Regime-Adaptive Bayesian Optimization via Dirichlet Process Mixtures of Gaussian Processes

Fuente: arXiv
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Autori principali: Zhang, Yan, Liu, Xuefeng, Chen, Sipeng, Ranftl, Sascha, Liu, Chong, Li, Shibo
Natura: Preprint
Pubblicazione: 2026
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author Zhang, Yan
Liu, Xuefeng
Chen, Sipeng
Ranftl, Sascha
Liu, Chong
Li, Shibo
author_facet Zhang, Yan
Liu, Xuefeng
Chen, Sipeng
Ranftl, Sascha
Liu, Chong
Li, Shibo
contents Standard Bayesian Optimization (BO) assumes uniform smoothness across the search space an assumption violated in multi-regime problems such as molecular conformation search through distinct energy basins or drug discovery across heterogeneous molecular scaffolds. A single GP either oversmooths sharp transitions or hallucinates noise in smooth regions, yielding miscalibrated uncertainty. We propose RAMBO, a Dirichlet Process Mixture of Gaussian Processes that automatically discovers latent regimes during optimization, each modeled by an independent GP with locally-optimized hyperparameters. We derive collapsed Gibbs sampling that analytically marginalizes latent functions for efficient inference, and introduce adaptive concentration parameter scheduling for coarse-to-fine regime discovery. Our acquisition functions decompose uncertainty into intra-regime and inter-regime components. Experiments on synthetic benchmarks and real-world applications, including molecular conformer optimization, virtual screening for drug discovery, and fusion reactor design, demonstrate consistent improvements over state-of-the-art baselines on multi-regime objectives.
format Preprint
id arxiv_https___arxiv_org_abs_2601_20043
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Regime-Adaptive Bayesian Optimization via Dirichlet Process Mixtures of Gaussian Processes
Zhang, Yan
Liu, Xuefeng
Chen, Sipeng
Ranftl, Sascha
Liu, Chong
Li, Shibo
Machine Learning
Standard Bayesian Optimization (BO) assumes uniform smoothness across the search space an assumption violated in multi-regime problems such as molecular conformation search through distinct energy basins or drug discovery across heterogeneous molecular scaffolds. A single GP either oversmooths sharp transitions or hallucinates noise in smooth regions, yielding miscalibrated uncertainty. We propose RAMBO, a Dirichlet Process Mixture of Gaussian Processes that automatically discovers latent regimes during optimization, each modeled by an independent GP with locally-optimized hyperparameters. We derive collapsed Gibbs sampling that analytically marginalizes latent functions for efficient inference, and introduce adaptive concentration parameter scheduling for coarse-to-fine regime discovery. Our acquisition functions decompose uncertainty into intra-regime and inter-regime components. Experiments on synthetic benchmarks and real-world applications, including molecular conformer optimization, virtual screening for drug discovery, and fusion reactor design, demonstrate consistent improvements over state-of-the-art baselines on multi-regime objectives.
title Regime-Adaptive Bayesian Optimization via Dirichlet Process Mixtures of Gaussian Processes
topic Machine Learning
url https://arxiv.org/abs/2601.20043