stat.MLApr 24, 2026

Rethinking Trust Region Bayesian Optimization in High Dimensions

Authors: Wei-Ting TangJoel A. Paulson

Organizations: University of Wisconsin–Madison

Abstract

Trust Region Bayesian Optimization (TuRBO) is an effective strategy for alleviating the curse of dimensionality in high-dimensional black-box optimization. However, inappropriate lengthscale design can cause the local Gaussian process (GP) model within the trust region to degenerate, leading to suboptimal performance in high dimensions. In this work, we show that TuRBO's local GP may remain either excessively complex or overly simple as the dimension DD and trust region side length LL vary. To address this issue, we propose a straightforward variant, AdaScale-TuRBO, which scales the GP lengthscale with both the problem dimension and trust region size, thereby preserving kernel geometry and maintaining consistent prior complexity. Empirically, we show that AdaScale-TuRBO can robustly outperform standard TuRBO and other popular high-dimensional BO methods on synthetic benchmarks and real-world trajectory planning tasks.

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