Publication

Symmetry-Aware Bayesian Optimization via Max Kernels

Patrick Thiran
2026

Abstract

Bayesian Optimization (BO) is a powerful framework for optimizing noisy, expensive-to-evaluate black-box functions. When the objective exhibits invariances under a group action, exploiting these symmetries can substantially improve BO efficiency. While using maximum similarity across group orbits has long been considered in other domains, the fact that the max kernel is not positive semidefinite (PSD) has prevented its use in BO. In this work, we revisit this idea by considering a PSD projection of the max kernel. Compared to existing invariant (and non-invariant) kernels, we show it achieves significantly lower regret on both synthetic and real-world BO benchmarks, without increasing computational complexity.

Official source

https://infoscience.epfl.ch/entities/publication/ff17eb9b-51d5-4b31-9b28-85a7c07f55d3

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Patrick Thiran
2026

Abstract

Official source

https://infoscience.epfl.ch/entities/publication/ff17eb9b-51d5-4b31-9b28-85a7c07f55d3

About this result

Related concepts (30)

Computational complexity

In computer science, the computational complexity or simply complexity of an algorithm is the amount of resources required to run it. Particular focus is given to computation time (generally measured by the number of needed elementary operations) and memory storage requirements. The complexity of a problem is the complexity of the best algorithms that allow solving the problem. The study of the complexity of explicitly given algorithms is called analysis of algorithms, while the study of the complexity of problems is called computational complexity theory.

Computational complexity theory

In theoretical computer science and mathematics, computational complexity theory focuses on classifying computational problems according to their resource usage, and relating these classes to each other. A computational problem is a task solved by a computer. A computation problem is solvable by mechanical application of mathematical steps, such as an algorithm. A problem is regarded as inherently difficult if its solution requires significant resources, whatever the algorithm used.

Group action

In mathematics, a group action on a space is a group homomorphism of a given group into the group of transformations of the space. Similarly, a group action on a mathematical structure is a group homomorphism of a group into the automorphism group of the structure. It is said that the group acts on the space or structure. If a group acts on a structure, it will usually also act on objects built from that structure. For example, the group of Euclidean isometries acts on Euclidean space and also on the figures drawn in it.