ALMAB-DC: Active Learning, Multi-Armed Bandits, and Distributed Computing for Sequential Experimental Design and Black-Box Optimization

arXiv:2603.21180v3 Announce Type: replace Abstract: Sequential experimental design under expensive, gradient-free objectives is a central challenge in computational statistics: evaluation budgets are tightly constrained and information must be extracted efficiently from each observation. We propose extbf{ALMAB-DC}, a GP-based sequential design framework combining active learning, multi-armed bandits (MAB), and distributed asynchronous computing for expensive black-box experimentation. A Gaussian process surrogate with uncertainty-aware acquisition identifies informative query points; a UCB or Thompson-sampling bandit controller allocates evaluations across parallel workers; and an asynchronous scheduler handles heterogeneous runtimes. We present cumulative regret bounds for the bandit components and characterize parallel scalability via Amdahl's Law. We validate ALMAB-DC on five benchmarks. On the two statistical experimental-design tasks, ALMAB-DC achieves lower simple regret than Equal Spacing, Random, and D-optimal designs in dose--response optimization, and in adaptive spatial field estimation matches the Greedy Max-Variance benchmark while outperforming Latin Hypercube Sampling; at K=4 the distributed setting reaches target performance in one-quarter of sequential wall-clock rounds. On three ML/engineering tasks (CIFAR-10 HPO, CFD drag minimization, MuJoCo RL), ALMAB-DC achieves 93.4% CIFAR-10 accuracy (outperforming BOHB by 1.7,pp and Optuna by 1.1,pp), reduces airfoil drag to C_D = 0.059 (36.9% below Grid Search), and improves RL return by 50% over Grid Search. All advantages over non-ALMAB baselines are statistically significant under Bonferroni-corrected Mann--Whitney U tests. Distributed execution achieves 7.5imes speedup at K = 16 agents, consistent with Amdahl's Law.

Source: arXiv cs.LG | 2026-04-13

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