Local Constrained Bayesian Optimization
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arXiv
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| Hauptverfasser: | , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2026
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| _version_ | 1866914379680710656 |
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| author | Jingzhe, Jing Zheyi, Fan Ng, Szu Hui Hu, Qingpei |
| author_facet | Jingzhe, Jing Zheyi, Fan Ng, Szu Hui Hu, Qingpei |
| contents | Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality. We propose Local Constrained Bayesian Optimization (LCBO), a novel framework tailored for such settings. Unlike trust-region methods that are prone to premature shrinking when confronting tight or complex constraints, LCBO leverages the differentiable landscape of constraint-penalized surrogates to alternate between rapid local descent and uncertainty-driven exploration. Theoretically, we prove that LCBO achieves a convergence rate for the Karush-Kuhn-Tucker (KKT) residual that depends polynomially on the dimension $d$ for common kernels under mild assumptions, offering a rigorous alternative to global BO where regret bounds typically scale exponentially. Extensive evaluations on high-dimensional benchmarks (up to 100D) demonstrate that LCBO consistently outperforms state-of-the-art baselines. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_07965 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Local Constrained Bayesian Optimization Jingzhe, Jing Zheyi, Fan Ng, Szu Hui Hu, Qingpei Machine Learning Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality. We propose Local Constrained Bayesian Optimization (LCBO), a novel framework tailored for such settings. Unlike trust-region methods that are prone to premature shrinking when confronting tight or complex constraints, LCBO leverages the differentiable landscape of constraint-penalized surrogates to alternate between rapid local descent and uncertainty-driven exploration. Theoretically, we prove that LCBO achieves a convergence rate for the Karush-Kuhn-Tucker (KKT) residual that depends polynomially on the dimension $d$ for common kernels under mild assumptions, offering a rigorous alternative to global BO where regret bounds typically scale exponentially. Extensive evaluations on high-dimensional benchmarks (up to 100D) demonstrate that LCBO consistently outperforms state-of-the-art baselines. |
| title | Local Constrained Bayesian Optimization |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2603.07965 |