English

BayMOTH: Bayesian optiMizatiOn with meTa-lookahead -- a simple approacH

Machine Learning 2026-04-15 v1 Artificial Intelligence

Abstract

Bayesian optimization (BO) has for sequential optimization of expensive black-box functions demonstrated practicality and effectiveness in many real-world settings. Meta-Bayesian optimization (meta-BO) focuses on improving the sample efficiency of BO by making use of information from related tasks. Although meta-BO is sample-efficient when task structure transfers, poor alignment between meta-training and test tasks can cause suboptimal queries to be suggested during online optimization. To this end, we propose a simple meta-BO algorithm that utilizes related-task information when determined useful, falling back to lookahead otherwise, within a unified framework. We demonstrate competitiveness of our method with existing approaches on function optimization tasks, while retaining strong performance in low task-relatedness regimes where test tasks share limited structure with the meta-training set.

Keywords

Cite

@article{arxiv.2604.12005,
  title  = {BayMOTH: Bayesian optiMizatiOn with meTa-lookahead -- a simple approacH},
  author = {Rahman Ejaz and Varchas Gopalaswamy and Ricardo Luna and Aarne Lees and Vineet Gundecha and Christopher Kanan and Soumyendu Sarkar and Riccardo Betti},
  journal= {arXiv preprint arXiv:2604.12005},
  year   = {2026}
}
R2 v1 2026-07-01T12:07:31.959Z