Multi-Fidelity Optimization

Bayesian optimization often involves multiple objectives, constraints, and fidelity levels. We address the challenge of jointly selecting where and at which fidelity to evaluate to identify the highest-fidelity feasible Pareto frontier in this combined setting. From a unified information-theoretic perspective, we measure query utility by the information gain about this frontier, provided by an observation. Since this mutual information is intractable, we derive a variational lower bound using a mixture of under- and over-truncated approximations to the Pareto-consistent region. Multi-fidelity surrogate models propagate the information to arbitrary fidelities, yielding a cost-aware acquisition function without separate heuristics for fidelity selection or constraint handling. Experiments on synthetic, benchmark, and real-world problems demonstrate effectiveness across diverse objective, constraint, and fidelity settings.

In branch-and-bound (B&B) for mixed-integer linear programming (MILP), branching variable selection critically impacts efficiency. Existing neural branching policies often require GPU inference, while CPU-efficient symbolic expressions lack the representational capacity for complex logic. Large Language Model (LLM)-generated code provides a flexible search space for designing lightweight branching rules with diverse algorithmic logic. To discover effective rules within LLM-based evolutionary frameworks, a core challenge arises: full B&B evaluation on real instances is prohibitively expensive, whereas offline imitation learning suffers from distribution shift. To address this, we introduce a Bi-Fidelity Evolutionary framework (BiFE). It employs low-fidelity imitation scores as a rapid pre-screener and selectively applies high-fidelity on-instance evaluation only to elite candidates, effectively balancing search efficiency with performance reliability. Experiments validate both the search efficiency of BiFE and the competitiveness of its discovered rules, which outperform the SCIP solver and other baselines on CPUs, and even surpass certain GPU-based neural policies.

Many LLM inference problems, including model routing, prefix-cache management, prompt trimming, and test-time search, can be viewed as optimization over a tree. This structure arises naturally from autoregressive generation: every prefix defines a node, and its continuations form a subtree below it. Internal nodes of the tree provide cheap but biased estimates of a region's value, while leaf evaluations are expensive but accurate. Hierarchical bandit methods can exploit this structure, but typically require a specific smoothness schedule to be specified in advance, even though real objectives are often only piecewise smooth and their optima may lie near sharp boundaries. We introduce CANOPY, a multi-fidelity tree bandit that learns where the smoothness prior is valid rather than assuming it globally. CANOPY uses cheap random-path probes to construct an online certificate of local aggregation bias, then directs expensive leaf evaluations toward cells where the certificate detects a smoothness violation. We prove fixed-budget and regret guarantees whose additional cost is additive in the number of discontinuities, recovering the smooth-tree rate when no violations are present and approaching structure-blind search as violations become dense. Across routing, top-$k$ identification, test-time search, caching, and prompt trimming, CANOPY consistently improves matched-budget performance, including $2.9\times$ higher top-10 recall on a 1000-model pool, $1.6\times$ more SWE-bench Verified issues resolved than best-of-$N$, and $3.6\times$ lower median time-to-first-token with prefix caching.

Many real-world optimization problems rely on expensive simulations or experiments, making the efficient use of available data essential. Multi-fidelity optimization of high-dimensional black-box functions subject to black-box constraints is increasingly relevant as the cost of objective evaluations continues to rise in applications such as machine learning, engineering, and control. To our knowledge, no existing method simultaneously addresses high-dimensionality, black-box constraints, an arbitrary number of fidelity levels, and non-nested sampling. In this work, we extend the Scalable Constrained Bayesian Optimization method to the multi-fidelity setting, resulting in the MF-SCBO method. The proposed approach is evaluated on standard benchmark functions as well as challenging problems. The experimental results demonstrate that MF-SCBO generally achieves better convergence than both the single-fidelity SCBO and the other multi-fidelity method considered in this high-dimensional and constrained settings.

Optimizing industrial process flowsheets is often computationally prohibitive due to the high cost of rigorous simulations and the curse of dimensionality inherent in complex design spaces. To address these challenges, we present a reduced-space multi-fidelity Bayesian optimization (RS-MFBO) framework designed for high-dimensional, expensive black-box functions. The approach integrates Global Sensitivity Analysis (GSA) for dimensionality reduction with a fidelity-augmented Gaussian process that captures correlations between low-cost approximations and expensive high-fidelity evaluations. A cost-aware acquisition strategy, augmented with cooldown and promotion mechanisms, adaptively guides the allocation of samples across fidelities. The framework is validated on two distinct industrial process simulators: a plasmid DNA bioprocess in SuperPro Designer and a green fuel synthesis plant in Aspen HYSYS. Results across diverse economic and physical objectives demonstrate that the proposed method substantially reduces the number of high-fidelity simulator evaluations while maintaining competitive optimization performance compared to single-fidelity baselines. These results highlight RS-MFBO as a scalable, simulator-agnostic approach for cost-constrained black-box optimization.

Multi-object tracking (MOT) is dominated by the tracking-by-detection paradigm, whose methods typically rely on a small set of hyperparameters that are conventionally chosen by hand. Tuning them requires repeated expert-guided experimentation, while the procedures used to select reported values are often not systematically evaluated or fully documented. Hyperparameter optimization (HPO) automates this process, yet it remains rarely used in MOT, and existing studies applying HPO to MOT predate modern deep-detector-based trackers and HOTA evaluation. We systematically apply HPO across two datasets and four tracking-by-detection methods. We also propose Multi-Fidelity Greedy Coordinate Search (MFGCS), which optimizes one hyperparameter at a time by first evaluating candidate values on a small subset of scenes and re-evaluating only promising candidates on the full dataset. Across all eight tracker-dataset combinations, the Tree-structured Parzen Estimator (TPE) and MFGCS outperform both our hand-tuned configurations and the corresponding published results, with improvements of up to 4.38 and 16.05 HOTA points, respectively. MFGCS also reaches a predefined HOTA target faster than TPE in seven of the eight combinations. Within each tracker-dataset pair, all optimizers share the same search space and evaluation pipeline, isolating the effect of the search strategy. We release the code and tuned configurations to enable future work to compare against systematically optimized rather than default or manually tuned baselines.

Stochastic gradient Markov chain Monte Carlo (SGMCMC) methods enable scalable Bayesian inference, but their performance depends strongly on hyperparameters such as the step size, mini-batch size, and number of leapfrog steps. Since most SGMCMC algorithms lack a Metropolis-Hastings acceptance rate, standard acceptance-based tuning methods are not directly applicable. We propose HyperMC, a multi-fidelity tuning framework that combines Hyperband-style resource allocation with kernel Stein discrepancy (KSD) evaluation. By running multiple successive-halving brackets, HyperMC balances broad exploration of a continuous hyperparameter space with increasingly accurate evaluation of promising configurations under a fixed computational budget. We further introduce Robust HyperMC, which uses global grid initialization followed by elite-guided local refinement to reduce sensitivity to random candidate generation and noisy finite-budget evaluations. Under suitable approximation and concentration conditions for the estimated KSD, we establish that the successive-halving component selects a near-optimal configuration among the sampled candidates with high probability and derive a sufficient computational budget for successful selection. Experiments on logistic regression, probabilistic matrix factorization, and Bayesian neural networks show that HyperMC improves posterior approximation or predictive calibration relative to MAMBA, grid search, and heuristic baselines, while Robust HyperMC yields more stable and reproducible tuning results.

Large language model (LLM)-driven evolution has shown promise for program search and algorithm discovery, but relying on strong models throughout long evolutionary runs is costly. A natural alternative is to combine cheap and strong models under a fixed inference budget. However, existing approaches typically allocate models at the level of individual queries or mutation steps, overlooking that evolutionary search is \textit{stateful}: each generated candidate changes the population from which subsequent mutations are produced. We empirically analyze LLM-driven evolutionary trajectories and find that search progress is strongly front-loaded, early trajectory performance is informative but noisy, and cheap models recover much of the early progress achieved by strong models at lower cost. Motivated by these findings, we propose \textbf{\model}, a training-free framework that shifts budget allocation from individual calls to evolving populations through adaptive \textit{population handoff}. A cheap model explores multiple trajectories in short blocks allocated by a bandit scheduler. Relay Gain, defined as the marginal improvement of a compact, quality-diverse candidate bank constructed for handoff, serves as the scheduler reward and determines when to hand off. The curated candidates initialize a shared strong model population for refinement. Across four benchmarks and three budgets, \model achieves the highest mean score in 11 of 12 settings, outperforming competitive baselines. Our results suggest that in stateful search, budget allocation should be organized around the population, not the individual call.

Black-box optimization is a ubiquitous problem in science and engineering, often dealing with expensive objective functions with cheaper lower-fidelity proxies available. Multi-fidelity Bayesian optimization (MF-BO) is a principled approach to this problem, leveraging correlations across different fidelities when querying the objective. However, for many important MF-BO tasks, the true highest-fidelity function is prohibitively expensive to be part of the optimization loop. Nevertheless, practitioners often have gold standard data (observations of the highest-fidelity function) obtained from previous experiments that might provide information for the current task. For instance, in molecular optimization, chemists often pick the top-$k$ candidate molecules using various computer simulations, and later reveal their true objective function values. In this work, we demonstrate the suboptimality of standard MF-BO algorithms in the real-world scenarios above, even under ideal assumptions. Next, we mitigate this problem by incorporating historical high-fidelity data accompanied by task descriptors---which can be explicitly given or extracted from unstructured metadata. We demonstrate the effectiveness of our methods on synthetic functions, as well as real-world problems in chemistry and hyperparameter optimization.

Configuration tuning is essential for optimizing the performance of highly configurable systems, e.g., throughput or runtime, under a given environment. Yet, this is a challenging process as there can be many options to tune, and configuration measurement is often highly expensive. In this paper, we demonstrate the phenomenon of ``less can be more'': system configuration tuning can be greatly improved with much superior budget utilization by partially tuning under the imperfect-fidelity---an environment that is similar, but cheaper to measure, compared with the concerned perfect-fidelity of environment under which the system should be tuned. We codify a conceptual framework of fidelity for configurable systems, drawing on which allows us to propose MFTune, a tuner that proactively explores in the space of $>10^4$ possible imperfect-fidelity settings to approximate a useful one, which strikes for the wideness of tuning. This creates high-quality seeds for the perfect-fidelity, which in turn ensures the tuning depth. Experiment results against $10$ state-of-the-art tuners, obtained from running diverse real-world systems for $19$ months $24 \times 7$, show that MFTune performs considerably better on $83.33$% cases with up to $19.34\%$ improvement while achieving hours of budget saving in general.

Self-driving laboratories increasingly rely on multi-fidelity Bayesian optimization (MFBO) to balance cheap, approximate evaluations against scarce, expensive ones, with a predictive surrogate at its core. Gaussian processes (GPs) are the default choice, but they scale poorly as data accumulate and assume a smooth landscape that molecular and materials search spaces routinely violate. Transfer learning offers an alternative suited to this regime: it learns a representation from abundant cheap data and adapts it to sparse expensive data. Despite its use in property prediction, transfer learning has not been tested as the engine of a closed-loop optimization. Here we benchmark eleven transfer-learning surrogates against four GP methods under an identical selection rule, fidelity budget, and model size, across nine tasks spanning synthetic functions to real chemistry and materials problems. GPs win on smooth, low-dimensional functions but perform worst on molecular and materials problems, where transfer-learning surrogates reach substantially better solutions using far less computation. Because acquisition policy is held fixed across surrogates, this advantage is attributable to the surrogate itself. Uncertainty-driven exploration is not reliably beneficial, and calibration does not predict optimization performance, so greedy exploitation of the transfer-learned mean is the more robust default. Transfer learning is therefore the surrogate of choice for molecular and materials MFBO.

This study presents a multi-fidelity framework for the systematic optimization of genetic algorithm (GA) hyperparameters. The framework integrates three fidelity levels: high-fidelity Fast Fourier Transform (FFT) homogenization for validation, a medium-fidelity 3D convolutional neural network surrogate for rapid property evaluation, and a low-fidelity Gaussian process (GP) surrogate within a Bayesian optimization (BO) framework to guide the hyperparameter search. Various acquisition functions are evaluated, with logNEI achieving the best performance by effectively accounting for the noise inherent in GA evaluations. The proposed framework identifies hyperparameter configurations that enable a 25-generation GA run to achieve elastic modulus values comparable to those obtained in a full 75-generation optimization. Furthermore, introducing a penalized BO objective significantly reduces the number of required lattices with only minor decreases in absolute achieved elastic modulus, revealing a practical trade-off between performance and the number of structures that must be evaluated. High-fidelity FFT validation verifies the effectiveness of the surrogate-driven optimization strategy. The optimized hyperparameters allow for rapid convergence, eliminate the need for lattice mutation, and reduce the overall computational cost by 24% (from 225 to 171 hours) while preserving mechanical performance. These results demonstrate the potential of multi-fidelity optimization as an efficient and practical approach for GA hyperparameter tuning and future experimental lattice design studies.

This paper presents a scalable framework for multi-robot task allocation in complex environments where estimating task execution costs is computationally expensive. While combinatorial auction-based approaches offer reliable solutions, the exponential complexity of bundle generation typically renders them intractable for real-time reactive applications, particularly when accurate path planning is required for cost validation. We address this through a distributed, two-stage multi-fidelity bundle generation approach. Agents utilize a local search tree guided by a low-fidelity heuristic (such as euclidean distance) to rapidly explore the bundle space, applying high-fidelity path planning only to the most promising candidates in a best-first manner. These refined bids are then submitted to a central coordinator that solves a set packing problem to ensure global feasibility and maximize the overall utility. Simulation results in multiple environments demonstrate that the framework is able to improve the performance of reactive auction-based task allocation. Overall, the presented framework is shown to enable reactive task allocation with dynamic bundle sizes in multiple settings without exposing the agents' state and internal cost estimation models.

Deep Learning (DL) has advanced various fields by extracting complex patterns from large datasets. However, the computational demands of DL models pose environmental and resource challenges. Deep Shift Neural Networks (DSNNs) present a solution by leveraging shift operations to reduce computational complexity at inference. Compared to common DNNs, DSNNs are still less well understood and less well optimized. By leveraging AutoML techniques, we provide valuable insights into the potential of DSNNs and how to design them in a better way. We focus on image classification, a core task in computer vision, especially in low-resource environments. Since we consider complementary objectives such as accuracy and energy consumption, we combine state-of-the-art multi-fidelity (MF) hyperparameter optimization (HPO) with multi-objective optimization to find a set of Pareto optimal trade-offs on how to design DSNNs. Our approach led to significantly better configurations of DSNNs regarding loss and emissions compared to default DSNNs. This includes simultaneously increasing performance by about 20% and reducing emissions, in some cases by more than 60%. Investigating the behavior of quantized networks in terms of both emissions and accuracy, our experiments reveal surprising model-specific trade-offs, yielding the greatest energy savings. For example, in contrast to common expectations, quantizing smaller portions of the network with low precision can be optimal with respect to energy consumption while retaining or improving performance. We corroborated these findings across multiple backbone architectures, highlighting important nuances in quantization strategies and offering an automated approach to balancing energy efficiency and model performance.

Physics-Informed Neural Networks (PINNs) solve Partial Differential Equations (PDEs) by embedding physical laws into neural network training. However, their performance suffers from unstable convergence, training plateaus, and strong sensitivity to architectural and optimization hyperparameters due to the highly non-convex and multi-term structure of the physics-informed loss. In this setting, the outer-loop hyperparameter search is a noisy and black-box optimization problem over heterogeneous parameters, where classical local or gradient-based strategies are easily trapped in suboptimal regions. Evolutionary algorithms, with their population-based exploration and ability to handle mixed, non-differentiable search spaces, provide a more robust mechanism for discovering promising configurations. We propose and investigate a two-stage approach based on evolutionary algorithms that combines exploration and exploitation parts of PINNs training to improve solution accuracy and robustness under fixed computational budgets. In the first stage, we perform low-fidelity training runs with truncated epochs to rapidly screen candidate configurations, treating hyperparameter selection as a black-box outer-loop problem. In the second stage, only the most promising candidates are fully trained with standard gradient-based optimizers to refine the solution. Evaluated on three popular problems, namely Advection, Klein-Gordon and Helmholtz equations, our method consistently outperforms standard training and achieves significantly lower mean error within constrained computational resources.

Large-scale hyperparameter optimization (HPO) in automated machine learning (AutoML) consumes substantial computational resources, raising growing concerns about scalability and energy efficiency. Existing methods use prior information heuristically to accelerate both black-box and multi-fidelity settings, but they lack a characterization of how prior informativeness quantitatively reduces sample complexity. In this work, we provide the first distribution-dependent sample complexity bounds for multi-fidelity HPO with priors through the formal lens of fixed-budget best-arm identification. By modeling priors directly over arm means as configuration performance, we derive explicit, distribution-dependent error bounds that quantify the relationship between priors and evaluation budget. Our analysis shows that informative priors, which concentrate probability mass on near-optimal arms, yield reductions in the number of required evaluations, whereas baseline performance is recovered with uninformative or misleading priors. We conduct proof-of-concept experiments on a synthetic benchmark and on LCBench, a common multi-fidelity HPO benchmark for deep learning, to confirm our theoretical results, achieving up to 90% budget reduction while retaining solution quality. Together, our results provide a principled foundation for prior-guided and compute-efficient green AutoML.

We study fixed-confidence best-action identification (BAI) in stochastic minimax trees. This problem is increasingly relevant in modern AI planning, where deep minimax search and Monte Carlo Tree Search (MCTS) with language model long rollouts face a fundamental tradeoff: heuristic evaluations are cheap but biased, while accurate rollouts are reliable but prohibitively expensive. We propose 2FFS, a two-fidelity tree-search algorithm that brings multi-fidelity flat bandit ideas into trees. The algorithm combines minimax-style fast expansion with MCTS-style stochastic sampling, adaptively deciding when to exploit cheap biased evaluations and when to invoke expensive accurate evaluations for local certification. We prove fixed-confidence correctness, establish finite stopping for exact identification, and give a polynomial-depth cost upper bound for general-depth trees. Across numerical stochastic-tree experiments, 2FFS uses substantially fewer samples and computational operations comparing to existing BAI-MCTS baseline.

Predicting model performance at larger scales enables the design of training strategies and architectures tailored to specific performance targets. Empirical scaling law research identifies functional forms to aid this prediction task. These describe the relationship between loss and compute using a loss-compute frontier defined by learning curves. Due to the empirical nature of this approach, the computational burden is substantial, making strategic resource allocation essential - yet it remains surprisingly underexplored. In this work, we address this shortcoming by exploring the suitability of Successive Halving (SH) and SH combined with parametric and non-parametric surrogate models. In addition to enabling a more systematic allocation of a given compute budget, our findings show that SH paired with surrogate models yields a set of learning curves that includes one with a lower loss-compute value than what naive uniform allocation or an SH-only approach can obtain. Our experiments demonstrate mean relative improvements of up to 2.84% and 5.47% on real-world and synthetic learning curve datasets. This strategic resource allocation enables us to obtain accurate scaling laws at significantly reduced computational costs, saving up to 98.7% over the traditional exhaustive approach.

Effectively configuring scalable large language model (LLM) experiments, spanning architecture design, hyperparameter tuning, and beyond, is crucial for advancing LLM research, as poor configuration choices can waste substantial computational resources and prevent models from realizing their full potential. Prior automated methods are designed for low-cost settings where repeated trial and error is feasible, but scalable LLM experiments are too expensive for such extensive iteration. To our knowledge, no work has addressed the automation of high-cost LLM experiment configurations, leaving this problem labor-intensive and dependent on expert intuition. Motivated by this gap, we propose AutoLLMResearch, an agentic framework that mimics how human researchers learn generalizable principles from low-fidelity experiments and extrapolate to efficiently identify promising configurations in expensive LLM settings. The core challenge is how to enable an agent to learn, through interaction with a multi-fidelity experimental environment that captures the structure of the LLM configuration landscape. To achieve this, we propose a systematic framework with two key components: 1) LLMConfig-Gym, a multi-fidelity environment encompassing four critical LLM experiment tasks, supported by over one million GPU hours of verifiable experiment outcomes; 2) A structured training pipeline that formulates configuration research as a long-horizon Markov Decision Process and accordingly incentivizes cross-fidelity extrapolation reasoning. Extensive evaluation against diverse strong baselines on held-out experiments demonstrates the effectiveness, generalization, and interpretability of our framework, supporting its potential as a practical and general solution for scalable real-world LLM experiment automation.

As an extension of the classical multi-armed bandit problem, multi-fidelity multi-armed bandits (MF-MAB) enable individual arms to be evaluated using diverse feedback sources that vary in both cost and accuracy. Prior stochastic models typically assume fixed low-to-high fidelity discrepancies, whereas modern proxy sources, such as learning-based simulators and Large Language Models (LLMs), can be improved using additional calibration. We investigate adaptive MF-MAB with improving proxy sources, and focus on the canonical two-fidelity case in which the low-fidelity source becomes more informative with repeated use. To capture this dynamic, we introduce a selected-average mismatch bound that converts dynamic low-fidelity observations into improvement-aware confidence bounds for the high-fidelity target. We propose the Threshold-Based Adaptive Continuation Companion (TACC), an optimistic algorithm that uses a bounded continuation rule to decide when low-fidelity sampling remains cost-effective and when to escalate. We prove an instance-dependent regret bound showing that, for detected intermediate arms, adaptive continuation replaces logarithmic high-fidelity confirmation with bounded low-fidelity continuation. Experiments on synthetic bandits and an LLM-as-a-judge policy-evaluation task examine when continuation improves cost-weighted regret.

In multi-fidelity optimization, biased approximations of varying costs of the target function are available. This paper studies the problem of optimizing a locally smooth function with a limited budget, where the learner has to make a tradeoff between the cost and the bias of these approximations. We first prove lower bounds for the simple regret under different assumptions on the fidelities, based on a cost-to-bias function. We then present the Kometo algorithm which achieves, with additional logarithmic factors, the same rates without any knowledge of the function smoothness and fidelity assumptions, and improves previously proven guarantees. We finally empirically show that our algorithm outperforms previous multi-fidelity optimization methods without the knowledge of problem-dependent parameters.

Active multi-fidelity surrogate modeling is developed for multi-condition airfoil shape optimization to reduce high-fidelity CFD cost while retaining RANS-consistent aerodynamic metrics. The framework couples a low-fidelity-informed Gaussian process regression transfer model with uncertainty-triggered sampling and a synchronized elitism rule embedded in a hybrid genetic algorithm. Low-fidelity XFOIL evaluations provide inexpensive features, while sparse RANS simulations are adaptively allocated when predictive uncertainty exceeds a threshold; elite candidates are mandatorily validated at high fidelity, and the population is re-evaluated to prevent evolutionary selection based on outdated fitness values produced by earlier surrogate states. The method is demonstrated for a two-point problem at $Re=6\times10^6$ with cruise at $α=2^\circ$ (maximize $E=L/D$) and take-off at $α=10^\circ$ (maximize $C_L$) using a 12-parameter CST representation. Independent multi-fidelity surrogates per flight condition enable decoupled refinement. The optimized design improves cruise efficiency by 41.05% and take-off lift by 20.75% relative to the best first-generation individual. Over the full campaign, RANS evaluations were required for only 14.78% and 9.5% of the condition-specific candidate evaluations at cruise and take-off, respectively. These percentages quantify the reduction in high-fidelity usage relative to the fixed automated RANS workflow adopted as the high-fidelity reference in this study.