Bayesian optimization (BO) aims to optimize expensive black-box functions in science and engineering.
A new approach is proposed that eliminates the need for re-training the surrogate model and optimizing the acquisition function at each iteration.
This method uses a pre-trained deep generative model to directly sample from the posterior over the optimum point, achieving efficiency gains of over 35x compared to traditional methods.
The approach allows for efficient parallel and distributed BO, especially beneficial for high-throughput optimization tasks.