{"ID":2851703,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2510.19530","arxiv_id":"2510.19530","title":"Optimizing the Unknown: Black Box Bayesian Optimization with Energy-Based Model and Reinforcement Learning","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.","short_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,...","url_abs":"https://arxiv.org/abs/2510.19530","url_pdf":"https://arxiv.org/pdf/2510.19530v1","authors":"[\"Ruiyao Miao\",\"Junren Xiao\",\"Shiya Tsang\",\"Hui Xiong\",\"Yingnian Wu\"]","published":"2025-10-22T12:36:49Z","proceeding":"cs.LG","tasks":"[\"cs.LG\",\"cs.AI\"]","methods":"[\"Reinforcement Learning\",\"LoRA\"]","has_code":false}