Bayesian Optimization critically depends on the choice of acquisition function, but no single strategy is universally optimal; the best choice is non-stationary and problem-dependent. Existing adaptive portfolio methods often base their decisions on past function values while ignoring richer information like remaining budget or surrogate model characteristics. To address this, we introduce LMABO, a novel framework that casts a pre-trained Large Language Model (LLM) as a zero-shot, online strategist for the BO process. At each iteration, LMABO uses a structured state representation to prompt the LLM to select the most suitable acquisition function from a diverse portfolio. In an evaluation across 50 benchmark problems, LMABO demonstrates a significant performance improvement over strong static, adaptive portfolio, and other LLM-based baselines. We show that the LLM's behavior is a comprehensive strategy that adapts to real-time progress, proving its advantage stems from its ability to process and synthesize the complete optimization state into an effective, adaptive policy.
@article{arxiv.2602.07904,
title = {Adaptive Acquisition Selection for Bayesian Optimization with Large Language Models},
author = {Giang Ngo and Dat Phan Trong and Dang Nguyen and Sunil Gupta and Svetha Venkatesh},
journal= {arXiv preprint arXiv:2602.07904},
year = {2026}
}