# Scalable Combinatorial Bayesian Optimization with Tractable Statistical models

arXiv: https://arxiv.org/abs/2008.08177 · HTML: https://mlsanity.com/paper/2008.08177/

## Key facts

- Cited by 7 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 18 Aug 2020.

## Built on by (most cited first, 7 of 7)

- [Recent Advances in Bayesian Optimization](https://mlsanity.com/paper/2206.03301/) (2022)
- [Combining Latent Space and Structured Kernels for Bayesian Optimization over Combinatorial Spaces](https://mlsanity.com/paper/2111.01186/) (2021)
- [Bayesian Optimization over Hybrid Spaces](https://mlsanity.com/paper/2106.04682/) (2021)
- [Bayesian Optimization over Permutation Spaces](https://mlsanity.com/paper/2112.01049/) (2021)
- [Tree ensemble kernels for Bayesian optimization with known constraints over mixed-feature spaces](https://mlsanity.com/paper/2207.00879/) (2022)
- [Explaining Inference Queries with Bayesian Optimization](https://mlsanity.com/paper/2102.05308/) (2021)
- [Machine Learning for Combinatorial Optimisation of Partially-Specified Problems: Regret Minimisation as a Unifying Lens](https://mlsanity.com/paper/2205.10157/) (2022)

## Abstract (arXiv)

We study the problem of optimizing expensive blackbox functions over combinatorial spaces (e.g., sets, sequences, trees, and graphs). BOCS (Baptista and Poloczek, 2018) is a state-of-the-art Bayesian optimization method for tractable statistical models, which performs semi-definite programming based acquisition function optimization (AFO) to select the next structure for evaluation. Unfortunately, BOCS scales poorly for large number of binary and/or categorical variables. Based on recent advances in submodular relaxation (Ito and Fujimaki, 2016) for solving Binary Quadratic Programs, we study an approach referred as Parametrized Submodular Relaxation (PSR) towards the goal of improving the scalability and accuracy of solving AFO problems for BOCS model. PSR approach relies on two key ideas. First, reformulation of AFO problem as submodular relaxation with some unknown parameters, which can be solved efficiently using minimum graph cut algorithms. Second, construction of an optimization problem to estimate the unknown parameters with close approximation to the true objective. Experiments on diverse benchmark problems show significant improvements with PSR for BOCS model. The source code is available at https://github.com/aryandeshwal/Submodular_Relaxation_BOCS .