# Simulation Based Bayesian Optimization

arXiv: https://arxiv.org/abs/2401.10811 · HTML: https://mlsanity.com/paper/2401.10811/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 12 of its 42 references that are in the map.
- First posted on arXiv 19 Jan 2024.

## Builds on (most cited first, 12 of 12)

- [Automatic chemical design using a data-driven continuous representation of molecules](https://mlsanity.com/paper/1610.02415/) (2016)
- [A Tutorial on Bayesian Optimization](https://mlsanity.com/paper/1807.02811/) (2018)
- [NGBoost: Natural Gradient Boosting for Probabilistic Prediction](https://mlsanity.com/paper/1910.03225/) (2019)
- [Combinatorial Bayesian Optimization using the Graph Cartesian Product](https://mlsanity.com/paper/1902.00448/) (2019)
- [Recent Advances in Bayesian Optimization](https://mlsanity.com/paper/2206.03301/) (2022)
- [Dealing with Integer-valued Variables in Bayesian Optimization with Gaussian Processes](https://mlsanity.com/paper/1706.03673/) (2017)
- [Bayesian Optimization of Combinatorial Structures](https://mlsanity.com/paper/1806.08838/) (2018)
- [BOSS: Bayesian Optimization over String Spaces](https://mlsanity.com/paper/2010.00979/) (2020)
- [Combining Latent Space and Structured Kernels for Bayesian Optimization over Combinatorial Spaces](https://mlsanity.com/paper/2111.01186/) (2021)
- [Bayesian Optimization over High-Dimensional Combinatorial Spaces via Dictionary-based Embeddings](https://mlsanity.com/paper/2303.01774/) (2023)
- [Gaussian Process Molecule Property Prediction with FlowMO](https://mlsanity.com/paper/2010.01118/) (2020)
- [Fourier Representations for Black-Box Optimization over Categorical Variables](https://mlsanity.com/paper/2202.03712/) (2022)

## Abstract (arXiv)

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates, which is in turn used to inform the selection of future evaluation points through an acquisition function. For smooth continuous search spaces, Gaussian Processes (GPs) are commonly used as the surrogate model as they offer analytical access to posterior predictive distributions, thus facilitating the computation and optimization of acquisition functions. However, in complex scenarios involving optimization over categorical or mixed covariate spaces, GPs may not be ideal. This paper introduces Simulation Based Bayesian Optimization (SBBO) as a novel approach to optimizing acquisition functions that only requires sampling-based access to posterior predictive distributions. SBBO allows the use of surrogate probabilistic models tailored for combinatorial spaces with discrete variables. Any Bayesian model in which posterior inference is carried out through Markov chain Monte Carlo can be selected as the surrogate model in SBBO. We demonstrate empirically the effectiveness of SBBO using various choices of surrogate models in applications involving combinatorial optimization.