DisCoMBO: Steering Expert-in-the-Loop Black Box Optimization via Distributional Conformance
Organizations: Computer Science Department TU Darmstadt · TU Darmstadt, Hessian.AI, DFKI
Abstract
Sequential Model-Based Optimization (SMBO) traditionally relies on Bayesian or ensembling surrogates for uncertainty quantification. While historically treated as fully data-driven, SMBO increasingly integrates external domain expertise to accelerate discovery. To overcome the opaque guidance and diminished integration fidelity of standard acquisition re-weighting, Probabilistic Circuits (PCs) have emerged as a generative surrogate alternative, enabling direct knowledge injection via conditional sampling. However, these generative routines lack the formal exploration-exploitation semantics required for rigorous optimization. We introduce the Distributional Conformance Score (DisCo), a novel metric that unifies the flexibility and efficiency of PCs with a formal uncertainty framework. DisCo provides a bounded, -normalized measure of model "surprise" that (1) recovers properties comparable to kernel-based uncertainty known from, e.g., Gaussian Processes, while maintaining linear-time inference, and (2) enables accurate assessment of conformance of external knowledge w.r.t. model evidence. We then present DisCoMBO, a framework leveraging these properties for robust, knowledge-aware optimization. We prove that DisCoMBO is a zero-regret algorithm and demonstrate its effectiveness across diverse benchmarks from AutoML, material optimization, and wind park optimization.
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Supplementary material from the paper’s appendix.
Appendix
| S1 | S2 | S3 | |
|---|---|---|---|
| Activation | [Mish, ReLU, Hardswish] | [Mish, ReLU, Hardswish] | [Mish, ReLU, Hardswish] |
| Learning Rate | [1e-3, 1e0] | [1e-3, 1e0] | [1e-3, 1e0] |
| Weight Decay | [1e-5, 1e-2] | [1e-5, 1e-2] | [1e-5, 1e-2] |
| Trivial Argument | [True, False] | [True, False] | [True, False] |
| Op1 | 0-6 | 0-6 | 0-6 |
| Op2 | 0-6 | 0-6 | 0-6 |
| Benchmark/task | DisCoMBO (no interaction) | DisCoMBO (broad prior) |
|---|---|---|
| JAHS/cifar10 | 1.0000 | 2.1603 |
| JAHS/colorectal_histology | 1.0000 | 1.9342 |
| JAHS/fashion_mnist | 1.0000 | 1.7872 |
| HPO-B/6767:31 | 1.0000 | 2.7492 |
| HPO-B/6767:9914 | 1.0000 | 2.1132 |
| HPO-B/6794:3 | 1.0000 | 1.7865 |
| input | multiplication | arithmetic mean | Fisher | |
|---|---|---|---|---|
| a) | (1e-10, 1e-10) | |||
| b) | (1e-10, 0.01) | |||
| c) | (1e-10, 1) | |||
| d) | (0.01, 1) | |||
| e) | (1, 1) | |||
| f) | 1 1e-10, 9 1 |
Black-Box Optimization
Black-box optimization finds high-quality solutions when objectives can only be queried, not directly analyzed or differentiated.
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