DeepAI AI Chat
Log In Sign Up

Bayesian Variational Optimization for Combinatorial Spaces

11/03/2020
by   Tony C. Wu, et al.
0

This paper focuses on Bayesian Optimization in combinatorial spaces. In many applications in the natural science. Broad applications include the study of molecules, proteins, DNA, device structures and quantum circuit designs, a on optimization over combinatorial categorical spaces is needed to find optimal or pareto-optimal solutions. However, only a limited amount of methods have been proposed to tackle this problem. Many of them depend on employing Gaussian Process for combinatorial Bayesian Optimizations. Gaussian Processes suffer from scalability issues for large data sizes as their scaling is cubic with respect to the number of data points. This is often impractical for optimizing large search spaces. Here, we introduce a variational Bayesian optimization method that combines variational optimization and continuous relaxations to the optimization of the acquisition function for Bayesian optimization. Critically, this method allows for gradient-based optimization and has the capability of optimizing problems with large data size and data dimensions. We have shown the performance of our method is comparable to state-of-the-art methods while maintaining its scalability advantages. We also applied our method in molecular optimization.

READ FULL TEXT

page 1

page 3

page 4

02/01/2019

Combinatorial Bayesian Optimization using Graph Representations

This paper focuses on Bayesian Optimization - typically considered with ...
03/03/2023

Bayesian Optimization over High-Dimensional Combinatorial Spaces via Dictionary-based Embeddings

We consider the problem of optimizing expensive black-box functions over...
12/14/2020

Mercer Features for Efficient Combinatorial Bayesian Optimization

Bayesian optimization (BO) is an efficient framework for solving black-b...
08/18/2020

Scalable Combinatorial Bayesian Optimization with Tractable Statistical models

We study the problem of optimizing expensive blackbox functions over com...
06/22/2018

Bayesian Optimization of Combinatorial Structures

The optimization of expensive-to-evaluate black-box functions over combi...
03/23/2022

Accelerating Bayesian Optimization for Biological Sequence Design with Denoising Autoencoders

Bayesian optimization is a gold standard for query-efficient continuous ...