Rethinking Trust Region Bayesian Optimization in High Dimensions

arXiv stat.ML / 4/28/2026

📰 NewsIdeas & Deep AnalysisModels & Research

Key Points

  • Trust Region Bayesian Optimization (TuRBO) is effective for high-dimensional black-box optimization, but its performance can degrade when the GP lengthscale design is inappropriate.
  • The paper identifies that the local GP inside TuRBO’s trust region may become either too complex or too simple depending on the dimension D and trust region size L.
  • It proposes AdaScale-TuRBO, a variant that scales the GP lengthscale using both problem dimension and trust-region side length to preserve kernel geometry and stable prior complexity.
  • Experiments on synthetic benchmarks and real-world trajectory planning show AdaScale-TuRBO can outperform standard TuRBO and other popular high-dimensional Bayesian optimization methods.

Abstract

Trust Region Bayesian Optimization (TuRBO) is an effective strategy for alleviating the curse of dimensionality in high-dimensional black-box optimization. However, inappropriate lengthscale design can cause the local Gaussian process (GP) model within the trust region to degenerate, leading to suboptimal performance in high dimensions. In this work, we show that TuRBO's local GP may remain either excessively complex or overly simple as the dimension D and trust region side length L vary. To address this issue, we propose a straightforward variant, AdaScale-TuRBO, which scales the GP lengthscale with both the problem dimension and trust region size, thereby preserving kernel geometry and maintaining consistent prior complexity. Empirically, we show that AdaScale-TuRBO can robustly outperform standard TuRBO and other popular high-dimensional BO methods on synthetic benchmarks and real-world trajectory planning tasks.