Abstract:Many real-world optimisation problems are defined over both categorical and continuous variables, yet efficient optimisation methods such as Bayesian Optimisation (BO) are ill-equipped to handle such mixed-variable search spaces. The optimisation breadth introduced by categorical variables in the mixed-input setting has seen recent approaches operating on local trust regions, but these methods can be greedy in suboptimal regions of the search space. In this paper, we adopt a holistic view and aim to consolidat… Show more
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