Posterior Inference with Diffusion Models for High-dimensional Black-box Optimization

• URL: http://arxiv.org/abs/2502.16824v1
• Date: Mon, 24 Feb 2025 04:19:15 GMT
• Title: Posterior Inference with Diffusion Models for High-dimensional Black-box Optimization
• Authors: Taeyoung Yun, Kiyoung Om, Jaewoo Lee, Sujin Yun, Jinkyoo Park,
• Abstract summary: generative models have emerged to solve black-box optimization problems.<n>We introduce textbfDiBO, a novel framework for solving high-dimensional black-box optimization problems.<n>Our method outperforms state-of-the-art baselines across various synthetic and real-world black-box optimization tasks.
• Score: 17.92257026306603
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Optimizing high-dimensional and complex black-box functions is crucial in numerous scientific applications. While Bayesian optimization (BO) is a powerful method for sample-efficient optimization, it struggles with the curse of dimensionality and scaling to thousands of evaluations. Recently, leveraging generative models to solve black-box optimization problems has emerged as a promising framework. However, those methods often underperform compared to BO methods due to limited expressivity and difficulty of uncertainty estimation in high-dimensional spaces. To overcome these issues, we introduce \textbf{DiBO}, a novel framework for solving high-dimensional black-box optimization problems. Our method iterates two stages. First, we train a diffusion model to capture the data distribution and an ensemble of proxies to predict function values with uncertainty quantification. Second, we cast the candidate selection as a posterior inference problem to balance exploration and exploitation in high-dimensional spaces. Concretely, we fine-tune diffusion models to amortize posterior inference. Extensive experiments demonstrate that our method outperforms state-of-the-art baselines across various synthetic and real-world black-box optimization tasks. Our code is publicly available \href{https://github.com/umkiyoung/DiBO}{here}

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