Related papers: The Kalai-Smorodinski solution for many-objective …

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

In multi-task Bayesian optimization, the goal is to leverage experience from optimizing existing tasks to improve the efficiency of optimizing new ones. While approaches using multi-task Gaussian processes or deep kernel transfer exist, the…

Game theory has emerged as a powerful framework for modeling a large range of multi-agent scenarios. Many algorithmic solutions require discrete, finite games with payoffs that have a closed-form specification. In contrast, many real-world…

Real world problems always have different multiple solutions. For instance, optical engineers need to tune the recording parameters to get as many optimal solutions as possible for multiple trials in the varied-line-spacing holographic…

Bayesian optimization is a popular formalism for global optimization, but its computational costs limit it to expensive-to-evaluate functions. A competing, computationally more efficient, global optimization framework is optimistic…

In the real world, there exist a class of optimization problems that multiple (local) optimal solutions in the solution space correspond to a single point in the objective space. In this paper, we theoretically show that for such multimodal…

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex…

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

In this paper, we deal with batch Bayesian Optimization (Bayes-Opt) problems over a box and we propose a novel bi-objective optimization (BOO) acquisition strategy to sample points where to evaluate the objective function. The BOO problem…

Bayesian optimization (BO) offers an elegant approach for efficiently optimizing black-box functions. However, acquisition criteria demand their own challenging inner-optimization, which can induce significant overhead. Many practical BO…

Bayesian Optimization (BO) links Gaussian Process (GP) surrogates with sequential design toward optimizing expensive-to-evaluate black-box functions. Example design heuristics, or so-called acquisition functions, like expected improvement…

Multimodal multi-objective problems (MMOPs) commonly arise in real-world problems where distant solutions in decision space correspond to very similar objective values. To obtain all solutions for MMOPs, many multimodal multi-objective…

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…

The partially observable constrained optimization problems (POCOPs) impede data-driven optimization techniques since an infeasible solution of POCOPs can provide little information about the objective as well as the constraints. We endeavor…

Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…

Bayesian Optimization is an effective method for searching the global maxima of an objective function especially if the function is unknown. The process comprises of using a surrogate function and choosing an acquisition function followed…

The notion of expense in Bayesian optimisation generally refers to the uniformly expensive cost of function evaluations over the whole search space. However, in some scenarios, the cost of evaluation for black-box objective functions is…

Bayesian optimization is an effective method for optimizing expensive-to-evaluate black-box functions. High-dimensional problems are particularly challenging as the surrogate model of the objective suffers from the curse of dimensionality,…