Exploiting Separability in Multi-Scale Grey-Box Bayesian Optimization

We consider grey-box optimization problems where the decision variables naturally partition into black-box variables (as arguments to an expensive black-box function) and white-box variables, governed by a set of explicit, closed-form equations that also depend on the output of the black-box function. We exploit this separability through a bilevel reformulation: an outer Bayesian optimization (BO) to optimize the scalar objective as a function of black-box variables alone, while an inner problem solves the white-box subproblem via global optimization. The Gaussian process surrogate used in BO is therefore defined rather than and white-box constraints are satisfied exactly whenever the inner optimizer converges to a feasible point---without penalty functions, chance constraints, or moment approximations. On a suite of 13 benchmark problems, bilevel BO achieves lower regret, with fewer iterations and wall clock time. This advantage is robust to initialization set size, exploration parameters, and inner-solver choice.

Quantitative Gaussian-Process limits of Tensor Programs

We study the infinite-width Gaussian-process limit of random neural networks through the lens of tensor programs, and we provide a quantitative convergence theory in Wasserstein distance. Our main result gives explicit finite-width error bounds, of order inverse square-root of the widths between finite-network executions and their Gaussian-process limits. The framework is architecture-agnostic and covers feed-forward models together with weight-sharing schemes relevant for recurrent and transformer-type architectures.