Title
Dealing with categorical and integer-valued variables in Bayesian Optimization with Gaussian processes
Abstract
•Bayesian Optimization can be applied to optimization problems with categorical and integer-valued variables.•Existing methods relying on Gaussian processes may get stuck in such a setting.•A transformation of the covariance function is proposed to deal with categorical and integer-valued variables.•Empirical results show that the proposed method outperforms other approaches for Bayesian optimization.
Year
DOI
Venue
2020
10.1016/j.neucom.2019.11.004
Neurocomputing
Keywords
Field
DocType
Parameter tuning,Bayesian optimization,Gaussian processes,Integer-valued variables,Categorical variables
Integer,Mathematical optimization,Expected utility hypothesis,Categorical variable,Bayesian optimization,Rounding,Statistical model,Gaussian process,Artificial intelligence,Optimization problem,Mathematics,Machine learning
Journal
Volume
ISSN
Citations 
380
0925-2312
6
PageRank 
References 
Authors
0.46
11
2
Name
Order
Citations
PageRank
E. Garrido1102.27
Daniel Hernández-Lobato244026.10