [Human-LLM Collaborative Feature Engineering for Tabular Data](https://mlsanity.com/paper/2601.21060/) (2026)
- [Automated Kernel Discovery Towards Understanding High-dimensional Bayesian Optimization](https://mlsanity.com/paper/2605.20249/) (2026)
- [Search at the Cost of Sampling: Nearly-Instant Latent Space Bayesian Optimization](https://mlsanity.com/paper/2609.19476/) (2026)
- [Regime-Adaptive Bayesian Optimization via Dirichlet Process Mixtures of Gaussian Processes](https://mlsanity.com/paper/2601.20043/) (2026)
- [Learning to Attack: A Bandit Approach to Adversarial Context Poisoning](https://mlsanity.com/paper/2603.00567/) (2026)
- [Artificial Intelligence for Climate Adaptation: Reinforcement Learning for Climate Change-Resilient Transport](https://mlsanity.com/paper/2603.06278/) (2026)
- [Standard Acquisition Is Sufficient for Asynchronous Bayesian Optimization](https://mlsanity.com/paper/2603.13501/) (2026)
- [Multifidelity-Augmented Gaussian Process Inputs for Surrogate Modeling from Scarce Data](https://mlsanity.com/paper/2603.22050/) (2026)
- [Automated Random Embedding for Practical Bayesian Optimization with Unknown Effective Dimension](https://mlsanity.com/paper/2605.23473/) (2026)
- [Information-Based Exploration via Random Features for Reinforcement Learning](https://mlsanity.com/paper/2607.17981/) (2026)
- [GRAPE: Gradient Refinement and Progress-Aware Exploitation for Query-Efficient High-Dimensional Bayesian Optimization](https://mlsanity.com/paper/2608.25116/) (2026)

## Abstract (arXiv)

A long-standing belief holds that Bayesian Optimization (BO) with standard Gaussian processes (GP) -- referred to as standard BO -- underperforms in high-dimensional optimization problems. While this belief seems plausible, it lacks both robust empirical evidence and theoretical justification. To address this gap, we present a systematic investigation. First, through a comprehensive evaluation across twelve benchmarks, we found that while the popular Square Exponential (SE) kernel often leads to poor performance, using Mat'ern kernels enables standard BO to consistently achieve top-tier results, frequently surpassing methods specifically designed for high-dimensional optimization. Second, our theoretical analysis reveals that the SE kernel's failure primarily stems from improper initialization of the length-scale parameters, which are commonly used in practice but can cause gradient vanishing in training. We provide a probabilistic bound to characterize this issue, showing that Mat'ern kernels are less susceptible and can robustly handle much higher dimensions. Third, we propose a simple robust initialization strategy that dramatically improves the performance of the SE kernel, bringing it close to state-of-the-art methods, without requiring additional priors or regularization. We prove another probabilistic bound that demonstrates how the gradient vanishing issue can be effectively mitigated with our method. Our findings advocate for a re-evaluation of standard BO's potential in high-dimensional settings.
