PABBO: Preferential Amortized Black-Box Optimization
Keywords: Bayesian optimization, preference learning, amortized inference, neural processes
TL;DR: We present the first fully amortized preferential black-box optimization framework, featuring a novel transformer-based neural process architecture.
Abstract: Preferential Bayesian Optimization (PBO) is a sample-efficient method to learn latent user utilities from preferential feedback over a pair of designs. It relies on a statistical surrogate model for the latent function, usually a Gaussian process, and an acquisition strategy to select the next candidate pair to get user feedback on. Due to the non-conjugacy of the associated likelihood, every PBO step requires a significant amount of computations with various approximate inference techniques. This computational overhead is incompatible with the way humans interact with computers, hindering the use of PBO in real-world cases. Building on the recent advances of amortized BO, we propose to circumvent this issue by fully amortizing PBO, meta-learning both the surrogate and the acquisition function. Our method comprises a novel transformer neural process architecture, trained using reinforcement learning and tailored auxiliary losses.
On a benchmark composed of synthetic and real-world datasets, our method is several orders of magnitude faster than the usual Gaussian process-based strategies and often outperforms them in accuracy.
Primary Area: probabilistic methods (Bayesian methods, variational inference, sampling, UQ, etc.)
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Submission Number: 3005
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