Dynamic Priors in Bayesian Optimization for Hyperparameter Optimization

Abstract:Bayesian optimization (BO) is a widely used approach to hyperparameter optimization (HPO). However, most existing HPO methods only incorporate expert knowledge during initialization, limiting practitioners' ability to influence the optimization process as new insights emerge. This limits the applicability of BO in iterative machine learning development workflows. We propose DynaBO, a BO framework that enables continuous user control of the optimization process. Over time, DynaBO leverages provided user priors by augmenting the acquisition function with decaying, prior-weighted preferences while preserving asymptotic convergence guarantees. To enhance robustness, we introduce a surrogate-model-based safeguard that detects and, possibly, rejects misleading priors. We prove theoretical results on near-certain convergence, robustness to deceptive priors, and accelerated convergence when informative priors are provided. Extensive experiments across various HPO benchmarks show that DynaBO consistently outperforms state-of-the-art competitors across all benchmarks and for all prior kinds. Our results demonstrate that DynaBO enables reliable and efficient collaborative BO, bridging automated and manually controlled model development.

Machine Learning (cs.LG)

arXiv:2511.02570 [cs.LG]

(or arXiv:2511.02570v3 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2511.02570 Focus to learn more arXiv-issued DOI via DataCite

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