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We consider accelerating machine learning (ML) inference queries on unstructured datasets. Expensive operators such as feature extractors and classifiers are deployed as user-defined functions(UDFs), which are not penetrable with classic query optimization techniques such as predicate push-down. Recent optimization schemes (e.g., Probabilistic Predicates or PP) assume independence among the query predicates, build a proxy model for each predicate offline, and rewrite a new query by injecting these cheap proxy models in the front of the expensive ML UDFs. In such a manner, unlikely inputs that do not satisfy query predicates are filtered early to bypass the ML UDFs. We show that enforcing the independence assumption in this context may result in sub-optimal plans. In this paper, we propose CORE, a query optimizer that better exploits the predicate correlations and accelerates ML inference queries. Our solution builds the proxy models online for a new query and leverages a branch-and-bound search process to reduce the building costs. Results on three real-world text, image and video datasets show that CORE improves the query throughput by up to 63% compared to PP and up to 80% compared to running the queries as it is.