cs.LGOct 10, 2026

Understanding Hidden Spatial Preferences in Bayesian Optimization

Authors: Maria Bånkestad, Jens Sjölund

Abstract

Bayesian optimization uses posterior uncertainty to decide where to explore, but this uncertainty is not spatially neutral. On bounded domains, Gaussian-process posterior variance is typically larger near faces, edges, and corners, giving variance-based acquisition functions a systematic boundary bias. This spatial preference is usually inherited from the surrogate rather than chosen as part of the exploration strategy. We separate these roles by keeping the predictive model fixed and modifying the spatial preference of the exploration term. We control the preference with spatial weight fields and amortize their construction with neural surrogates. Controlled experiments show that the Gaussian process' default boundary bias changes which parts of the domain are explored and which optima are reached. We compare three alternative exploration principles and find, across standard benchmark functions and stochastic robot-pushing tasks, that they can often lower regret, particularly early in the optimization. The spatial structure of posterior uncertainty is therefore not a neutral default: it shapes the exploration strategy and can materially affect optimization performance.

Figures & tables

Appendix figures & tables6 assets

Supplementary material from the paper’s appendix.

Appendix

Explore similar work

Jun 1, 2026

Local Preferential Bayesian Optimization

Bayesian optimization (BO) is a popular and effective approach for tuning expensive, noisy experiments, but requires the formulation of an explicit objective function. Preferential BO (PBO) removes this requirement by learning from pairwise human feedback, yet existing methods struggle to efficiently optimize beyond low- and medium-dimensional problems due to their global search approaches. We address this limitation by developing a family of local PBO methods that transfer key ideas from high-dimensional BO to the preferential setting. In particular, we introduce local PBO methods which adapt trust-region and derivative-informed local search to pairwise preference feedback, where the latter exploits first- and second-order derivatives of the Laplace-approximated GP posterior. Our benchmark on GP sample paths, standard optimization benchmark functions, and policy-search tasks shows that local PBO methods are especially effective in high-dimensional and complex landscapes with steep optima. Compared with global preference-based baselines, they can substantially reduce cumulative regret, making them particularly useful for real-world preference-based optimization tasks such as policy search.
May 25, 2026

Boundary Variance Inflation Causes Acquisition Bias in Gaussian Processes

Gaussian processes with stationary kernels on bounded domains exhibit inflated posterior variance near the boundary. Despite being a long-recognized artifact in geostatistics and a source of over-exploration in Bayesian optimization, the causes and effects of boundary-induced acquisition bias are underexplored. We trace the root cause to a simple geometric mechanism: the truncation of the kernel correlation neighborhood at the domain boundary creates an observation-independent distortion that worsens with dimensionality. We show how this distortion manifests across three acquisition classes: variance maximization concentrates selections at the corners, whereas negative integrated posterior variance and expected predictive information gain move selections inward to axis-aligned interior shells. These patterns arise without reference to any objective function, meaning that acquisition behavior can be dominated by kernel geometry rather than the desired task-specific uncertainty. To quantify this, we introduce a function-free selection-profile diagnostic for arbitrary acquisitions, kernels, and bounded-domain geometries.
Oct 12, 2026

Exploration strategies for Gaussian process bandit optimization with inference regret guarantees

Existing cumulative regret guarantees for Bayesian optimization (BO) do not necessarily characterize the quality of the algorithm's final output. This gap is critical under noisy evaluations, where the goal is to return a single high-quality recommendation. To address it, we introduce efficient exploration strategies that can be incorporated into any BO procedure by occasionally replacing the acquisition query with an exploration query. To validate this approach, we bound the Gaussian process posterior standard deviation over the search space via the fill distance of the queries, which measures the largest region left unexplored. We then use this result to derive upper bounds on the inference regret, i.e., the gap between the global optimum and the function value at the algorithm's returned point. Empirically, these exploration strategies improve the final recommendations of existing BO algorithms on synthetic benchmarks, hyperparameter optimization, and a control task.