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Most existing black-box optimization methods assume that all variables in the system being optimized have equal cost and can change freely at each iteration. However, in many real world systems, inputs are passed through a sequence of…
Many crucial scientific problems involve designing novel molecules with desired properties, which can be formulated as a black-box optimization problem over the discrete chemical space. In practice, multiple conflicting objectives and…
Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…
Bayesian optimization is a popular framework for the optimization of black box functions. Multifidelity methods allows to accelerate Bayesian optimization by exploiting low-fidelity representations of expensive objective functions. Popular…
Machine learning (ML) methods offer a wide range of configurable hyperparameters that have a significant influence on their performance. While accuracy is a commonly used performance objective, in many settings, it is not sufficient.…
We present a novel adaptive optimization algorithm for black-box multi-objective optimization problems with binary constraints on the foundation of Bayes optimization. Our method is based on probabilistic regression and classification…
Multi-modal multi-objective optimization is to locate (almost) equivalent Pareto optimal solutions as many as possible. Some evolutionary algorithms for multi-modal multi-objective optimization have been proposed in the literature. However,…
Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…
The Best-Worst Method (BWM) is a well-known distance based multi-criteria decision-making method used for computing the weights of decision criteria. This article examines a taxicab distance based model of the BWM, with the objective of…
The inaccuracy of neural network models on inputs that do not stem from the training data distribution is both problematic and at times unrecognized. Model uncertainty estimation can address this issue, where uncertainty estimates are often…
Envelope methodology is succinctly pitched as a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives \citep[first sentence of page 1]{cook2018introduction}. This description is true…
Bayesian optimization has recently emerged as a popular method for the sample-efficient optimization of expensive black-box functions. However, the application to high-dimensional problems with several thousand observations remains…
This paper addresses the problem of constrained multi-objective optimization over black-box objective functions with practitioner-specified preferences over the objectives when a large fraction of the input space is infeasible (i.e.,…
Uncertainty estimation in machine learning is paramount for enhancing the reliability and interpretability of predictive models, especially in high-stakes real-world scenarios. Despite the availability of numerous methods, they often pose a…
This paper investigates the problem of efficient constrained global optimization of hybrid models that are a composition of a known white-box function and an expensive multi-output black-box function subject to noisy observations, which…
Multi-objective optimization problems can be found in many real-world applications, where the objectives often conflict each other and cannot be optimized by a single solution. In the past few decades, numerous methods have been proposed to…
Ensuring high accuracy and efficiency of predictive models is paramount in the aerospace industry, particularly in the context of multidisciplinary design and optimization processes. These processes often require numerous evaluations of…
Multi-objective Bayesian optimization has been widely adopted in scientific experiment design, including drug discovery and hyperparameter optimization. In practice, regulatory or safety concerns often impose additional thresholds on…
A natural way to quantify uncertainties in Gaussian mixture models (GMMs) is through Bayesian methods. That said, sampling from the joint posterior distribution of GMMs via standard Markov chain Monte Carlo (MCMC) imposes several…
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…