FGSS-BO: Feedback-Guided Hypothesis Management for LLM-Based Bayesian Optimization

Bayesian Optimization (BO) is widely used for optimizing expensive black-box functions, yet it typically reduces each expensive experiment to an input and its objective value, discarding much of the information the experiment produces. Such auxiliary information can include training curves in hyperparameter optimization, expert notes and images in scientific experimentation, or known facts about the specific optimization problem. Leveraging the ability of large language models (LLMs) to process diverse and unstructured information, we introduce two methods: AuxBO-Evolve, which uses auxiliary information to evolve beliefs over the location of the optimum, and AuxBO-Vicinity, which uses it to locally guide the acquisition function. Across synthetic tasks, hyperparameter optimization benchmarks, and a nuclear fusion task with unstructured scientist-written logs, our methods consistently improve optimization performance and outperform standard BO and existing LLM-based approaches. We further find that LLMs provide more effective probabilistic guidance when modeling likely maximizer locations rather than objective values pointwise. Overall, our results demonstrate that exploiting rich information beyond standard $(\mathbf{x}, y)$ interactions can substantially improve BO performance.

Incorporating rich task-relevant context, such as domain knowledge and external observations, is a key capability yet remains challenging for Bayesian optimisation (BO). Recently, practitioners have started to use large language models (LLMs) to generate and execute BO programs through coding harnesses. In such emerging practices, the posterior belief is shaped not only by Bayesian inference but also by LLM-generated model and data artefacts, offering a flexible route for task context to enter BO as executable code. To study whether and how LLMs can be harnessed to compile diverse contextual signals for BO, we formulate LLM-compiled BO as generalised-context decision making. We propose HarBO, a BO-specialised harness that compiles generalised context into the core artefacts of standard BO through a validated multi-stage workflow. Our theory analyses the regret under imperfect compilation and the effect of adding new context. Across synthetic functions and real-world benchmarks, we find that LLM harnesses can effectively compile context into standard BO, achieving competitive performance with specialised LLM-embedding-based and direct LLM-in-the-loop BO methods. General coding harnesses can be effective in familiar domains such as hyperparameter optimisation, but fall short in unfamiliar, context-rich domains. Together, these results establish LLM harnesses as a promising, but not automatically reliable, route for making rich task context usable in BO.

The high cost and data scarcity in scientific exploration have motivated the use of large language models (LLMs) as knowledge-driven components in Bayesian optimization (BO). However, existing approaches typically embed LLMs directly into the sampling or surrogate modeling pipeline, without fully leveraging their significantly lower evaluation cost compared to real-world experiments. To address this limitation, we propose LLM-Accelerated Bayesian Optimization (LABO), a framework that combines LLM predictions with experimental observations within a single BO loop. LABO employs a gating criterion to dynamically balance the reliance on LLM predictions versus actual experiments. By leveraging inexpensive LLM evaluations to broadly explore the search space and reserving costly real experiments only for regions with high uncertainty, LABO achieves more sample-efficient optimization. We provide a theoretical analysis with a cumulative regret bound that formalizes this efficiency gain. Empirical results across diverse scientific tasks demonstrate that LABO consistently outperforms existing methods under identical experimental budgets. Our results suggest that LABO offers a practical and theoretically grounded approach for integrating LLMs into scientific discovery workflows.