Joint Composite Latent Space Bayesian Optimization
Natalie Maus, Zhiyuan Jerry Lin, Maximilian Balandat, Eytan Bakshy
TL;DR
JoCo introduces a scalable approach to Bayesian Optimization when the objective is a high-dimensional composite function $f(x)=g(h(x))$, where both the input and intermediate outputs are large. It jointly trains two neural encoders and two Gaussian-process surrogates to learn latent representations that preserve information relevant to the final reward, enabling effective BO on compressed spaces via Thompson sampling within a TuRBO trust region. Across nine diverse problems—including synthetic benchmarks, environmental PDEs, rover planning, and adversarial prompts for LLMs and image models—JoCo consistently outperforms baselines and exhibits strong early optimization performance, while ablations show the importance of joint training and trust-region dynamics. The work broadens the applicability of BO to complex, high-dimensional problems and demonstrates practical utility in AI safety-adjacent tasks, with code available for replication and further development.
Abstract
Bayesian Optimization (BO) is a technique for sample-efficient black-box optimization that employs probabilistic models to identify promising input locations for evaluation. When dealing with composite-structured functions, such as f=g o h, evaluating a specific location x yields observations of both the final outcome f(x) = g(h(x)) as well as the intermediate output(s) h(x). Previous research has shown that integrating information from these intermediate outputs can enhance BO performance substantially. However, existing methods struggle if the outputs h(x) are high-dimensional. Many relevant problems fall into this setting, including in the context of generative AI, molecular design, or robotics. To effectively tackle these challenges, we introduce Joint Composite Latent Space Bayesian Optimization (JoCo), a novel framework that jointly trains neural network encoders and probabilistic models to adaptively compress high-dimensional input and output spaces into manageable latent representations. This enables viable BO on these compressed representations, allowing JoCo to outperform other state-of-the-art methods in high-dimensional BO on a wide variety of simulated and real-world problems.
