# Clustering-based Meta Bayesian Optimization with Theoretical Guarantee

arXiv: https://arxiv.org/abs/2503.06093 · HTML: https://mlsanity.com/paper/2503.06093/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 8 of its 26 references that are in the map.
- First posted on arXiv 8 Mar 2025.

## Builds on (most cited first, 8 of 8)

- [HPO-B: A Large-Scale Reproducible Benchmark for Black-Box HPO based on OpenML](https://mlsanity.com/paper/2106.06257/) (2021)
- [Meta-Learning Acquisition Functions for Transfer Learning in Bayesian Optimization](https://mlsanity.com/paper/1904.02642/) (2019)
- [Pre-trained Gaussian Processes for Bayesian Optimization](https://mlsanity.com/paper/2109.08215/) (2021)
- [Regret bounds for meta Bayesian optimization with an unknown Gaussian process prior](https://mlsanity.com/paper/1811.09558/) (2018)
- [Transfer Learning for Bayesian Optimization: A Survey](https://mlsanity.com/paper/2302.05927/) (2023)
- [Transfer Learning with Gaussian Processes for Bayesian Optimization](https://mlsanity.com/paper/2111.11223/) (2021)
- [Procrustes Metrics on Covariance Operators and Optimal Transportation of Gaussian Processes](https://mlsanity.com/paper/1801.01990/) (2018)
- [On Provably Robust Meta-Bayesian Optimization](https://mlsanity.com/paper/2206.06872/) (2022)

## Abstract (arXiv)

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned functions from prior tasks to enhance efficiency in the current task. To expedite convergence to the global optimum, recent studies have introduced meta-learning strategies, collectively referred to as meta-BO, to incorporate knowledge from historical tasks. However, in practical settings, the underlying functions are often heterogeneous, which can adversely affect optimization performance for the current task. Additionally, when the number of historical tasks is large, meta-BO methods face significant scalability challenges. In this work, we propose a scalable and robust meta-BO method designed to address key challenges in heterogeneous and large-scale meta-tasks. Our approach (1) effectively partitions transferred meta-functions into highly homogeneous clusters, (2) learns the geometry-based surrogate prototype that capture the structural patterns within each cluster, and (3) adaptively synthesizes meta-priors during the online phase using statistical distance-based weighting policies. Experimental results on real-world hyperparameter optimization (HPO) tasks, combined with theoretical guarantees, demonstrate the robustness and effectiveness of our method in overcoming these challenges.
