GRAPE: Gradient Refinement and Progress-Aware Exploitation for Query-Efficient High-Dimensional Bayesian Optimization
Organizations: School of Artificial Intelligence The Chinese University of Hong Kong, Shenzhen Shenzhen, China
Abstract
Optimizing expensive, high-dimensional black-box functions remains a central challenge in modern machine learning and scientific discovery. While local Bayesian optimization mitigates the curse of dimensionality, existing techniques often prioritize the probability of descent over the magnitude of progress. This leads to overly conservative steps that yield negligible improvement, wasting queries on directions that are nearly certain to descend but offer little decrease. We introduce Gradient Refinement and Progress-Aware Exploitation (GRAPE), a two-stage framework that first sharpens the local gradient posterior via a closed-form acquisition function, then selects update directions by maximizing the expected decrease conditional on descent. Theoretical analysis proves that this gradient refinement stage monotonically minimizes local uncertainty and that the progress-aware direction converges to true steepest descent as the posterior sharpens. Empirically, GRAPE demonstrates superior query efficiency across high-dimensional tasks: in black-box adversarial attacks, it achieves an average 5.4 speedup over baselines, and on large language model prompt optimization tasks, it outperforms the second best method by a reduction of 3.8 log-units in the final average regret.
Figures & tables
| MNIST ( ) | CIFAR-10 ( ) | |||
| Method | # of queries | Ratio | # of queries | Ratio |
| Random | ||||
| VBO | ||||
| D-LogEI | ||||
| TuRBO | ||||
| GIBO | ||||
Appendix figures & tables7 assets
Supplementary material from the paper’s appendix.
Appendix
| Variant | MNIST (#Q ) | PO-128 ( ) | PO-768 ( ) |
|---|---|---|---|
| MPD (baseline) | |||
| MPD -Refine | |||
| GRAPE -RandExp | |||
| GRAPE (full) |
| Parameter | Value |
|---|---|
| Refinement budget | |
| Exploitation budget | (max) |
| Step size | |
| Early-stop threshold | |
| Direction restarts | (with warm start) |
| Refinement candidates | (uniform in ) |
| Hyperparameter | Value | MNIST (#Q ) | PO-128 ( ) |
|---|---|---|---|
| (default) | |||
| (max) | |||
| Method | Kernel | MNIST (#Q ) | PO-128 ( ) |
|---|---|---|---|
| GRAPE | Matérn- (default) | ||
| GRAPE | SE / RBF | ||
| MPD | Matérn- | ||
| MPD | SE / RBF |
| MNIST | PO-128 | |||
|---|---|---|---|---|
| Method | Total (s) | Opt. / iter (s) | Total (s) | Opt. / iter (s) |
| GRAPE | ||||
| NeST-BO | ||||
| MPD | ||||
| MinUCB | ||||
| GIBO | ||||
Bayesian Optimization
Bayesian optimization uses probabilistic models and sequential experiments to find strong solutions when evaluating a black-box objective is costly.
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