FunBO: Discovering Acquisition Functions for Bayesian Optimization with FunSearch
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Abstract (arXiv)
The sample efficiency of Bayesian optimization algorithms depends on carefully crafted acquisition functions (AFs) guiding the sequential collection of function evaluations. The best-performing AF can vary significantly across optimization problems, often requiring ad-hoc and problem-specific choices. This work tackles the challenge of designing novel AFs that perform well across a variety of experimental settings. Based on FunSearch, a recent work using Large Language Models (LLMs) for discovery in mathematical sciences, we propose FunBO, an LLM-based method that can be used to learn new AFs written in computer code by leveraging access to a limited number of evaluations for a set of objective functions. We provide the analytic expression of all discovered AFs and evaluate them on various global optimization benchmarks and hyperparameter optimization tasks. We show how FunBO identifies AFs that generalize well in and out of the training distribution of functions, thus outperforming established general-purpose AFs and achieving competitive performance against AFs that are customized to specific function types and are learned via transfer-learning algorithms.
Key facts. Cited by 22 papers in the map (data through 7 Oct 2026). Builds on 36 of its 64 references that are in the map. First posted on arXiv 7 Jun 2024.
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36 of 64 references.
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Citing papers per year: 2024: 1; 2025: 11; 2026: 10.
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12 most cited of 18 All 18 (JSON)
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12 newest of 18 All 18 (JSON)