Seunghun Lee

Seunghun Lee, Jaewon Chu, Sihyeon Kim et al.

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders leads to effective and efficient Bayesian optimization for structured or discrete data. However, as the optimization does not take place in the input space, it leads to an inherent gap that results in potentially suboptimal solutions. To alleviate the discrepancy, we propose Correlated latent space Bayesian Optimization (CoBO), which focuses on learning correlated latent spaces characterized by a strong correlation between the distances in the latent space and the distances within the objective function. Specifically, our method introduces Lipschitz regularization, loss weighting, and trust region recoordination to minimize the inherent gap around the promising areas. We demonstrate the effectiveness of our approach on several optimization tasks in discrete data, such as molecule design and arithmetic expression fitting, and achieve high performance within a small budget.

Jaewon Chu, Jinyoung Park, Seunghun Lee et al.

Latent Bayesian optimization (LBO) approaches have successfully adopted Bayesian optimization over a continuous latent space by employing an encoder-decoder architecture to address the challenge of optimization in a high dimensional or discrete input space. LBO learns a surrogate model to approximate the black-box objective function in the latent space. However, we observed that most LBO methods suffer from the `misalignment problem`, which is induced by the reconstruction error of the encoder-decoder architecture. It hinders learning an accurate surrogate model and generating high-quality solutions. In addition, several trust region-based LBO methods select the anchor, the center of the trust region, based solely on the objective function value without considering the trust region`s potential to enhance the optimization process. To address these issues, we propose Inversion-based Latent Bayesian Optimization (InvBO), a plug-and-play module for LBO. InvBO consists of two components: an inversion method and a potential-aware trust region anchor selection. The inversion method searches the latent code that completely reconstructs the given target data. The potential-aware trust region anchor selection considers the potential capability of the trust region for better local optimization. Experimental results demonstrate the effectiveness of InvBO on nine real-world benchmarks, such as molecule design and arithmetic expression fitting tasks. Code is available at https://github.com/mlvlab/InvBO.