Bayesian optimization with Gaussian processes to accelerate stationary point searches

Done correctly, surrogates reduce required evaluations by an order of magnitude while preserving the accuracy of the underlying theory. We present a unified Bayesian Optimization view of minimization, single point saddle searches, and double ended saddle searches through a unified six-step surrogate loop, differing only in the inner optimization target and acquisition criterion.

The framework uses Gaussian process regression with derivative observations, inverse-distance kernels, and active learning. The Optimal Transport GP extensions of farthest point sampling with Earth mover's distance, MAP regularization via variance barrier and oscillation detection, and adaptive trust radius form concrete extensions of the same basic methodology, improving accuracy and efficiency. We also demonstrate random Fourier features decouple hyperparameter training from predictions enabling favorable scaling for high-dimensional systems.