Combinatorial Bayesian optimization using a graph cartesian product
Abstract:
Certain aspects provide a method for determining a solution to a combinatorial optimization problem, including: determining a plurality of subgraphs, wherein each subgraph of the plurality of subgraphs corresponds to a combinatorial variable of the plurality of combinatorial variables; determining a combinatorial graph based on the plurality of subgraphs; determining evaluation data comprising a set of vertices in the combinatorial graph and evaluations on the set of vertices; fitting a Gaussian process to the evaluation data; determining an acquisition function for vertices in the combinatorial graph using a predictive mean and a predictive variance from the fitted Gaussian process; optimizing the acquisition function on the combinatorial graph to determine a next vertex to evaluate; evaluating the next vertex; updating the evaluation data with a tuple of the next vertex and its evaluation; and determining a solution to the problem, wherein the solution comprises a vertex of the combinatorial graph.
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