Related papers: Quick HyperVolume
In this paper, we present a significant improvement of Quick Hypervolume algorithm, one of the state-of-the-art algorithms for calculating exact hypervolume of the space dominated by a set of d-dimensional points. This value is often used…
Optimizing multiple competing objectives is a common problem across science and industry. The inherent inextricable trade-off between those objectives leads one to the task of exploring their Pareto front. A meaningful quantity for the…
The hypervolume indicator is one of the most used set-quality indicators for the assessment of stochastic multiobjective optimizers, as well as for selection in evolutionary multiobjective optimization algorithms. Its theoretical properties…
Evolutionary algorithms (EAs) are the preferred method for solving black-box multi-objective optimization problems, but when gradients of the objective functions are available, it is not straightforward to exploit these efficiently. By…
In this letter, we propose HV-Net, a new method for hypervolume approximation in evolutionary multi-objective optimization. The basic idea of HV-Net is to use DeepSets, a deep neural network with permutation invariant property, to…
In the field of multi-objective optimization algorithms, multi-objective Bayesian Global Optimization (MOBGO) is an important branch, in addition to evolutionary multi-objective optimization algorithms (EMOAs). MOBGO utilizes Gaussian…
In many real-world scenarios, decision makers seek to efficiently optimize multiple competing objectives in a sample-efficient fashion. Multi-objective Bayesian optimization (BO) is a common approach, but many of the best-performing…
Many optimization problems arising in applications have to consider several objective functions at the same time. Evolutionary algorithms seem to be a very natural choice for dealing with multi-objective problems as the population of such…
This paper introduces a high-performance hybrid algorithm, called Hybrid Hypervolume Maximization Algorithm (H2MA), for multi-objective optimization that alternates between exploring the decision space and exploiting the already obtained…
In multi-objective Bayesian optimization and surrogate-based evolutionary algorithms, Expected HyperVolume Improvement (EHVI) is widely used as the acquisition function to guide the search approaching the Pareto front. This paper focuses on…
Hypervolume (HV)-based Bayesian optimization (BO) is one of the standard approaches for multi-objective decision-making. However, the computational cost of optimizing the acquisition function remains a significant bottleneck, primarily due…
The expected improvement algorithm (or efficient global optimization) aims for global continuous optimization with a limited budget of black-box function evaluations. It is based on a statistical model of the function learned from previous…
This study presents a novel algorithm for identifying the set of extreme points that constitute the exact convex hull of a point set in high-dimensional Euclidean space. The proposed method iteratively solves a sequence of dynamically…
Domination-based multi-objective (MO) evolutionary algorithms (EAs) are today arguably the most frequently used type of MOEA. These methods however stagnate when the majority of the population becomes non-dominated, preventing convergence…
Estimating the volume of a convex body is a central problem in convex geometry and can be viewed as a continuous version of counting. We present a quantum algorithm that estimates the volume of an $n$-dimensional convex body within…
We propose a new approach to the computation of the hypervolume indicator, based on partitioning the dominated region into a set of axis-parallel hyperrectangles or boxes. We present a nonincremental algorithm and an incremental algorithm,…
Hypervolume improvement (HVI) is commonly employed in multi-objective Bayesian optimization algorithms to define acquisition functions due to its Pareto-compliant property. Rather than focusing on specific statistical moments of HVI, this…
Black box variational inference allows researchers to easily prototype and evaluate an array of models. Recent advances allow such algorithms to scale to high dimensions. However, a central question remains: How to specify an expressive…
We introduce a new method for speeding up the inference of deep neural networks. It is somewhat inspired by the reduced-order modeling techniques for dynamical systems.The cornerstone of the proposed method is the maximum volume algorithm.…
Fast multidimensional convolution can be performed naively in quadratic time and can often be performed more efficiently via the Fourier transform; however, when the dimensionality is large, these algorithms become more challenging. A…