B3O: Scalable Boltzmann Batch Bayesian Optimization
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Abstract (arXiv)
Modern engineering workflows increasingly rely on massive parallel simulation, driving the need for scalable, large-batch Bayesian Optimization (BO). Existing batch BO methods, however, incur large computational cost or rely on approximations that erode batch diversity. We propose B3O (Boltzmann Batch Bayesian Optimization), a framework that reframes batch generation as a pure sampling problem: drawing samples directly from the Boltzmann distribution defined by the acquisition function avoids the bottlenecks of existing large-batch methods. Theoretically, we prove that queries sampled from this distribution incur only negligible additional regret. Empirically, B3O outperforms existing batch BO methods on standard synthetic benchmarks and adapts robustly across complex applied tasks, including multi-objective electrode design and mixed-variable race car configuration.
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References · 20
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- 2023Inducing Point Allocation for Sparse Gaussian Processes in High-Throughput Bayesian Optimisationcited by 32
- 2021TREGO: a Trust-Region Framework for Efficient Global Optimizationcited by 29
- 2021Diversified Sampling for Batched Bayesian Optimization with Determinantal Point Processescited by 24
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- 2023Trieste: Efficiently Exploring The Depths of Black-box Functions with TensorFlowcited by 11
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- 2020Black-box density function estimation using recursive partitioningcited by 4
- 2024Stein Boltzmann Sampling: A Variational Approach for Global Optimizationcited by 2
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