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Many real-world problems can be phrased as a multi-objective optimization problem, where the goal is to identify the best set of compromises between the competing objectives. Multi-objective Bayesian optimization (BO) is a sample efficient…

Machine Learning · Computer Science 2022-10-07 Ben Tu , Axel Gandy , Nikolas Kantas , Behrang Shafei

Multi-Objective Optimization (MOO) is an important problem in real-world applications. However, for a non-trivial problem, no single solution exists that can optimize all the objectives simultaneously. In a typical MOO problem, the goal is…

Machine Learning · Computer Science 2024-09-17 Zhang Haishan , Diptesh Das , Koji Tsuda

Optimisation problems often have multiple conflicting objectives that can be computationally and/or financially expensive. Mono-surrogate Bayesian optimisation (BO) is a popular model-based approach for optimising such black-box functions.…

Machine Learning · Computer Science 2022-08-11 George De Ath , Tinkle Chugh , Alma A. M. Rahat

Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the…

Machine Learning · Statistics 2018-08-06 Zi Wang , Stefanie Jegelka

Many-objective optimisation, a subset of multi-objective optimisation, involves optimisation problems with more than three objectives. As the number of objectives increases, the number of solutions needed to adequately represent the entire…

Artificial Intelligence · Computer Science 2026-04-13 Chao Jiang , Jingyu Huang , Miqing Li

Multi-Objective Optimization (MOO) techniques have become increasingly popular in recent years due to their potential for solving real-world problems in various fields, such as logistics, finance, environmental management, and engineering.…

Neural and Evolutionary Computing · Computer Science 2024-07-15 Noor A. Rashed , Yossra H. Ali , Tarik A. Rashid , A. Salih

We study the multi-agent Bayesian optimization (BO) problem, where multiple agents maximize a black-box function via iterative queries. We focus on Entropy Search (ES), a sample-efficient BO algorithm that selects queries to maximize the…

Machine Learning · Computer Science 2023-03-13 Haitong Ma , Tianpeng Zhang , Yixuan Wu , Flavio P. Calmon , Na Li

With modern requirements, there is an increasing tendency of considering multiple objectives/criteria simultaneously in many Software Engineering (SE) scenarios. Such a multi-objective optimization scenario comes with an important issue --…

Software Engineering · Computer Science 2020-12-01 Miqing Li , Tao Chen , Xin Yao

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many…

Machine Learning · Statistics 2018-08-06 Zi Wang , Clement Gehring , Pushmeet Kohli , Stefanie Jegelka

Many real world scientific and industrial applications require optimizing multiple competing black-box objectives. When the objectives are expensive-to-evaluate, multi-objective Bayesian optimization (BO) is a popular approach because of…

Machine Learning · Computer Science 2022-06-17 Samuel Daulton , David Eriksson , Maximilian Balandat , Eytan Bakshy

We consider the problem of multi-objective optimization (MOO) of expensive black-box functions with the goal of discovering high-quality and diverse Pareto fronts where we are allowed to evaluate a batch of inputs. This problem arises in…

Machine Learning · Computer Science 2024-06-14 Alaleh Ahmadianshalchi , Syrine Belakaria , Janardhan Rao Doppa

Molecular property optimization (MPO) problems are inherently challenging since they are formulated over discrete, unstructured spaces and the labeling process involves expensive simulations or experiments, which fundamentally limits the…

Biomolecules · Quantitative Biology 2024-01-04 Farshud Sorourifar , Thomas Banker , Joel A. Paulson

Bayesian optimization (BO) is a popular approach for optimizing expensive-to-evaluate black-box objective functions. An important challenge in BO is its application to high-dimensional search spaces due in large part to the curse of…

Machine Learning · Computer Science 2025-05-27 Wei-Ting Tang , Joel A. Paulson

Many real-world black-box optimization problems have multiple conflicting objectives. Rather than attempting to approximate the entire set of Pareto-optimal solutions, interactive preference learning allows to focus the search on the most…

Machine Learning · Computer Science 2026-01-15 Hanyang Wang , Juergen Branke , Matthias Poloczek

Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic. This is due largely to…

Artificial Intelligence · Computer Science 2023-06-27 Eric Hans Lee , Bolong Cheng , Michael McCourt

Balancing competing objectives is omnipresent across disciplines, from drug design to autonomous systems. Multi-objective Bayesian optimization is a promising solution for such expensive, black-box problems: it fits probabilistic surrogates…

Machine Learning · Computer Science 2026-05-13 Xinyu Zhang , Conor Hassan , Julien Martinelli , Daolang Huang , Samuel Kaski

Pareto front profiling in multi-objective optimization (MOO), i.e., finding a diverse set of Pareto optimal solutions, is challenging, especially with expensive objectives that require training a neural network. Typically, in MOO for neural…

Machine Learning · Computer Science 2025-02-06 Rhea Sanjay Sukthanker , Arber Zela , Benedikt Staffler , Samuel Dooley , Josif Grabocka , Frank Hutter

Choices in scientific research and management require balancing multiple, often competing objectives.Multiple-objective optimization (MOO) provides a unifying framework for solving multiple objective problems. Model selection is a critical…

Applications · Statistics 2018-10-26 Perry Williams , William Kendall , Mevin Hooten

Multiobjective optimization (MOO) is prevalent in numerous applications, in which a Pareto front (PF) is constructed to display optima under various preferences. Previous methods commonly utilize the set of Pareto objectives (particles on…

Machine Learning · Computer Science 2024-02-16 Xiaoyuan Zhang , Xi Lin , Yichi Zhang , Yifan Chen , Qingfu Zhang

Multiobjective simulation optimization (MOSO) problems are optimization problems with multiple conflicting objectives, where evaluation of at least one of the objectives depends on a black-box numerical code or real-world experiment, which…

Optimization and Control · Mathematics 2025-01-13 Tyler H. Chang , Stefan M. Wild