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In-Context Batch Black-box Optimization via Flow Matching

arXiv机器学习 2026-10-14 20:55 3 阅读 查看原文

Batch black-box optimization is important for expensive systems where many candidates can be evaluated in parallel, yet only a few rounds of evaluation are affordable.

In this regime, effective batch construction must identify multiple promising regions while avoiding redundant evaluations, and conventional Bayesian optimization can require increasingly difficult batch-selection procedures as the batch size grows.

We introduce Flow Matching for Thompson-Sampling Refinement (FMTR), an amortized approach that learns offline a continuous, history-conditioned proposal distribution from which variable-size batches can be sampled.

FMTR is trained offline by conditional flow matching on Thompson-sampling argmaxes refined toward high-value regions via a horizon-dependent Langevin pushforward map, adapting the exploration-exploitation tradeoff over the optimization horizon.

At test time, the model parameters remain fixed and batch generation requires neither task-specific surrogate refitting nor numerical acquisition optimization.

FMTR achieves strong performance against batch BO and in-context baselines on synthetic and real-world benchmarks, while substantially reducing the computational cost of batch selection.