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We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on…

Machine Learning · Computer Science 2019-11-14 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

Bayesian optimization (BO) has shown impressive results in a variety of applications within low-to-moderate dimensional Euclidean spaces. However, extending BO to high-dimensional settings remains a significant challenge. We address this…

Machine Learning · Statistics 2024-03-11 Shouri Hu , Jiawei Li , Zhibo Cai

Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…

Machine Learning · Statistics 2025-10-13 Qiyu Wei , Haowei Wang , Zirui Cao , Songhao Wang , Richard Allmendinger , Mauricio A Álvarez

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

We consider Bayesian optimization of expensive-to-evaluate experiments that generate vector-valued outcomes over which a decision-maker (DM) has preferences. These preferences are encoded by a utility function that is not known in closed…

Machine Learning · Computer Science 2022-03-23 Zhiyuan Jerry Lin , Raul Astudillo , Peter I. Frazier , Eytan Bakshy

Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying…

Machine Learning · Statistics 2020-08-17 Petrus Mikkola , Milica Todorović , Jari Järvi , Patrick Rinke , Samuel Kaski

We introduce a new incremental preference elicitation procedure able to deal with noisy responses of a Decision Maker (DM). The originality of the contribution is to propose a Bayesian approach for determining a preferred solution in a…

Artificial Intelligence · Computer Science 2020-07-30 Nadjet Bourdache , Patrice Perny , Olivier Spanjaard

Large Language Model (LLM)-based scientific agents have accelerated scientific discovery, yet they often suffer from significant inefficiencies due to adherence to fixed initial priors. Existing approaches predominantly operate within a…

Machine Learning · Computer Science 2026-02-09 Yingming Pu , Tao Lin , Hongyu Chen

Multi-objective Bayesian optimization aims to find the Pareto front of trade-offs between a set of expensive objectives while collecting as few samples as possible. In some cases, it is possible to evaluate the objectives separately, and a…

Machine Learning · Statistics 2025-03-04 Jack M. Buckingham , Sebastian Rojas Gonzalez , Juergen Branke

Many real-world tasks require optimizing expensive black-box functions accessible only through noisy evaluations, a setting commonly addressed with Bayesian optimization (BO). While Bayesian neural networks (BNNs) have recently emerged as…

Machine Learning · Computer Science 2026-01-14 Farhad Mirkarimi

In practical multi-criterion decision-making, it is cumbersome if a decision maker (DM) is asked to choose among a set of trade-off alternatives covering the whole Pareto-optimal front. This is a paradox in conventional evolutionary…

Neural and Evolutionary Computing · Computer Science 2022-04-07 Ke Li , Guiyu Lai , Xin Yao

We analyze the problem of learning a single user's preferences in an active learning setting, sequentially and adaptively querying the user over a finite time horizon. Learning is conducted via choice-based queries, where the user selects…

Machine Learning · Statistics 2017-02-27 Stephen N. Pallone , Peter I. Frazier , Shane G. Henderson

Bayesian experimental design (BED) is to answer the question that how to choose designs that maximize the information gathering. For implicit models, where the likelihood is intractable but sampling is possible, conventional BED methods…

Machine Learning · Computer Science 2021-03-16 Jiaxin Zhang , Sirui Bi , Guannan Zhang

A key distinguishing feature of conversational recommender systems over traditional recommender systems is their ability to elicit user preferences using natural language. Currently, the predominant approach to preference elicitation is to…

Information Retrieval · Computer Science 2025-04-09 Ivica Kostric , Krisztian Balog , Filip Radlinski

We introduce Direct Value Optimization (DVO), an innovative reinforcement learning framework for enhancing large language models in complex reasoning tasks. Unlike traditional methods relying on preference labels, DVO utilizes value signals…

Computation and Language · Computer Science 2025-02-20 Hongbo Zhang , Han Cui , Guangsheng Bao , Linyi Yang , Jun Wang , Yue Zhang

In this paper we propose an efficient stochastic optimization algorithm to search for Bayesian experimental designs such that the expected information gain is maximized. The gradient of the expected information gain with respect to…

Computation · Statistics 2022-02-03 Takashi Goda , Tomohiko Hironaka , Wataru Kitade , Adam Foster

Recently, the Deep Learning community has become interested in evolutionary optimization (EO) as a means to address hard optimization problems, e.g. meta-learning through long inner loop unrolls or optimizing non-differentiable operators.…

Neural and Evolutionary Computing · Computer Science 2023-11-07 Robert Tjarko Lange , Yujin Tang , Yingtao Tian

There are a lot of real-world black-box optimization problems that need to optimize multiple criteria simultaneously. However, in a multi-objective optimization (MOO) problem, identifying the whole Pareto front requires the prohibitive…

Machine Learning · Computer Science 2023-11-23 Ryota Ozaki , Kazuki Ishikawa , Youhei Kanzaki , Shinya Suzuki , Shion Takeno , Ichiro Takeuchi , Masayuki Karasuyama

Bayesian optimization is a sample-efficient approach to global optimization that relies on theoretically motivated value heuristics (acquisition functions) to guide its search process. Fully maximizing acquisition functions produces the…

Machine Learning · Statistics 2018-12-04 James T. Wilson , Frank Hutter , Marc Peter Deisenroth

The expected value of information (EVI) is the most powerful measure of sensitivity to uncertainty in a decision model: it measures the potential of information to improve the decision, and hence measures the expected value of outcome.…

Artificial Intelligence · Computer Science 2013-02-28 Tom Chavez , Max Henrion