AI & ML
Cost-Aware Stopping for Freeze-Thaw Bayesian Optimization: When Does One-Step Lookahead Suffice?
arXiv stat.ML0 views
arXiv:2610.42085v1 Announce Type: cross Abstract: Freeze-thaw Bayesian optimization (BO) evaluates candidates in resumable increments but usually stops at a budget or convergence test. We maximize a budget-free utility, the best observed score minus a cost per increment, with a one-step lookahead: advance the candidate with the largest expected improvement (EI) under a fixed surrogate, and stop once no EI exceeds the cost. This rule, EI stopping, never falls below stopping immediately in expected utility, yet it can stop too early. We construct a certificate, a lower bound on the value of two-step lookahead, that proves such a stop premature, and repeating this correction never lowers expected utility under the surrogate. Under the surrogate, EI stops are premature on average at low costs and lose little at high costs. On three hyperparameter optimization benchmarks, a pre-registered test finds EI stopping noninferior to the correction in most high-cost settings, while the correction gains at low costs on two of the three; more information sharing in the surrogate raises EI stopping's utility. On the surrogates of two published methods, EI stopping trades lower scores for fewer training increments. EI stopping is a simple cost-aware reference whose utility depends on the surrogate.
Source:https://arxiv.org/abs/2610.42085PreviousNear-Optimal Second-Order Convex Finite-Sum Optimization under Individual SmoothnessNextCausalWAM: Learning the Causes of Actions in World Action Models
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