Bandits in Prod: Hyperparameter Optimization at Inference Time

Many production systems can assess a configuration only by using it on live requests and observing noisy feedback. Modern agentic systems are a prominent example, with inference-time choices such as model selection, retrieval depth, prompting strategy, and decoding temperature, yet often with no representative validation data. We formalize this setting as Online Hyperparameter Optimization (OHPO) and cast it as an infinitely many-armed bandit over mixed and conditional search spaces. We introduce IMABO, a general framework that combines any bandit policy for choosing among already sampled configurations with any oracle for proposing new ones. We instantiate it with IMOSS, a restart-free anytime policy whose active set grows as $t^β$, and prove an expected cumulative quantile-regret bound of $O(p_ρ^{-1/β} + T^{(1+β)/2})$, where $β\in(0,1)$ controls active-set growth and $p_ρ$ lower-bounds the probability that a proposed configuration falls in the top-$ρ$ fraction of the search space. We combine IMOSS with three practical oracles: a Tree-structured Parzen Estimator, an incumbent-mutation oracle driven by a per-coordinate bandit, and a pretrained tabular foundation model, all three improving over the uniform random oracle baseline. IMABO obtains the lowest cumulative regret across diverse OHPO settings, from tuning classical machine-learning models to configuring LLM-based agents.

Efficient Heteroscedastic Bayesian Optimization for Risk-Aware AutoRL

Reinforcement learning (RL) has shown remarkable success across a wide range of complex tasks. However, RL outcomes can be highly stochastic, and both expected performance and variability often depend on hyperparameter (HP) configurations. We propose efficient and risk-averse heteroscedastic Bayesian Optimization (ERAHBO), a Bayesian optimization method that models both the mean and variance of learning outcomes as functions of the HP configurations. ERAHBO aims to identify HP configurations that achieve high average return while reducing variability across training runs, and it improves the sample efficiency of the HP optimization via adaptive re-sampling rather than a fixed budget per HP. Empirical evaluations across diverse RL algorithms and environments demonstrate that ERAHBO generally outperforms both risk-neutral and risk-averse baselines, delivering improved sample efficiency for risk-averse returns.

Depth over Fidelity in Fixed-Budget Noisy Evolution Strategies

Noisy evolution strategies under fixed evaluation budgets face a depth-fidelity trade-off: spending evaluations to denoise intra-generation rankings reduces the number of distribution updates the optimizer can execute. We argue for depth over fidelity and propose probabilistic elite membership (PEM), which replaces hard rank-based weights in evolution strategies with conditional expected rank weights that integrate over ranking uncertainty. PEM preserves the conditional mean update while reducing conditional update dispersion, a Rao-Blackwellization of the noisy rank-based step. We instantiate PEM via residual bootstrapping (RB-PEM) with capped per-generation overhead, complemented by an adaptive probe-and-switch mechanism for low-noise regimes. Across the COCO bbob-noisy suite and external tasks including RL policy search and hyperparameter optimization, RB-PEM achieves consistent gains in high-misranking, budget-constrained settings.