Organizations: Department of Mechanical Engineering, Carnegie Mellon University, Pittsburgh, PA 15213, USA · Department of Physics, University of California, Santa Cruz, and Santa Cruz Institute for Particle Physics, 1156 High St., Santa Cruz, CA 95064, USA · Department of Physics, Stanford University, Stanford, CA 94305, USA
Track seeding strongly affects both the quality and computational cost of charged-particle reconstruction, yet its many configuration parameters are commonly tuned through expert intuition and repeated trial and error. ACTS reduces this burden with an Optuna Tree-structured Parzen Estimator auto-tuner, but expensive evaluations, a restricted search space, and a scalarized objective can limit evaluation efficiency, exclude promising configurations, and obscure performance trade-offs. We investigate whether Bayesian optimization can address these limitations using ACTS with the Open Data Detector (ODD). Under identical search ranges and a common 100-trial budget, we compare Expected Improvement and Upper Confidence Bound with TPE and random search on the existing eight-parameter problem, extend the best-performing Bayesian method to fifteen parameters, and apply Expected Hypervolume Improvement to optimize efficiency, fake rate, duplicate rate, and runtime without fixed scalar weights. Candidate configurations are evaluated through the full ACTS reconstruction chain and validated on disjoint held-out events. The Bayesian acquisition methods identify strong configurations earlier than TPE, and their advantage persists in held-out validation. Expanding the search further improves performance, while multi-objective optimization reveals competitive non-dominated solutions spanning distinct trade-offs. These results indicate that Bayesian optimization can strengthen ACTS auto-tuning through efficient evaluation, broader parameter searches, and post-hoc expert selection among non-dominated alternatives.
In Bayesian optimization, Thompson sampling selects the evaluation point by sampling from the posterior distribution over the objective function maximizer. Because this sampling problem is intractable for Gaussian process (GP) surrogates, the posterior distribution is typically restricted to fixed discretizations (i.e., candidate points) that become exponentially sparse as dimensionality increases. While previous works aim to increase candidate point density through scalable GP approximations, our orthogonal approach increases density by adaptively reducing the search space during sampling. Specifically, we introduce Adaptive Candidate Thompson Sampling (ACTS), which generates candidate points in subspaces guided by the gradient of a surrogate model sample. ACTS is a simple drop-in replacement for existing TS methods -- including those that use trust regions or other local approximations -- producing better samples of maxima and improved optimization across synthetic and real-world benchmarks.
Bayesian optimization (BO) is a popular technique for sample-efficient optimization of black-box functions. In many applications, the parameters being tuned come with a carefully engineered default configuration, and practitioners only want to deviate from this default when necessary. Standard BO, however, does not aim to minimize deviation from the default and, in practice, often pushes weakly relevant parameters to the boundary of the search space. This makes it difficult to distinguish between important and spurious changes and increases the burden of vetting recommendations when the optimization objective omits relevant operational considerations. We introduce BONSAI, a default-aware BO policy that prunes low-impact deviations from a default configuration while explicitly controlling the loss in acquisition value. BONSAI is compatible with a variety of acquisition functions, including expected improvement and upper confidence bound (GP-UCB). We theoretically bound the regret incurred by BONSAI, showing that, under appropriate conditions, it retains the no-regret property of vanilla GP-UCB and removes irrelevant changes. Across many real-world applications, we empirically find that BONSAI substantially reduces the number of non-default parameters in recommended configurations while maintaining competitive optimization performance with little effect on wall time. Its candidate-generation cost averages only 1.5× that of standard BO, compared with 7-34× for prior sparse-BO methods.
Samuel Daulton, David Eriksson, Maximilian Balandat +1
Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel Bayesian optimization framework tailored for hyperparameter tuning under uncertainty, with a focus on optimizing a scale- or precision-type parameter in stochastic models. The proposed method employs a statistical surrogate for the underlying random variable, enabling analytical evaluation of the expectation operator. Moreover, we derive a closed-form expression for the optimizer of the random acquisition function, which significantly reduces computational cost per iteration. Numerical experiments demonstrate substantial gains in optimization efficiency: about 40-fold reduction in data usage relative to a Monte Carlo-based one-dimensional optimization scheme, and an order of magnitude improvement relative to a Gaussian process-based Bayesian optimization baseline.