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arxiv:2604.16239

Adaptive multi-fidelity optimization with fast learning rates

Published on Apr 17
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Abstract

Multi-fidelity optimization algorithm achieves optimal regret bounds without requiring knowledge of function smoothness or fidelity assumptions while outperforming prior methods in empirical evaluations.

AI-generated summary

In multi-fidelity optimization, biased approximations of varying costs of the target function are available. This paper studies the problem of optimizing a locally smooth function with a limited budget, where the learner has to make a tradeoff between the cost and the bias of these approximations. We first prove lower bounds for the simple regret under different assumptions on the fidelities, based on a cost-to-bias function. We then present the Kometo algorithm which achieves, with additional logarithmic factors, the same rates without any knowledge of the function smoothness and fidelity assumptions, and improves previously proven guarantees. We finally empirically show that our algorithm outperforms previous multi-fidelity optimization methods without the knowledge of problem-dependent parameters.

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