tidyHEBO: Robust General-Purpose Bayesian Optimization with Model-Consistent Warping and Pareto Search
Organizations: AI Center MSU, Lomonosov Moscow State University, Moscow, Russia · MSU Institute for Artificial Intelligence, Lomonosov Moscow State University, Moscow, Russia
Abstract
Bayesian optimization (BO) is widely used for expensive black-box problems, yet practical performance depends not only on high-level algorithmic choices but also on how surrogate model training, input and output warping transformations, acquisition functions, and candidate search are implemented. We present tidyHEBO, a BoTorch-native single-objective optimizer designed for robust general-purpose optimization. tidyHEBO jointly fits Yeo-Johnson output warping with the Gaussian-process surrogate, evaluates acquisition functions on the original objective scale using deterministic quadrature or MC-samples, and performs constrained cumulative Pareto search over multiple acquisition criteria. Without any Olympus-specific hyperparameter tuning - using only default optimizer configurations - tidyHEBO ranked first among the evaluated methods on the Olympus benchmark. It achieved the best average ranks for typical performance (average rank 1.53), worst-tail performance (1.21), and run-to-run variability (2.00), measured by median nAUC, CVaR_nAUC, and IQR_nAUC, respectively. Using the same default configuration, tidyHEBO also performed strongly on synthetic and Needle-in-a-Haystack problems and closely matched HEBO on Bayesmark (92.64 versus 93.34) while exceeding GP with logarithmic expected improvement and random search. Adaptive batching reduced feedback rounds while revealing a controllable trade-off between parallelization and optimization quality as the batch cap increased. These results characterize tidyHEBO as a robust, reproducible general-purpose optimizer for a broad range of practical optimization problems, including scientific applications and hyperparameter tuning.