GUIDE-FBO: Guidance via Uncertainty Intervention and Distributional Exchange for Federated Bayesian Optimization
Organizations: College of Business, Southern University of Science and Technology Shenzhen, China
Abstract
Federated Bayesian Optimization (FBO) enables distributed agents to collaboratively optimize expensive black-box objectives without sharing raw local observations. However, effective knowledge transfer remains challenging under communication constraints and task heterogeneity. We propose GUIDE-FBO, in which agents exchange compact distributions over the locations of their respective optima inferred from local Gaussian process (GP) posteriors, rather than raw observations, query points, or surrogate parameters. The server merges and reweights these distributional components before returning a subset to each agent. Each agent then constructs a Federated Interventional GP (FI-GP), which preserves the local posterior mean and spatially rescales its covariance for local decision making. For the upper confidence bound (UCB) instantiation, GUIDE-UCB, we prove that any bounded FI-GP uncertainty intervention preserves the leading-order cumulative regret rate of standard GP-UCB. When the transferred distributions place greater support near an optimum than in a suboptimal region, selecting the latter requires greater local posterior uncertainty. Experiments on 12 synthetic benchmarks and three real-world optimization tasks show that GUIDE-FBO remains effective across settings ranging from homogeneous to severely heterogeneous. Ablation results highlight the importance of spatially localized uncertainty intervention, while the communication analysis shows that GUIDE-FBO exchanges only compact distributional messages.
Figures & tables
| Heterogeneity | TS | UCB | NEI | FTS | FTS-DE | FMTBO | CGP-TS | CGP-UCB | CGP-NEI | GUIDE-TS | GUIDE-UCB | GUIDE-NEI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Level 1: | 11.33 | 7.00 | 5.50 | 10.42 | 9.83 | 5.75 | 10.17 | 4.25 | 2.75 | 7.25 | 1.33 | 2.42 |
| Level 2: | 10.67 | 6.17 | 5.33 | 10.25 | 10.75 | 5.58 | 10.25 | 4.67 | 3.08 | 7.50 | 1.58 | 2.17 |
| Level 3: | 9.17 | 4.83 | 5.42 | 11.08 | 10.33 | 3.67 | 8.33 | 4.25 | 6.75 | 8.17 | 2.58 | 3.42 |
| Task | TS | UCB | NEI | FTS | FTS-DE | FMTBO | CGP-TS | CGP-UCB | CGP-NEI | GUIDE-TS | GUIDE-UCB | GUIDE-NEI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Landmine Detection (AUC) | 0.803987 | 0.805593 | 0.805508 | 0.804052 | 0.801349 | 0.805970 | 0.805247 | 0.806501 | 0.805218 | 0.805001 | 0.806604 | 0.806452 |
| Activity Recognition (Acc.) | 0.987787 | 0.987821 | 0.987804 | 0.987800 | 0.987739 | 0.987891 | 0.987701 | 0.987959 | 0.987990 | 0.987754 | 0.987938 | 0.987994 |
| FedHPO (Acc.) | 0.850968 | 0.850973 | 0.851145 | 0.850439 | 0.851098 | 0.851049 | 0.850766 | 0.851262 | 0.851068 | 0.850853 | 0.851178 | 0.851271 |
| Average rank | 9.67 | 6.33 | 5.67 | 10.00 | 9.33 | 5.33 | 10.00 | 2.33 | 5.33 | 9.67 | 2.67 | 1.67 |
| Benchmark | Vanilla UCB | Single-Gaussian belief | w/o value-aware reweighting | w/o component merging | w/o agent-specific sampling | Uniform uncertainty scaling | Full GUIDE-UCB |
|---|---|---|---|---|---|---|---|
| Ackley | 19.4350 | 8.6510 | 8.4753 | 8.5349 | 8.4855 | 19.1366 | 8.4785 |
| Rastrigin | 80.4771 | 60.2355 | 59.1892 | 59.9796 | 60.0268 | 80.3952 | 58.3082 |
| Zakharov | 49.8750 | 25.5947 | 22.9307 | 25.3701 | 21.5431 | 52.0749 | 22.1717 |
| Michalewicz | 6.1248 | 5.9494 | 5.9814 | 5.9650 | 5.8771 | 6.1078 | 5.8629 |
| Average rank | 6.75 | 4.50 | 2.75 | 3.75 | 2.50 | 6.25 | 1.50 |
| FTS | FTS-DE | FMTBO | CGP | GUIDE | |
|---|---|---|---|---|---|
| Uplink | 500 | 2000 | 12 | 12 | 22 |
| Downlink | 500 | 2000 | 2 | 200 | |
| Total | 1000 | 4000 | 14 | 212 |
Appendix figures & tables10 assets
Supplementary material from the paper’s appendix.
Appendix
| Function | Dim. | Domain | Maximum | Landscape |
|---|---|---|---|---|
| Ackley | 10 | Multimodal | ||
| Levy | 10 | Multimodal | ||
| Griewank | 10 | Multimodal | ||
| Rastrigin | 10 | Highly multimodal | ||
| Weierstrass | 10 | Irregular multimodal | ||
| Ellipsoid | 10 | Ill-conditioned |
| Benchmark | Level 1 | Level 2 | Level 3 |
|---|---|---|---|
| Ackley | 1.000 | 0.485 | 0.027 |
| Levy | 1.000 | 0.450 | 0.076 |
| Griewank | 1.000 | 0.861 | 0.155 |
| Rastrigin | 1.000 | 0.489 | 0.136 |
| Weierstrass | 1.000 | 0.464 | 0.005 |
| Ellipsoid | 1.000 | 0.740 | 0.120 |
| Parameter | Setting |
| Posterior-optimum samples | |
| ORF features | |
| DPGMM covariance | Diagonal |
| LCB coefficient | |
| Merge threshold | |
| Downlink packet size |
| Benchmark | TS | UCB | NEI | FTS | FTS-DE | FMTBO | CGP-TS | CGP-UCB | CGP-NEI | GUIDE-TS | GUIDE-UCB | GUIDE-NEI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ackley | 19.4789 | 19.3082 | 18.4994 | 19.4870 | 19.6941 | 19.0814 | 19.5242 | 8.7013 | 6.5675 | 18.6182 | 4.4896 | 5.2015 |
| Levy | 24.9042 | 11.9439 | 10.5159 | 23.0893 | 23.5361 | 9.3873 | 22.9011 | 3.7128 | 2.6747 | 11.6750 | 1.5865 | 1.9122 |
| Griewank | 47.1321 | 14.1117 | 13.3126 | 43.9996 | 15.4063 | 11.3637 | 43.2063 | 6.3414 | 4.9622 | 23.2003 | 4.9517 | 6.3052 |
| Rastrigin | 105.6477 | 80.4791 | 79.9759 | 102.8319 | 103.4912 | 81.3840 | 102.9572 | 62.0303 | 59.7812 | 90.3331 | 53.4890 | 54.6122 |
| Weierstrass | 13.5724 | 12.8962 | 11.8821 | 13.5131 | 13.5052 | 12.2728 | 13.5183 | 8.0722 | 8.0706 | 12.4086 | 3.2670 | 3.7779 |
| Ellipsoid | 146.4074 | 117.5092 | 87.9959 | 138.8153 | 137.5396 | 81.6766 | 140.1417 | 26.8736 | 24.0600 | 98.2097 | 1.7311 | 3.0529 |
| Benchmark | TS | UCB | NEI | FTS | FTS-DE | FMTBO | CGP-TS | CGP-UCB | CGP-NEI | GUIDE-TS | GUIDE-UCB | GUIDE-NEI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ackley | 19.5136 | 19.4350 | 18.7628 | 19.5511 | 19.7171 | 18.9928 | 19.5347 | 10.1460 | 10.9368 | 18.8906 | 8.4785 | 9.5379 |
| Levy | 24.3585 | 11.0529 | 10.1363 | 23.4060 | 25.8641 | 9.7791 | 24.2127 | 4.3481 | 3.5741 | 12.7145 | 3.2816 | 3.3482 |
| Griewank | 44.4283 | 13.5953 | 11.9247 | 44.1421 | 26.2381 | 11.3470 | 43.6216 | 7.1888 | 7.1002 | 24.8356 | 6.3000 | 7.8444 |
| Rastrigin | 101.5417 | 80.4771 | 78.9030 | 101.4711 | 101.7745 | 80.9836 | 103.0048 | 64.6460 | 62.5459 | 88.0868 | 58.3082 | 60.1472 |
| Weierstrass | 13.4680 | 12.9344 | 12.1369 | 13.4517 | 13.6576 | 12.5151 | 13.5531 | 8.9999 | 9.3717 | 12.7340 | 6.6966 | 6.8316 |
| Ellipsoid | 139.8685 | 113.6023 | 86.7074 | 139.5091 | 130.8015 | 78.4957 | 136.6720 | 37.2115 | 29.1808 | 91.6564 | 13.1331 | 13.3723 |
| Benchmark | TS | UCB | NEI | FTS | FTS-DE | FMTBO | CGP-TS | CGP-UCB | CGP-NEI | GUIDE-TS | GUIDE-UCB | GUIDE-NEI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ackley | 20.4047 | 20.5073 | 20.4203 | 20.4080 | 20.3972 | 20.2383 | 20.3699 | 20.3380 | 20.4331 | 20.3552 | 20.1739 | 20.1161 |
| Levy | 37.5643 | 24.3700 | 25.5279 | 41.1159 | 40.0354 | 25.0598 | 34.5967 | 24.6258 | 30.4253 | 34.2904 | 20.8306 | 23.6984 |
| Griewank | 67.8144 | 28.8836 | 26.9351 | 72.7054 | 74.5664 | 27.0838 | 65.7857 | 21.7611 | 30.0882 | 68.9316 | 21.2957 | 29.7074 |
| Rastrigin | 106.3844 | 95.6377 | 96.0487 | 110.2650 | 111.8623 | 95.4028 | 108.3831 | 96.2275 | 100.1082 | 104.5270 | 90.8849 | 94.0912 |
| Weierstrass | 13.6349 | 13.1439 | 12.7244 | 13.6075 | 13.6386 | 12.8031 | 13.4763 | 12.9093 | 12.8169 | 13.4107 | 12.8443 | 12.4937 |
| Ellipsoid | 157.2353 | 162.9886 | 138.9518 | 172.5919 | 167.3659 | 120.5134 | 156.5689 | 134.2802 | 151.8904 | 149.4864 | 127.6623 | 127.9452 |
| Benchmark | Vanilla UCB | Single-Gaussian belief | w/o value-aware reweighting | w/o component merging | w/o agent-specific sampling | Uniform uncertainty scaling | Full GUIDE-UCB |
|---|---|---|---|---|---|---|---|
| Ackley | 20.5073 | 20.2321 | 20.1612 | 20.2473 | 20.2122 | 20.4661 | 20.1739 |
| Rastrigin | 95.6377 | 92.1619 | 94.3347 | 92.5862 | 90.7210 | 90.2925 | 90.8849 |
| Zakharov | 101.9986 | 95.9903 | 109.8422 | 96.5643 | 98.2310 | 103.0493 | 92.9444 |
| Michalewicz | 7.3490 | 7.3529 | 7.5093 | 7.3660 | 7.4075 | 7.4026 | 7.3793 |
| Average rank | 5.00 | 3.00 | 5.25 | 4.00 | 3.75 | 4.50 | 2.50 |
| Parameter | Tested values | Default |
|---|---|---|
| posterior-optimum samples | 500 | |
| Downlink packet size | 5 | |
| Maximum guidance | 1.0 | |
| Merging threshold | 0.05 |
| Parameter | Value | Rastrigin | Michalewicz |
|---|---|---|---|
| 100 | 92.6392 | 7.3885 | |
| 250 | 91.9958 | 7.4102 | |
| 500 | 90.8849 | 7.3793 | |
| 750 | 91.3377 | 7.3489 | |
| 1000 | 93.1664 | 7.3473 | |
| 1 | 92.5324 | 7.3935 |
| Benchmark | TS | UCB | NEI | FTS | FTS-DE | FMTBO | CGP-TS | CGP-UCB | CGP-NEI | GUIDE-TS | GUIDE-UCB | GUIDE-NEI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ackley | 129.51 | 143.48 | 269.34 | 141.88 | 148.32 | 160.56 | 252.10 | 411.90 | 1811.38 | 267.19 | 275.87 | 402.82 |
| Levy | 111.27 | 125.76 | 262.50 | 133.12 | 124.19 | 256.59 | 237.84 | 263.90 | 765.01 | 215.37 | 217.87 | 499.63 |
| Griewank | 85.13 | 99.67 | 279.07 | 118.16 | 113.43 | 242.71 | 246.30 | 253.81 | 773.83 | 179.68 | 185.57 | 344.68 |
| Rastrigin | 120.42 | 163.72 | 290.74 | 128.78 | 121.39 | 297.36 | 265.75 | 359.93 | 1221.39 | 227.67 | 262.98 | 555.44 |
| Weierstrass | 126.20 | 140.59 | 250.92 | 141.79 | 149.75 | 171.29 | 246.86 | 347.38 | 1050.71 | 266.59 | 267.94 | 677.94 |
| Ellipsoid | 175.70 | 164.10 | 306.68 | 161.63 | 153.78 | 246.67 | 304.80 | 326.98 | 892.53 | 249.66 | 253.14 | 624.32 |