latent space and structured kernel
Combining Latent Space and Structured Kernels for Bayesian Optimization over Combinatorial Spaces
We consider the problem of optimizing combinatorial spaces (e.g., sequences, trees, and graphs) using expensive black-box function evaluations. Bayesian optimization (BO) is an efficient framework for solving such problems by intelligently selecting the inputs with high utility guided by a learned surrogate model. A recent BO approach for combinatorial spaces is through a reduction to BO over continuous spaces by learning a latent representation of structures using deep generative models (DGMs). The selected input from the continuous space is decoded into a discrete structure for performing function evaluation. However, the surrogate model over the latent space only uses the information learned by the DGM, which may not have the desired inductive bias to approximate the target black-box function.