SABLE: Scalable Affine Bayesian Latent-space Exploration

Complex objects such as engineering designs and proteins are often difficult to optimise because their design spaces exhibit high-dimensional structure and objective evaluations are expensive. Generative models provide continuous latent representations, but their latent spaces can have thousands to tens of thousands of dimensions, creating a regime where the latent dimension $D$ greatly exceeds the evaluation budget. We introduce SABLE, a Bayesian optimisation method for high-dimensional latent spaces with an isotropic distribution and limited budget. SABLE uses a Bayesian affine surrogate for prediction and acquisition, treating higher-order structure as surrogate discrepancy. After $N$ observations, the slope update has dimension at most $N-1$, yielding a decomposition of each query into an in-span component optimised by expected improvement (EI) in at most $N$ dimensions and an off-span component governed by a scalar norm. We show that the off-span norm implicitly selected by affine EI can lead to underexploration, and SABLE instead prescribes it using a finite-horizon schedule, without restricting search to a learned subspace. A recompression scheme reduces information to $\mathcal{O}(M)$ pseudo-observations, bounding refitting cost by $\mathcal{O}(M^{2}D+M^3)$ while keeping parameter inference, prediction, and acquisition decisions to tens of milliseconds. Across synthetic benchmarks and latent-space optimisation tasks, SABLE achieves high sample efficiency and reduces decision time by several orders of magnitude at large budgets.