Bayesian Optimization for Wide Landscapes (BOWL)
BOWL (Bayesian Optimization for Wide Landscapes) seeks robust optima—wide, flat basins that remain near-optimal under perturbations by combining Entropy-SGD with an MPD gradient oracle to guide black-box exploration.
Highlights
- Hybrid local-entropy objective steers search toward flat regions.
- MPD oracle ((v^* \propto -\Sigma^{-1}\mu)) picks descent directions from the GP posterior.
- Benchmarks (Hartmann-3D, Levy, Branin) show faster convergence and improved robustness against noise.
Limitations
- Not yet peer-reviewed—still in preprint form.
- High computational cost from the inner Entropy-SGD loop.
- Sensitive to tuning of Langevin-step sizes and GP update frequency.
👉 GitHub Repository | 📄 Full BOWL Report (PDF) |