Automated Random Embedding for Practical Bayesian Optimization with Unknown Effective Dimension

ArXi:2605.23473v1 Announce Type: cross Bayesian optimization is widely employed for optimizing complex black-box functions but struggles with the curse of dimensionality. Random embedding, as a dimension reduction strategy, simplifies tasks that possess the effective dimension by optimizing within a low-dimensional subspace. However, determining the effective dimension of a task in advance remains a significant challenge, which influences the selection of the subspace dimensionality and the optimization performance.