Bayesian Optimization (BO) is widely used for optimizing expensive black-box functions, yet many real-world optimization problems contain substantially richer information than function evaluations alone.
Examples include training curves in hyperparameter optimization, expert notes and images in scientific experimentation, and prior knowledge about where optima may lie.
We show that large language models (LLMs) can effectively leverage such rich auxiliary information to guide optimization.
Motivated by these findings, we develop three methods for incorporating auxiliary information into BO using LLMs.
Across hyperparameter optimization benchmarks and a real-world nuclear fusion optimization task, our methods consistently outperform both standard BO and existing LLM-based optimization approaches.