Bayesian Optimization for Categorical and Mixed Variables Using a Multinomial Logit Surrogate

Λεπτομέρειες βιβλιογραφικής εγγραφής
Τίτλος: Bayesian Optimization for Categorical and Mixed Variables Using a Multinomial Logit Surrogate
Συγγραφείς: Saeed, Muhammad Amir, Candelieri, Antonio
Συνεισφορές: Saeed, M, Candelieri, A
Στοιχεία εκδότη: IT
Turin
Έτος έκδοσης: 2026
Συλλογή: Università degli Studi di Milano-Bicocca: BOA (Bicocca Open Archive)
Θεματικοί όροι: Bayesian optimization, categorical variable, multinomial logit model, black-box optimization, discrete optimization
Περιγραφή: Bayesian optimization is effective for expensive black-box problems, but standard Gaussian-process surrogates are less suitable for categorical and mixed-variable search spaces. We propose MNL-BO, a preference-based Bayesian optimization method that uses a multinomial logit surrogate trained from pairwise comparisons. The model provides interpretable utility estimates for categorical alternatives and supports continuous, discrete, and categorical variables in a unified framework. Experiments on categorical benchmarks, the Traveling Salesman Problem, and mixed-variable pressure vessel design show competitive performance against random search, local search, metaheuristics, and SMAC-inspired tree-based Bayesian optimization baselines.
Τύπος εγγράφου: conference object
Περιγραφή αρχείου: STAMPA
Γλώσσα: English
Relation: ispartofbook:StatTalk 2026: Book of Poster Abstracts; Statalk 2026 - 21 – 22 May 2026; firstpage:1; lastpage:1; numberofpages:1; https://hdl.handle.net/10281/608601
Διαθεσιμότητα: https://hdl.handle.net/10281/608601
https://sites.google.com/view/statalk-2026/programme?authuser=0
Rights: info:eu-repo/semantics/openAccess ; license:Altro ; license uri:other-oa
Αριθμός Καταχώρησης: edsbas.28BD1529
Βάση Δεδομένων: BASE
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