Optimizing the Unknown: Black Box Bayesian Optimization with Energy-Based Model and Reinforcement Learning
- URL: http://arxiv.org/abs/2510.19530v1
- Date: Wed, 22 Oct 2025 12:36:49 GMT
- Title: Optimizing the Unknown: Black Box Bayesian Optimization with Energy-Based Model and Reinforcement Learning
- Authors: Ruiyao Miao, Junren Xiao, Shiya Tsang, Hui Xiong, Yingnian Wu,
- Abstract summary: Black-Box Optimization (BBO) has achieved success across various scientific and engineering domains.<n>We propose the Reinforced Energy-Based Model for Bayesian Optimization (REBMBO), which integrates Gaussian Processes (GP) for local guidance with an Energy-Based Model (EBM) to capture global structural information.<n>We conduct extensive experiments on synthetic and real-world benchmarks, confirming the superior performance of REBMBO.
- Score: 42.508822373669936
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards local optima and poor performance in complex or high-dimensional tasks. Recently, Black-Box Optimization (BBO) has achieved success across various scientific and engineering domains, particularly when function evaluations are costly and gradients are unavailable. Motivated by this, we propose the Reinforced Energy-Based Model for Bayesian Optimization (REBMBO), which integrates Gaussian Processes (GP) for local guidance with an Energy-Based Model (EBM) to capture global structural information. Notably, we define each Bayesian Optimization iteration as a Markov Decision Process (MDP) and use Proximal Policy Optimization (PPO) for adaptive multi-step lookahead, dynamically adjusting the depth and direction of exploration to effectively overcome the limitations of traditional BO methods. We conduct extensive experiments on synthetic and real-world benchmarks, confirming the superior performance of REBMBO. Additional analyses across various GP configurations further highlight its adaptability and robustness.
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