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

Bayesian optimization offers a flexible framework to optimize an objective function that is expensive to be evaluated. A Bayesian optimizer iteratively queries the function values on its carefully selected points. Subsequently, it makes a…

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Many real-world optimisation problems are defined over both categorical and continuous variables, yet efficient optimisation methods such asBayesian Optimisation (BO) are not designed tohandle such mixed-variable search spaces. Recent…

Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based…

Design optimization under uncertainty is notoriously difficult when the objective function is expensive to evaluate. State-of-the-art techniques, e.g, stochastic optimization or sampling average approximation, fail to learn exploitable…

We study a fundamental problem in Bayesian learning, where the goal is to select a set of data sources with minimum cost while achieving a certain learning performance based on the data streams provided by the selected data sources. First,…

Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…

Optimization problems involving mixed variables (i.e., variables of numerical and categorical nature) can be challenging to solve, especially in the presence of mixed-variable constraints. Moreover, when the objective function is the result…

Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition…

Finding diverse solutions to optimization problems has been of practical interest for several decades, and recently enjoyed increasing attention in research. While submodular optimization has been rigorously studied in many fields, its…

In this paper, we investigate the possibility of improving the performance of multi-objective optimization solution approaches using machine learning techniques. Specifically, we focus on multi-objective binary linear programs and employ…

We develop a framework for warm-starting Bayesian optimization, that reduces the solution time required to solve an optimization problem that is one in a sequence of related problems. This is useful when optimizing the output of a…

This paper studies the problem of globally optimizing a variable of interest that is part of a causal model in which a sequence of interventions can be performed. This problem arises in biology, operational research, communications and,…

Scalarizing functions have been widely used to convert a multiobjective optimization problem into a single objective optimization problem. However, their use in solving (computationally) expensive multi- and many-objective optimization…

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any…

The 0-1 knapsack problem is a well-known combinatorial optimisation problem. Approximation algorithms have been designed for solving it and they return provably good solutions within polynomial time. On the other hand, genetic algorithms…

Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except for special cases, previous work has…

Multi-objective optimization can be found in many real-world applications where some conflicting objectives can not be optimized by a single solution. Existing optimization methods often focus on finding a set of Pareto solutions with…

In the pursuit of designing safer and more efficient energy-absorbing structures, engineers must tackle the challenge of improving crush performance while balancing multiple conflicting objectives, such as maximising energy absorption and…

Bayesian optimization is popular for optimizing time-consuming black-box objectives. Nonetheless, for hyperparameter tuning in deep neural networks, the time required to evaluate the validation error for even a few hyperparameter settings…