Materials informatics provides the foundations for a new paradigm of materials discovery. It shifts our emphasis from one of solely searching among large volumes of data that may be generated by experiment or computation to one of targeted materials discovery via high-throughput identification of the key factors (i.e., "genes") and via showing how these factors can be quantitatively integrated by statistical learning methods into design rules (i.e., "gene sequencing") governing targeted materials functionality. However, a critical challenge in discovering these materials genes is the difficulty in unraveling the complexity of the data associated with numerous factors including noise, uncertainty, and the complex diversity of data that one needs to consider (i.e., Big Data). In this article, we explore one aspect of materials informatics, namely how one can efficiently explore for new knowledge in regimes of structure-property space, especially when no reasonable selection pathways based on theory or clear trends in observations exist among an almost infinite set of possibilities. 153 Annu. Rev. Mater. Res. 2015.45:153-169. Downloaded from www.annualreviews.org Access provided by Yale University -Law Library on 07/04/15. For personal use only.