dorsal/arxiv
View SchemaVBO-MI: A Fully Gradient-Based Bayesian Optimization Framework Using Variational Mutual Information Estimation
| Authors | Farhad Mirkarimi |
|---|---|
| Categories | |
| ArXiv ID | 2601.08172vv1 |
| URL | https://arxiv.org/abs/2601.08172 |
| License | http://creativecommons.org/licenses/by/4.0/ |
Abstract
Many real-world tasks require optimizing expensive black-box functions accessible only through noisy evaluations, a setting commonly addressed with Bayesian optimization (BO). While Bayesian neural networks (BNNs) have recently emerged as scalable alternatives to Gaussian Processes (GPs), traditional BNN-BO frameworks remain burdened by expensive posterior sampling and acquisition function optimization. In this work, we propose {VBO-MI} (Variational Bayesian Optimization with Mutual Information), a fully gradient-based BO framework that leverages recent advances in variational mutual information estimation. To enable end-to-end gradient flow, we employ an actor-critic architecture consisting of an {action-net} to navigate the input space and a {variational critic} to estimate information gain. This formulation effectively eliminates the traditional inner-loop acquisition optimization bottleneck, achieving up to a {$10^2 \times$ reduction in FLOPs} compared to BNN-BO baselines. We evaluate our method on a diverse suite of benchmarks, including high-dimensional synthetic functions and complex real-world tasks such as PDE optimization, the Lunar Lander control problem, and categorical Pest Control. Our experiments demonstrate that VBO-MI consistently provides the same or superior optimization performance and computational scalability over the baselines.
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"abstract": "Many real-world tasks require optimizing expensive black-box functions accessible only through noisy evaluations, a setting commonly addressed with Bayesian optimization (BO). While Bayesian neural networks (BNNs) have recently emerged as scalable alternatives to Gaussian Processes (GPs), traditional BNN-BO frameworks remain burdened by expensive posterior sampling and acquisition function optimization. In this work, we propose {VBO-MI} (Variational Bayesian Optimization with Mutual Information), a fully gradient-based BO framework that leverages recent advances in variational mutual information estimation. To enable end-to-end gradient flow, we employ an actor-critic architecture consisting of an {action-net} to navigate the input space and a {variational critic} to estimate information gain. This formulation effectively eliminates the traditional inner-loop acquisition optimization bottleneck, achieving up to a {$10^2 \\times$ reduction in FLOPs} compared to BNN-BO baselines. We evaluate our method on a diverse suite of benchmarks, including high-dimensional synthetic functions and complex real-world tasks such as PDE optimization, the Lunar Lander control problem, and categorical Pest Control. Our experiments demonstrate that VBO-MI consistently provides the same or superior optimization performance and computational scalability over the baselines.",
"arxiv_id": "2601.08172",
"authors": [
"Farhad Mirkarimi"
],
"categories": [
"cs.LG",
"cs.IT",
"math.IT"
],
"license": "http://creativecommons.org/licenses/by/4.0/",
"title": "VBO-MI: A Fully Gradient-Based Bayesian Optimization Framework Using Variational Mutual Information Estimation",
"url": "https://arxiv.org/abs/2601.08172",
"version": "v1"
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