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  • Not yet peer-reviewed—still in preprint form.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)