We investigate the following two strategies for improving the robustness and sample efficiency of QA-BBO.
Exponential data transformations
In minimization problems, the black-box function values are expected to gradually approach the true optimum. Consequently, the overall dynamic range of the training data tends to become relatively large, which in general has adverse effects on the surrogate model's predictive performance. One effective approach to improving the predictive performance of the surrogate model is to transform (scaling) the objective values in the training data.
Here, we apply an exponential transformation:

Here,
is the original objective values and
is the transformed values (the ones to be used for surrogate model training). The subscript, init, denotes initial training data.
is the averaging operation.
is the hyperparameter which is typically unity.
Training data subsampling
The data subsampling has been proposed in [4]. Basically, from the entire training data of
samples, the surrogate model is trained by using only
samples randomly chosen. Here, the ratio
is pre-determined and a hyperparameter. In the present study, we impose an additional constraint that
.