International Business Machines Corporation
BLACK BOX OPTIMIZATION OVER CATEGORICAL VARIABLES

Abstract:

A black box evaluator is accessed and a surrogate machine learning model that provides estimates for the optimization of categorical values for the black box evaluator is generated, the surrogate machine learning model being based upon observations from previous executions of the black box evaluator. The black box evaluator is optimized by selecting, by an acquisition function executing on a computing device, a new candidate point for the categorical values. The black box evaluator is executed with the new candidate point for the categorical values.