Posterior Inference in Latent Space for Scalable Constrained Black-box Optimization

Fuente: arXiv
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Auteurs principaux: Om, Kiyoung, Sim, Kyuil, Yun, Taeyoung, Kang, Hyeongyu, Park, Jinkyoo
Format: Preprint
Publié: 2025
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author Om, Kiyoung
Sim, Kyuil
Yun, Taeyoung
Kang, Hyeongyu
Park, Jinkyoo
author_facet Om, Kiyoung
Sim, Kyuil
Yun, Taeyoung
Kang, Hyeongyu
Park, Jinkyoo
contents Optimizing high-dimensional black-box functions under black-box constraints is a pervasive task in a wide range of scientific and engineering problems. These problems are typically harder than unconstrained problems due to hard-to-find feasible regions. In this work, we reformulate constrained black-box optimization as posterior inference, and perform this inference in the latent space of generative models. Our method iterates through two stages. First, we train flow-based models to capture the data distribution and surrogate models that predict both function values and constraint violations. Second, we cast the candidate selection problem as a posterior inference problem to effectively search for promising candidates that have high objective values while not violating the constraints. Concretely, we utilize outsourced diffusion models to amortize the sampling from the posterior distribution in the latent space of flow-based models, which can bypass the issue of mode collapse. We empirically demonstrate that our method achieves superior performance across synthetic and real-world tasks. Our code is available \href{https://github.com/umkiyoung/CiBO}{here}.
format Preprint
id arxiv_https___arxiv_org_abs_2507_00480
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Posterior Inference in Latent Space for Scalable Constrained Black-box Optimization
Om, Kiyoung
Sim, Kyuil
Yun, Taeyoung
Kang, Hyeongyu
Park, Jinkyoo
Machine Learning
Optimizing high-dimensional black-box functions under black-box constraints is a pervasive task in a wide range of scientific and engineering problems. These problems are typically harder than unconstrained problems due to hard-to-find feasible regions. In this work, we reformulate constrained black-box optimization as posterior inference, and perform this inference in the latent space of generative models. Our method iterates through two stages. First, we train flow-based models to capture the data distribution and surrogate models that predict both function values and constraint violations. Second, we cast the candidate selection problem as a posterior inference problem to effectively search for promising candidates that have high objective values while not violating the constraints. Concretely, we utilize outsourced diffusion models to amortize the sampling from the posterior distribution in the latent space of flow-based models, which can bypass the issue of mode collapse. We empirically demonstrate that our method achieves superior performance across synthetic and real-world tasks. Our code is available \href{https://github.com/umkiyoung/CiBO}{here}.
title Posterior Inference in Latent Space for Scalable Constrained Black-box Optimization
topic Machine Learning
url https://arxiv.org/abs/2507.00480