Adaptive multi-fidelity optimization with fast learning rates
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Abstract (arXiv)
In multi-fidelity optimization, biased approximations of varying costs of the target function are available. This paper studies the problem of optimizing a locally smooth function with a limited budget, where the learner has to make a tradeoff between the cost and the bias of these approximations. We first prove lower bounds for the simple regret under different assumptions on the fidelities, based on a cost-to-bias function. We then present the Kometo algorithm which achieves, with additional logarithmic factors, the same rates without any knowledge of the function smoothness and fidelity assumptions, and improves previously proven guarantees. We finally empirically show that our algorithm outperforms previous multi-fidelity optimization methods without the knowledge of problem-dependent parameters.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 7 of its 25 references that are in the map. First posted on arXiv 17 Apr 2026.
Builds on
7 of 25 references.
References · 7
- 2017Multi-fidelity Bayesian Optimisation with Continuous Approximationscited by 120
- 2016Multi-fidelity Gaussian Process Bandit Optimisationcited by 31
- 2016The Multi-fidelity Multi-armed Banditcited by 22
- 2018A simple parameter-free and adaptive approach to optimization under a minimal local smoothness assumptioncited by 22
- 2018Noisy Blackbox Optimization with Multi-Fidelity Queries: A Tree Search Approachcited by 9
- 2016Global Continuous Optimization with Error Bound and Fast Convergencecited by 8
- 2019A Strategy for Adaptive Sampling of Multi-fidelity Gaussian Process to Reduce Predictive Uncertaintycited by 2
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Citing papers per year: 2026: 1.
1 paper.