Bayesian Optimization for Mixed-Variable Problems in the Natural Sciences
arXiv:2604.07416v1 Announce Type: new Abstract: Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition functions. However, its effectiveness diminishes in mixed or high-cardinality discrete spaces, where gradients are unavailable and optimizing the acquisition function becomes computationally demanding. In this work, we generalize the probabilistic reparameterization (PR) approach of Daulton et al. to handle non-equidistant discrete variables, enabling gradient-based optimization […]