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aatw
Level III

Bayesian optimization with categorical variables

Is it possible to have only categorical factors for BO? Or will it be possible in JMP 20?

Thanks

1 ACCEPTED SOLUTION

Accepted Solutions
Victor_G
Super User

Re: Bayesian optimization with categorical variables

Hi @aatw,

I just tested to create a small DoE with only categorical factors and a random response, everything seems to be accepted in the BO platform, no error messages or warning:

Victor_G_0-1790582661277.png

When entering in the platform, an automatic recommendation is done, like for continuous input variables:

Victor_G_1-1790582737603.png

So no problem to use categorical factors only with BO JMP Platform; in other situations/packages, you may need to use a "Bandit Optimization" method, which is more adapted to choosing levels from a discrete set of candidates. More infos on the Ax webpage about Bandit Optimization vs. Bayesian Optimization: https://ax.dev/docs/0.5.0/banditopt/ 

Note that I only answer regarding the feasibility of doing it in JMP, not about any success rate or adapted strategy regarding your use case.

Best,

Victor GUILLER

"It is not unusual for a well-designed experiment to analyze itself" (Box, Hunter and Hunter)

View solution in original post

1 REPLY 1
Victor_G
Super User

Re: Bayesian optimization with categorical variables

Hi @aatw,

I just tested to create a small DoE with only categorical factors and a random response, everything seems to be accepted in the BO platform, no error messages or warning:

Victor_G_0-1790582661277.png

When entering in the platform, an automatic recommendation is done, like for continuous input variables:

Victor_G_1-1790582737603.png

So no problem to use categorical factors only with BO JMP Platform; in other situations/packages, you may need to use a "Bandit Optimization" method, which is more adapted to choosing levels from a discrete set of candidates. More infos on the Ax webpage about Bandit Optimization vs. Bayesian Optimization: https://ax.dev/docs/0.5.0/banditopt/ 

Note that I only answer regarding the feasibility of doing it in JMP, not about any success rate or adapted strategy regarding your use case.

Best,

Victor GUILLER

"It is not unusual for a well-designed experiment to analyze itself" (Box, Hunter and Hunter)

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