MINLP Optimization #775
marcosfelt
started this conversation in
Ideas
Replies: 1 comment 2 replies
-
Yes, that would definitely be of interest. Do you have a specific solver for this in mind? In the past we've found random initialization + optimization of continuous parameters + nearest neighbor search to work decently well in many cases. But of course doing it "properly" would be good. One of the challenges i can foresee is that the GP models are optimized for batch evaluation, whereas most off-the-shelf optimizers are not and so might be quite slow b/c of the slow function evaluation of the acquisition function at individual points. |
Beta Was this translation helpful? Give feedback.
2 replies
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
-
I saw #772 which implements mixed domain GPs (categorical + continuous). Is there any interest in integrating a MINLP optimizer in the botorch.optim module to enable cases with lots of categorical dimensions?
Currently, we implemented a simple wrapper around the standard acquisition function that rounds every input to a one-hot encoding (see here). However, with this new functionality, it would be possible to consider using a MINLP solver directly.
Beta Was this translation helpful? Give feedback.
All reactions