Goal-Oriented Lower-Tail Calibration of Gaussian Processes for Bayesian Optimization
Authors: Aur'elien Pion, Emmanuel Vazquez
Summary
arXiv:2605. 20145v1 Announce Type: new Abstract: Bayesian optimization (BO) selects evaluation points for expensive black-box objectives using Gaussian process (GP) predictive distributions.
Relevance
Read next because Goal-Oriented Lower-Tail Calibration of Gaussian Processes for Bayesian Optimization overlaps with clean result "Language-mismatch LoRA SFT on Qwen2.5-7B leaks the trained completion language into bystander directives the model was never trained on, absent under same-language SFT (LOW confidence)", clean result "Only continuous soft prefixes hit both EM axes at once on Qwen-2.5-7B-Instruct: discrete prompt searches split between the alignment objective and the distributional objective, and both discretizations of the soft prefix collapse (MODERATE confidence)", clean result "Training one persona to emit a [ZLT] marker without bystanders adopting it has a one-cell-wide LR x epochs window on Qwen2.5-7B-Instruct (LOW confidence)". Matching terms: rect, eval, rate, lora, model. Source: arxiv stat.ML (Machine Learning).
Threat model
Potential threat/caveat for clean result "Language-mismatch LoRA SFT on Qwen2.5-7B leaks the trained completion language into bystander directives the model was never trained on, absent under same-language SFT (LOW confidence)": this item discusses evaluation, benchmark.
Abstract
arXiv:2605.20145v1 Announce Type: new Abstract: Bayesian optimization (BO) selects evaluation points for expensive black-box objectives using Gaussian process (GP) predictive distributions. Kernel choice and hyperparameter selection can lead to miscalibrated predictive distributions and an inappropriate exploration-exploitation trade-off. For minimization, sampling criteria such as expected improvement (EI) depend on the predictive distribution below the current best value, so lower-tail miscalibration directly affects the sampling decision. This article studies goal-oriented calibration of GP predictive distributions below a low threshold $t$ in the noiseless setting, for standard GP models with hyperparameters selected by maximum likelihood. A framework for predictive reliability below $t$ is introduced, based on two notions of spatial calibration: occurrence calibration over the design space and thresholded $\mu$-calibration on sublevel sets of the form ${x\in\mathbb{X}, f(x)\le t}$. Building on this framework, we propose tcGP, a post-hoc method that calibrates GP predictive distributions below~$t$, and we show that the resulting EI-based global optimization algorithm remains dense in the design space. Experiments on standard benchmarks show improved lower-tail calibration and BO performance relative to standard GP models and globally calibrated GP models.