Acquisition Function-Guided Generation for Bayesian Optimization over Discrete Spaces
Authors: Tommaso Ancilli, Thomas Wedenig, Henry Moss, Robert Peharz
Organizations: Institute of Machine Learning and Neural Computation, TU Graz, Austria · Graz Center for Machine Learning (GraML), Austria · School of Mathematical Sciences, Lancaster University, UK
Bayesian optimization (BO) over discrete spaces is challenging due to missing gradients and the sparsity of valid solutions. Latent-space BO sidesteps both issues by fitting a surrogate in the latent space of a generative model, which however substantially complicates the direct incorporation of domain knowledge that is naturally expressed in the original discrete space. In this work, we instead combine a pretrained generative model with a surrogate defined directly in data space, where inductive biases such as domain-specific kernels can be readily incorporated. Rather than maximizing the acquisition function over the discrete design space, our method samples candidates from the generative model under a distribution tilted by the acquisition function. To recover useful gradients for sampling, we embed this tilted distribution into a diffusion bridge that yields a smooth, posterior-averaged acquisition function. This leads to acquisition function guided generation (AFGG), which we instantiate with a categorical diffusion model and an autoregressive normalizing flow. Across a broad suite of molecular benchmarks, the diffusion model variant performs on par with leading BO methods, while the flow model variant outperforms state-of-the-art methods in most cases and remains highly competitive otherwise. Our implementation is available at https://anonymous.4open.science/r/afgg.
Figures & tables
Figure 1: Sequential setting. Optimization trajectories on six representative objectives, with 10 initial observations followed by 300 oracle evaluations, one per BO iteration. Curves show the median over 5 seeds.
baselines
AFGG
Objective
CoBO
InvBO
LOL-BO
NFBO
COWBOYS
CDCD
SeqFlow
albu_sim
0.593 ± 0.111
0.629 ± 0.079
0.509 ± 0.065
0.593 ± 0.119
0.448 ± 0.037
0.691 ± 0.073
0.975 ± 0.038
amlo_mpo
0.523 ± 0.012
0.538 ± 0.050
0.516 ± 0.022
0.563 ± 0.095
0.472 ± 0.038
0.546 ± 0.039
0.565 ± 0.045
cele_red
0.262 ± 0.041
0.286 ± 0.068
0.243 ± 0.035
0.455 ± 0.035
0.243 ± 0.020
0.392 ± 0.024
0.836 ± 0.125
deco_hop
0.565 ± 0.008
0.597 ± 0.019
0.560 ± 0.009
0.673 ± 0.147
0.559 ± 0.008
0.599 ± 0.010
0.803 ± 0.175
drd2
0.510 ± 0.370
0.963 ± 0.037
0.626 ± 0.184
0.971 ± 0.066
0.796 ± 0.243
0.730 ± 0.226
1.000 ± 0.000
Table 1: Sequential benchmark (partial results). Final best score on all 25 PMO objectives after 300 oracle calls (10 initial points, 1 point per BO iteration), mean ± sample standard deviation over 5 seeds. For readability the table shows five of the eleven baselines; Table 6 gives the full comparison. AFGG is shown in two instantiations: CDCD and SeqFlow . Every cell is judged against the opposing group. Bold : the cell’s mean exceeds every mean in the opposing group. Green, shaded : lead exceeds the cell’s own sample standard deviation; bold without shading denotes a smaller lead. Objective abbreviations are defined in Table 5 .
Figure 2: Batch setting, uncoupled generation. Optimization trajectories on the same six representative objectives, with 100 initial observations followed by 500 oracle evaluations in batches of five. Curves show the median over 5 seeds.
Appendix figures & tables16 assets
Supplementary material from the paper’s appendix.
Appendix
CDCD
SeqFlow
noised variable
embedding x
flow latent gθ−1(x)
schedule (αt,σt)
(1,t) , VE
(ρt,1−ρt2) , VP Eq. ( 51 )
(i) ∇ztlogpt
learned Eq. ( 6 )
−zt , exact
(ii) draws from p(⋅∣zt)
mean-field p~ Eq. ( 49 ), one network pass
exact Gaussian Eq. ( 27 ), N passes of gθ
∇ztlogℓt
SNIS Eq. ( 42 ) or REINFORCE Eq. ( 50 )
SNIS Eq. ( 42 )
noise end
pT⋆≈N(0,T2I)
πT⋆≈N(0,I)
Appendix
Table 2: What each backbone supplies to the guided score Eq. ( 19 ). Quantities (i) and (ii) are backbone-specific; the guidance term ∇ztlogℓt is estimated from the draws of (ii) (Section 3.3 ).
objective
K=0
K=32
Δ
Δ/sd
med2
0.1637±0.0193
0.1694±0.0243
+0.0058
+0.26
osmb
0.7094±0.0578
0.7055±0.0611
−0.0039
−0.07
adip
0.4335±0.0297
0.4483±0.0029
+0.0148
+0.70
zale
0.3811±0.0935
0.2842±0.0612
−0.0969
−1.23
rano
0.7503±0.0361
0.7088±0.0570
−0.0416
−0.87
qed
0.8992±0.0370
0.9106±0.0387
+0.0114
+0.30
Appendix
Table 3: The mean-field approximation Eq. ( 49 ) against rollouts of the reverse process. K is the number of inner denoising steps used to draw each of the N SNIS samples: K=0 is the factorized draw from the per-position marginals Eq. ( 7 ), i.e. Eq. ( 49 ), and is what Algorithm 1 uses; K>0 replaces it by a K -step ancestral rollout, which couples the positions through the network and resolves the joint. Final objective value after 300 BO epochs on six GuacaMol/TDC objectives, mean ± sd over 3 seeds; higher is better. Δ is K=32 minus K=0 , and the last column expresses it in units of the pooled seed-to-seed sd. At K=32 — beyond the point where proposal fidelity saturates, and at ≈24× the wall clock ( 8.77 against 0.36 h per arm) — no objective improves beyond the seed spread and one degrades.
Hyperparameter
Value
Architecture
Embedding dimension
16
Hidden dimension
512
Query/key/value dimension
512
Time embedding dimension
16
Layers
8
Appendix
Table 4: Hyperparameters of the CDCD generator.
Abbreviation
PMO objective
Abbreviation
PMO objective
albu_sim
albuterol_similarity
osim_mpo
osimertinib_mpo
amlo_mpo
amlodipine_mpo
peri_mpo
perindopril_mpo
cele_red
celecoxib_rediscovery
rano_mpo
ranolazine_mpo
deco_hop
deco_hop
logp
rdkit_logp
drd2
drd2_docking
qed
rdkit_qed
fexo_mpo
fexofenadine_mpo
sa
sa_tdc
Appendix
Table 5: Abbreviations of the 25 PMO objectives, used in all tables.
Figure 3: Sequential setting : full trajectories on all 25 PMO objectives (10 initial points, 300 oracle calls, 1 point per BO iteration).
baselines
AFGG
Objective
CoBO
InvBO
LOL-BO
NFBO
CMA-ES
COWBOYS
DE
GA
HC
RLBO
TuRBO
CDCD
SeqFlow
albu_sim
0.593 ± 0.111
0.629 ± 0.079
0.509 ± 0.065
0.593 ± 0.119
0.500 ± 0.030
0.448 ± 0.037
0.488 ± 0.035
0.385 ± 0.074
0.454 ± 0.070
0.483 ± 0.091
0.475 ± 0.047
0.691 ± 0.073
0.975 ± 0.038
amlo_mpo
0.523 ± 0.012
0.538 ± 0.050
0.516 ± 0.022
0.563 ± 0.095
0.459 ± 0.038
0.472 ± 0.038
0.438 ± 0.143
0.419 ± 0.082
0.460 ± 0.048
0.491 ± 0.030
0.475 ± 0.024
0.546 ± 0.039
0.565 ± 0.045
cele_red
0.262 ± 0.041
0.286 ± 0.068
0.243 ± 0.035
0.455 ± 0.035
0.227 ± 0.032
0.243 ± 0.020
0.216 ± 0.036
0.210 ± 0.040
0.228 ± 0.032
0.224 ± 0.031
0.221 ± 0.033
0.392 ± 0.024
0.836 ± 0.125
deco_hop
0.565 ± 0.008
0.597 ± 0.019
0.560 ± 0.009
0.673 ± 0.147
0.563 ± 0.010
0.559 ± 0.008
0.571 ± 0.018
0.549 ± 0.015
0.553 ± 0.012
0.556 ± 0.015
0.552 ± 0.012
0.599 ± 0.010
0.803 ± 0.175
drd2
0.510 ± 0.370
0.963 ± 0.037
0.626 ± 0.184
0.971 ± 0.066
0.184 ± 0.068
0.796 ± 0.243
0.862 ± 0.156
0.154 ± 0.051
0.183 ± 0.045
0.380 ± 0.246
0.556 ± 0.337
0.730 ± 0.226
1.000 ± 0.000
Appendix
Table 6: Final best score on all 25 PMO objectives after 300 oracle calls (10 initial points, 1 point per BO iteration), mean ± sample standard deviation over 5 seeds. AFGG is shown in two instantiations: CDCD and SeqFlow . Every cell is judged against the opposing group: an AFGG cell against the 11 baselines, a baseline cell against the two AFGG columns. Bold : the cell’s mean exceeds every mean in the opposing group. Green : that lead is significant, exceeding the cell’s own standard deviation; bold without green therefore means ahead but within noise.
Figure 4: Batch regime, uncoupled generation : 500 acquisitions (100 initial points, then 100 epochs of 5), all 25 objectives.
baselines
AFGG
Objective
CoBO
InvBO
LOL-BO
NFBO
COWBOYS
CDCD
SeqFlow
albu_sim
0.692 ± 0.095
0.771 ± 0.057
0.579 ± 0.043
0.609 ± 0.073
0.551 ± 0.081
0.779 ± 0.073
0.960 ± 0.050
amlo_mpo
0.540 ± 0.021
0.569 ± 0.029
0.522 ± 0.026
0.582 ± 0.024
0.501 ± 0.021
0.565 ± 0.052
0.618 ± 0.075
cele_red
0.307 ± 0.035
0.366 ± 0.064
0.304 ± 0.036
0.452 ± 0.052
0.316 ± 0.052
0.457 ± 0.098
0.861 ± 0.135
deco_hop
0.588 ± 0.005
0.610 ± 0.007
0.586 ± 0.004
0.617 ± 0.018
0.583 ± 0.004
0.614 ± 0.019
0.878 ± 0.120
drd2
0.930 ± 0.090
0.996 ± 0.006
0.728 ± 0.247
0.994 ± 0.012
0.774 ± 0.210
0.792 ± 0.288
1.000 ± 0.000
Appendix
Table 7: Batch regime, uncoupled generation. Final best score on all 25 PMO objectives after 500 acquisitions (100 initial points, then 100 epochs of 5), mean ± sample standard deviation over 5 seeds. AFGG generates each batch uncoupled here: every molecule is guided by its own acquisition value, and the batch only forms at selection. Every cell is judged against the opposing group: an AFGG cell against the five baselines, a baseline cell against the two AFGG columns. Bold : the cell’s mean exceeds every mean in the opposing group. Green : that lead is significant, exceeding the cell’s own standard deviation; bold without green therefore means ahead but within noise.
Figure 5: Batch regime, coupled generation : 500 acquisitions (100 initial points, then 100 epochs of 5), all 25 objectives.
baselines
AFGG
Objective
CoBO
InvBO
LOL-BO
NFBO
COWBOYS
CDCD
SeqFlow
albu_sim
0.692 ± 0.095
0.771 ± 0.057
0.579 ± 0.043
0.609 ± 0.073
0.551 ± 0.081
0.703 ± 0.057
0.910 ± 0.083
amlo_mpo
0.540 ± 0.021
0.569 ± 0.029
0.522 ± 0.026
0.582 ± 0.024
0.501 ± 0.021
0.606 ± 0.068
0.630 ± 0.051
cele_red
0.307 ± 0.035
0.366 ± 0.064
0.304 ± 0.036
0.452 ± 0.052
0.316 ± 0.052
0.402 ± 0.034
0.645 ± 0.153
deco_hop
0.588 ± 0.005
0.610 ± 0.007
0.586 ± 0.004
0.617 ± 0.018
0.583 ± 0.004
0.615 ± 0.018
0.866 ± 0.153
drd2
0.930 ± 0.090
0.996 ± 0.006
0.728 ± 0.247
0.994 ± 0.012
0.774 ± 0.210
1.000 ± 0.000
1.000 ± 0.000
Appendix
Table 8: Batch regime, coupled generation. Final best score on all 25 PMO objectives after 500 acquisitions (100 initial points, then 100 epochs of 5), mean ± sample standard deviation over 5 seeds. AFGG generates each batch coupled here: one joint qLogEI tilt per candidate batch, so its members are generated aware of each other. Every cell is judged against the opposing group: an AFGG cell against the five baselines, a baseline cell against the two AFGG columns. Bold : the cell’s mean exceeds every mean in the opposing group. Green : that lead is significant, exceeding the cell’s own standard deviation; bold without green therefore means ahead but within noise.
Metric
CDCD
SeqFlow
Validity ↑
1.0000
0.9972
Uniqueness ↑
0.9932
0.9862
Novelty ↑
0.9956
0.9838
FCD ↓
20.99
6.02
Appendix
Table 9: Unconditional sample quality. 5000 molecules drawn from each generative model and scored against a 30 k-molecule subset of GuacaMol.
Guidance on vs off
Objective
on
off ( λ=0 )
osim_mpo
0.714 ± 0.064
0.722 ± 0.048
med_2
0.199 ± 0.013
0.173 ± 0.012
amlo_mpo
0.486 ± 0.053
0.408 ± 0.018
zale_mpo
0.420 ± 0.054
0.431 ± 0.030
rano_mpo
0.788 ± 0.012
0.745 ± 0.026
Appendix
Table 10: Guidance on vs. off; off sets λ=0 , flattening the SNIS weights to uniform so the tilted mean equals the untilted one.
Guidance estimator
Objective
SNIS (closed form)
REINFORCE
osim_mpo
0.714 ± 0.064
0.671 ± 0.033
med_2
0.199 ± 0.013
0.170 ± 0.010
amlo_mpo
0.486 ± 0.053
0.410 ± 0.062
zale_mpo
0.420 ± 0.054
0.250 ± 0.085
rano_mpo
0.788 ± 0.012
0.687 ± 0.036
Appendix
Table 11: Guidance estimator: closed-form SNIS vs. REINFORCE (score-function estimator with a leave-one-out baseline) in place of the mean-swap identity.
Acquisition function
Objective
EI
PI
UCB
osim_mpo
0.714 ± 0.064
0.708 ± 0.065
0.696 ± 0.041
med_2
0.199 ± 0.013
0.183 ± 0.015
0.170 ± 0.009
amlo_mpo
0.486 ± 0.053
0.495 ± 0.029
0.490 ± 0.013
zale_mpo
0.420 ± 0.054
0.439 ± 0.045
0.445 ± 0.055
rano_mpo
0.788 ± 0.012
0.753 ± 0.026
0.746 ± 0.037
Appendix
Table 12: Acquisition function driving both the guidance tilt and candidate selection; UCB uses β=0.1 .
Candidate pool size
Objective
1
5
10
20
osim_mpo
0.736 ± 0.010
0.712 ± 0.053
0.714 ± 0.064
0.711 ± 0.063
med_2
0.186 ± 0.012
0.192 ± 0.008
0.199 ± 0.013
0.204 ± 0.007
amlo_mpo
0.486 ± 0.045
0.504 ± 0.038
0.486 ± 0.053
0.496 ± 0.029
zale_mpo
0.432 ± 0.048
0.411 ± 0.084
0.420 ± 0.054
0.406 ± 0.060
rano_mpo
0.764 ± 0.008
0.768 ± 0.019
0.788 ± 0.012
0.771 ± 0.015
Appendix
Table 13: Candidate pool size: guided trajectories rolled out per epoch, of which the best by acquisition value is evaluated.
Where the temperature acts
Objective
power tilt γ=2
scale drift λ=0.5
scale drift λ=2
scale drift λ=5
osim_mpo
0.714 ± 0.064
0.702 ± 0.034
0.694 ± 0.040
0.682 ± 0.026
med_2
0.199 ± 0.013
0.194 ± 0.010
0.191 ± 0.013
0.182 ± 0.007
amlo_mpo
0.486 ± 0.053
0.474 ± 0.029
0.423 ± 0.029
0.496 ± 0.051
zale_mpo
0.420 ± 0.054
0.449 ± 0.026
0.402 ± 0.041
0.401 ± 0.029
rano_mpo
0.788 ± 0.012
0.750 ± 0.031
0.782 ± 0.023
0.773 ± 0.023
Appendix
Table 14: Different temperature parameters and how they affect the final generation process.
Generative models are increasingly central to many de novo discovery pipelines, in which designs are generated at scale and filtered through virtual screens to determine a set of candidates to experimentally validate. While Bayesian optimization (BO) is a natural fit for this setting, as it uses past evaluations to guide future proposals, the computational overhead required for its sequential decision-making becomes a bottleneck when virtual screens are relatively cheap. We make BO practical in this regime by exploiting the unique combination of a linear model constrained to a spherical domain where high-dimensional latents concentrate. We build off recent work justifying the use of linear surrogates, while deriving nearly closed-form solutions to the surrogate modelling and acquisition problems that exploit spherical symmetry. The result is at least a 100x speedup over state-of-the art baselines, with matching or improved performance across molecular and image generation benchmarks. Altogether, our method makes BO a practical drop-in for de novo pipelines where it was previously too slow to consider.
Donney Fan, Colin Doumont, Aleksandra Kalisz +4
University of British Columbia · Vector Institute · Tübingen AI Center +3
Bayesian optimisation (BO) is a powerful framework for sample-efficient optimisation of expensive black-box functions, but its application to high-dimensional discrete scientific design remains challenging. Local trust-region BO methods such as TuRBO address high dimensionality by restricting search to adaptively sized neighbourhoods. However, a direct discrete analogue based on edit distance can be poorly suited to structured discrete objects: neighbourhoods grow combinatorially, and metric proximity does not capture the dependencies that determine whether a design is plausible or useful. Motivated by the growing availability of pretrained generative models, we introduce GenTuRBO, which replaces the geometric trust region with an adaptively scaled proposal distribution defined by a pretrained generator. The generator provides a learned prior over discrete transformations, encoding coordinated changes without explicitly enumerating edit-distance neighbourhoods. GenTuRBO performs strongly across all three domains and achieves the highest mean final scores on Ehrlich sequence optimisation and Sokoban coordination.
Michael Dodds, Erik Bodin, Sebastian W. Ober +3
University of Cambridge · Monumo · BigHat Biosciences +2
Bayesian optimization (BO) is a widely used approach for black-box optimization that uses a Gaussian process (GP) as a surrogate and guides sequential evaluations via an acquisition function, with the ultimate goal of locating the global optimum x⋆. To align with this goal, information-based acquisition functions such as Predictive Entropy Search (PES) model x⋆ as a random variable and reduce the entropy of its distribution, but approximating this distribution via traditional GP posterior sampling is computationally expensive. To address this limitation, we leverage Conditional Diffusion Models (CDMs) to efficiently approximate the distribution of x⋆ and develop BO-inherent training strategies for CDMs. Motivated by the structural properties of the CDM-learned distribution, we further develop an acquisition strategy termed Diffusion-based Mode Seeking (DMS) to guide the sequential evaluation. We establish a sub-optimality guarantee for the CDM-learned distribution and demonstrate through extensive experiments that DMS outperforms standard BO baselines.
Yilin Zheng, Haowei Wang, Szu Hui Ng +1
National University of Singapore · Singapore · Georgia Institute of Technology +1