One-Shot Localisation of the Global Minimum of a Noisy One-Dimensional Function: An Iterative Neural Minimizer Compared with Set Transformers and Classical Estimators
Organizations: Department of Computer Science, The Hebrew University of Jerusalem, Israel · Department of Applied Mathematics, Tel Aviv University, Israel
Abstract
We study a passive form of global optimisation: from twenty noisy samples of an unknown one-dimensional function, predict where its global minimum lies, with no further queries. We introduce the Neural Function Minimizer (NFM), an iterative model that walks a position across the domain and, at every step, reads the samples near that position and attends to all twenty of them, and we compare it with two Set Transformers of the same size trained on the same data, one that answers with a single point and one that answers with a mixture of candidate locations, and with classical zero-query estimators, over three training seeds per learned model. On held-out cases from the training families the three learned models are tied on location error, and each is more accurate on average than every classical estimator; against the Gaussian-process posterior argmin the NFM's error is lower by 1.3 points of the domain. The NFM has lower regret than the single-point Set Transformer, and its per-case uncertainty has a better likelihood than that model's and orders the cases by error better than the mixture model's. The Gaussian process and the mixture model have lower regret, and on functions outside the training families the Gaussian process is the most accurate estimator. Where two valleys are equally deep, the form of an estimator's answer, not its architecture, decides whether it commits to a valley or answers between them: every estimator that returns one point fitted to distance, learned or spline-based, hedges in a fifth to nearly a third of exact ties, while estimators that name a mode commit, and one Gaussian-process posterior does both, depending on whether it is summarised by its median or its mode. We will release the benchmark and a self-checking harness; its cases are identical on different machines and its results agree to rounding.
Figures & tables
| Method | Mean | Median | Right basin | Regret | Method NFM, error | Method NFM, regret |
| NFM (3 seeds) | 6.72 0.07 | 2.31 | 82.4% | 12.80 | — | — |
| NFM, per-case updater (ablation) | 6.79 0.32 | 2.59 | 82.3% | 13.89 | [ , ] | [ , ] ∗ |
| ST (3 seeds) | 6.89 0.22 | 2.81 | 82.7% | 14.90 | [ , ] | [ , ] ∗ |
| MH-ST (3 seeds) | 6.99 0.41 | 1.64 | 81.6% | 8.46 | [ , ] | [ , ] ∗ |
| GP posterior argmin | 8.02 | 1.40 | 78.8% | 5.53 | [ , ] ∗ | [ , ] ∗ |
| GP argmin posterior, median | 7.79 | 1.66 | 78.6% | 7.54 | [ , ] ∗ | [ , ] ∗ |
| Exact tie (gap 0%) | Hedging, gap | |||||
| Form of the answer | Estimator | Hedging | In a floor | Capped regret | 2% | 10% |
| One point, fitted to distance | NFM (3 seeds) | 29.2% | 36.5% | 18.55 | 31.3% | 25.2% |
| NFM, per-case updater (3 seeds) | 24.2% | 33.9% | 14.72 | 26.2% | 21.8% | |
| ST (3 seeds) | 29.2% | 38.2% | 19.32 | 30.1% | 20.5% | |
| Minimum of a smoothed curve | Spline argmin | 24.0% | 40.8% | 14.58 | 25.2% | 24.0% |
| Differential evolution on spline | 20.0% | 45.5% | 11.63 | 21.5% | 20.0% | |
| Model / reading | dev | PIT | ENCE | NLL | CRPS | E-AURC | ||
| NFM | 1.13 | 0.045 | 0.044 | 0.115 | 5.25 | 0.60 | 1.43 | |
| NFM, per-case updater (ablation) | 1.03 | 0.027 | 0.020 | 0.073 | 5.22 | 0.58 | 1.53 | |
| ST, Huber read-back | 1.03 | 0.033 | 0.028 | 0.093 | 5.27 | 0.53 | 1.59 | |
| ST, as produced | 0.77 | 0.104 | 0.051 | 0.587 | 5.31 | 0.53 | 1.59 | |
| MH-ST, derived spread | 1.05 | 0.037 | 0.055 | 0.083 | 5.71 | 0.46 | 1.74 | |
| MH-ST, full mixture | — | — | 0.044 | — | 1.91 | 4.87 | — | — |
Appendix figures & tables6 assets
Supplementary material from the paper’s appendix.
Appendix
| Family | Weight | Basins | Multi-basin | Gap | , median [10%, 90%] | Range | Resolvable | Tie cases | |
|---|---|---|---|---|---|---|---|---|---|
| Bowl | 0.09 | 1 (1) | 0.0% | — | 1.34 [0.00, 42.9] | 0.98 | 0.706 | 100.0% | 0 |
| Polynomial | 0.08 | 2 (4) | 97.9% | 16.5 | 15.6 [0.27, 93.4] | 0.94 | 0.254 | 100.0% | 28 |
| Periodic | 0.09 | 5 (17) | 100.0% | 7.2 | 7.24 [1.23, 24.9] | 3.65 | 0.097 | 95.1% | 8 |
| Regular periodic | 0.09 | 6 (9) | 100.0% | 4.3 | 4.25 [1.92, 10.1] | 5.00 | 0.127 | 99.3% | 0 |
| Double well | 0.10 | 2 (2) | 100.0% | 0.3 | 0.32 [0.03, 3.5] | 46.02 | 0.693 | 100.0% | 99 |
| Multi-well | 0.08 | 2 (4) | 86.8% | 32.3 | 32.3 [2.85, 99.8] | 2.39 | 0.071 | 95.8% | 5 |
| Function | Domain | |
|---|---|---|
| Unseen (never used in development) | ||
| Forrester | ||
| Gramacy–Lee | ||
| Ackley | ||
| Michalewicz | ||
| Shubert | ||
| Measure | Other model | Other NFM [95% CI] | Holm | |
|---|---|---|---|---|
| In-family error | ST | [ , ] | 0.21 | 0.61 |
| In-family error | MH-ST | [ , ] | 0.22 | 0.61 |
| In-family error | GP posterior argmin | [ , ] | 0.0002 | 0.0016 |
| In-family regret | ST | [ , ] | 0.0002 | 0.0016 |
| Tie hedging (points) | ST | [ , ] | 0.76 | 0.76 |
| NLL | ST, read-back | [ , ] | 0.0005 | 0.003 |
| Samples per case | 20 |
| Iterations | 15 |
| Model width / summary width / iterator hidden | 128 / 64 / 256 |
| Inputs | normalised by its range ; five descriptors, the fifth |
| Local read | Cauchy window at five dyadic widths , gated to nearest samples; bandwidth multiplier in , floor ; mixture exponent |
| Updater | query , tokens , 4 heads, output projection and layer norm, two-layer network of width 496, read-out to 64; residual , initialised at 0, running norm with momentum 0.999, gate gradient divided by 64 |
| Activation | learned clamped cubic, leak 0.02 below zero |