GENERATIVE PRETRAINING FOR BLACK-BOX OPTIMIZATION

Abstract

Many problems in science and engineering involve optimizing an expensive blackbox function over a high-dimensional space. For such black-box optimization (BBO) problems, we typically assume a small budget for online function evaluations, but also often have access to a fixed, offline dataset for pretraining. Prior approaches seek to utilize the offline data to approximate the function or its inverse but are not sufficiently accurate far from the data distribution. We propose BONET, a generative framework for pretraining a novel black-box optimizer using offline datasets. In BONET, we train an autoregressive model on fixed-length trajectories derived from an offline dataset. We design a sampling strategy to synthesize trajectories from offline data using a simple heuristic of rolling out monotonic transitions from low-fidelity to high-fidelity samples. Empirically, we instantiate BONET using a causally masked Transformer (Radford et al., 2019) and evaluate it on Design-Bench (Trabucco et al., 2022), where we rank the best on average, outperforming state-of-the-art baselines.

1. INTRODUCTION

Many fundamental problems in science and engineering, ranging from the discovery of drugs and materials to the design and manufacturing of hardware technology, require optimizing an expensive black-box function in a large search space (Larson et al., 2019; Shahriari et al., 2016) . The key challenge here is that evaluating and optimizing such a black-box function is typically expensive, as it often requires real-world experimentation and exploration of a high-dimensional search space. Fortunately, for many such black-box optimization (BBO) problems, we often have access to an offline dataset of function evaluations. Such an offline dataset can greatly reduce the budget for online function evaluation. This introduces us to the setting of offline BBO. A key difference exists between the offline BBO setting and its online counterpart; in offline BBO, we are not allowed to actively query the black-box function during optimization, unlike in online BBO where most approaches (Snoek et al., 2012; Shahriari et al., 2016) utilize iterative online solving. One natural approach for offline BBO would be to train a surrogate (forward) model that approximates the blackbox function using the offline data. Once learned, we can perform gradient ascent on the input space to find the optimal point. Unfortunately, this method does not perform well in practice because the forward model can incorrectly give sub-optimal and out-of-domain points a high score (see Figure 1a ). To mitigate this issue, COMs (Trabucco et al., 2021) learns a forward mapping that penalizes high scores on points outside the dataset, but this can have the opposite effect of not being able to explore high fidelity points that are far from the dataset. Further, another class of recent approaches (Kumar & Levine, 2020; Brookes et al., 2019; Fannjiang & Listgarten, 2020) propose a conditional generative approach that learns an inverse mapping function values to the points. For effective generalization, such a mapping needs to be highly multimodal for high-dimensional functions, which in itself presents a challenge for current approaches. We propose Black-box Optimization Networks (BONET), a new generative framework for pretraining black-box optimizers on offline datasets. Instead of approximating the surrogate function (or its inverse), we seek to approximate the dynamics of online black-box optimizers using an autoregressive sequence model. Naively, this would require access to several trajectory runs of different blackbox optimizers, which is expensive or even impossible in many cases. Our key observation is that we can synthesize synthetic trajectories comprised of offline points that mimic empirical characteristics 1

