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This research addresses the high computational overhead of traditional Bayesian Optimization by benchmarking four surrogate models across diverse scientific domains, revealing that Gaussian Processes often incur unnecessary costs without performance gains. The authors introduce FruBO, a framework designed to automatically select frugal surrogates based on dataset characteristics, offering scalable solutions for resource-constrained discovery in fields like materials science and robotics.
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Frugal Bayesian Optimization: Scalable Surrogates for Data- and Resource-Limited Discovery

arXiv2 min read

arXiv:2607.29225v1 Announce Type: new Abstract: Bayesian Optimization (BO) is widely adopted for data-efficient optimization in scientific and engineering applications, yet its computational cost is rarely evaluated alongside optimization performance. Here we present a systematic, compute-aware study of BO that evaluates surrogate models along two axes: optimization quality and computational frugality. Across eight benchmark functions and nine real-world datasets spanning materials science, mechanics, robotics, chemistry, and machine learning, we benchmark four surrogate models: Gaussian Processes, Random Forests, NGBoost, and Bayesian Adaptive Spline Surfaces. We show that Gaussian Process-based BO consistently incurs the highest time and memory overhead without delivering superior optimization or sample efficiency. In contrast, scalable alternatives achieve equal or better performance at a fraction of the computational cost. Motivated by these findings, we introduce a surrogate-recommendation framework that predicts the most suitable BO surrogate from inexpensive dataset characteristics. Together, these results establish FruBO as a reproducible, compute-aware baseline for Bayesian Optimization and provide practical guidance for surrogate selection under limited computational and experimental budgets.

Abstract:Bayesian Optimization (BO) is widely adopted for data-efficient optimization in scientific and engineering applications, yet its computational cost is rarely evaluated alongside optimization performance. Here we present a systematic, compute-aware study of BO that evaluates surrogate models along two axes: optimization quality and computational frugality. Across eight benchmark functions and nine real-world datasets spanning materials science, mechanics, robotics, chemistry, and machine learning, we benchmark four surrogate models: Gaussian Processes, Random Forests, NGBoost, and Bayesian Adaptive Spline Surfaces. We show that Gaussian Process-based BO consistently incurs the highest time and memory overhead without delivering superior optimization or sample efficiency. In contrast, scalable alternatives achieve equal or better performance at a fraction of the computational cost. Motivated by these findings, we introduce a surrogate-recommendation framework that predicts the most suitable BO surrogate from inexpensive dataset characteristics. Together, these results establish FruBO as a reproducible, compute-aware baseline for Bayesian Optimization and provide practical guidance for surrogate selection under limited computational and experimental budgets.

Machine Learning (cs.LG); Chemical Physics (physics.chem-ph); Computational Physics (physics.comp-ph)

arXiv:2607.29225 [cs.LG]

(or arXiv:2607.29225v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2607.29225 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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Full text under the publisher's open licence · 260 words

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