An issue of Multi-objectives and high-dimensional categorical and mixed parameters space

[zhaog6]

Dear all,
I‘m trying to optimize a multi-objectives (>4) problem with high-dimensional categorical and mixed parameters space(int, float, categorical and ordinal) by both BoTorch and MORBO，so I'd like to ask if BoTorch supports MORBO, and if MORBO supports categorical and mixed parameters (with and without constraints) ?

Thanks

[hvarfner]

Hi @zhaog6 ,

The tools to run MORBO are available in BoTorch, so it is supported (it was originally implemented in BoTorch). However, MORBO is not available out of the box.

@sdaulton Do you have additional info here?

[zhaog6]

Thanks for your reply. @sdaulton Sam, @hvarfner Carl, Does MORBO supports mixed parameters space (with float, int, ordinal and categorical)?

[hvarfner]

Hi @zhaog6 ,

I would say that the work in MORBO is orthogonal to work in mixed parameter spaces, meaning that the solutions that exist to these problems (one-hot encode, categorical kernels etc.) could readily be applied on top of MORBO just like they have been to TuRBO in the past (e.g. CASMOPOLITAN).

If you are wondering whether there is an open-source implementation of MORBO that handles mixed search spaces in a principled fashion, my guess would be that there isn't!