Bayesian Optimization of Combinatorial Structures

@inproceedings{Baptista2018BayesianOO,
  title={Bayesian Optimization of Combinatorial Structures},
  author={Ricardo Baptista and Matthias Poloczek},
  booktitle={ICML},
  year={2018}
}
The optimization of expensive-to-evaluate blackbox functions over combinatorial structures is an ubiquitous task in machine learning, engineering and the natural sciences. The combinatorial explosion of the search space and costly evaluations pose challenges for current techniques in discrete optimization and machine learning, and critically require new algorithmic ideas. This article proposes, to the best of our knowledge, the first algorithm to overcome these challenges, based on an adaptive… CONTINUE READING
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