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In this article, we present a framework for taking into account user preferences in multi-objective Bayesian optimization in the case where the objectives are expensive-to-evaluate black-box functions. A novel expected improvement criterion…

Optimization and Control · Mathematics 2018-09-17 Paul Feliot , Julien Bect , Emmanuel Vazquez

We propose an approach based on function evaluations and Bayesian inference to extract higher-order differential information of objective functions {from a given ensemble of particles}. Pointwise evaluation $\{V(x^i)\}_i$ of some potential…

Machine Learning · Statistics 2023-03-02 Claudia Schillings , Claudia Totzeck , Philipp Wacker

We present a novel preference learning framework to capture participant preferences efficiently within limited interaction rounds. It involves three main contributions. First, we develop a variational Bayesian approach to infer the…

Machine Learning · Computer Science 2025-03-20 Yan Wang , Jiapeng Liu , Milosz Kadziński , Xiuwu Liao

Variational empirical Bayes (VEB) methods provide a practically attractive approach to fitting large, sparse, multiple regression models. These methods usually use coordinate ascent to optimize the variational objective function, an…

Methodology · Statistics 2024-11-25 Saikat Banerjee , Peter Carbonetto , Matthew Stephens

Optimal experimental design (OED) seeks experiments expected to yield the most useful data for some purpose. In practical circumstances where experiments are time-consuming or resource-intensive, OED can yield enormous savings. We pursue…

Computation · Statistics 2014-12-30 Xun Huan , Youssef M. Marzouk

We present a novel approach to help decision-makers efficiently identify preferred solutions from the Pareto set of a multi-objective optimization problem. Our method uses a Bayesian model to estimate the decision-maker's utility function…

Machine Learning · Statistics 2025-11-13 Felix Huber , Sebastian Rojas Gonzalez , Raul Astudillo

We consider parallel global optimization of derivative-free expensive-to-evaluate functions, and propose an efficient method based on stochastic approximation for implementing a conceptual Bayesian optimization algorithm proposed by…

Machine Learning · Statistics 2019-05-07 Jialei Wang , Scott C. Clark , Eric Liu , Peter I. Frazier

Bayesian optimization is a widely used technique for optimizing black-box functions, with Expected Improvement (EI) being the most commonly utilized acquisition function in this domain. While EI is often viewed as distinct from other…

Machine Learning · Statistics 2025-03-11 Nuojin Cheng , Stephen Becker

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…

Machine Learning · Statistics 2020-11-12 Samuel Daulton , Maximilian Balandat , Eytan Bakshy

Collaborative filtering (CF) allows the preferences of multiple users to be pooled to make recommendations regarding unseen products. We consider in this paper the problem of online and interactive CF: given the current ratings associated…

Information Retrieval · Computer Science 2012-12-12 Craig Boutilier , Richard S. Zemel , Benjamin Marlin

Factorization machines (FMs) are a powerful tool for regression and classification in the context of sparse observations, that has been successfully applied to collaborative filtering, especially when side information over users or items is…

Machine Learning · Computer Science 2022-12-21 Jill-Jênn Vie , Tomas Rigaux , Hisashi Kashima

We propose a scalable Bayesian preference learning method for jointly predicting the preferences of individuals as well as the consensus of a crowd from pairwise labels. Peoples' opinions often differ greatly, making it difficult to predict…

Machine Learning · Computer Science 2019-12-13 Edwin Simpson , Iryna Gurevych

Recommender systems are an essential component of e-commerce marketplaces, helping consumers navigate massive amounts of inventory and find what they need or love. In this paper, we present an approach for generating personalized item…

Information Retrieval · Computer Science 2021-02-12 Tian Wang , Yuri M. Brovman , Sriganesh Madhvanath

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to…

Computation · Statistics 2017-07-28 Paul Feliot , Julien Bect , Emmanuel Vazquez

This paper introduces CLEO, a novel preference elicitation algorithm capable of recommending complex objects in hybrid domains, characterized by both discrete and continuous attributes and constraints defined over them. The algorithm…

Artificial Intelligence · Computer Science 2015-09-01 Paolo Campigotto , Roberto Battiti , Andrea Passerini

Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly,…

Machine Learning · Computer Science 2023-01-18 Quan Nguyen , Kaiwen Wu , Jacob R. Gardner , Roman Garnett

Large reasoning models (LRMs) generate intermediate reasoning traces before producing final answers, yielding strong gains on multi-step and mathematical tasks. Yet aligning LRMs with human preferences, a crucial prerequisite for model…

Machine Learning · Computer Science 2025-10-07 Mingkang Zhu , Xi Chen , Bei Yu , Hengshuang Zhao , Jiaya Jia

This work deals with parallel optimization of expensive objective functions which are modeled as sample realizations of Gaussian processes. The study is formalized as a Bayesian optimization problem, or continuous multi-armed bandit…

Machine Learning · Statistics 2019-09-04 Sébastien Marmin , Clément Chevalier , David Ginsbourger

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…

Machine Learning · Statistics 2022-02-18 Yan Zuo , Amir Dezfouli , Iadine Chades , David Alexander , Benjamin Ward Muir

Designing preference elicitation (PE) methodologies that can quickly ascertain a user's top item preferences in a cold-start setting is a key challenge for building effective and personalized conversational recommendation (ConvRec) systems.…

Artificial Intelligence · Computer Science 2024-08-21 David Eric Austin , Anton Korikov , Armin Toroghi , Scott Sanner
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