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Preference-based many-objective optimization faces two obstacles: an expanding space of trade-offs and heterogeneous, context-dependent human value structures. Towards this, we propose a Bayesian framework that learns a small set of latent…

Machine Learning · Computer Science 2026-03-31 Manisha Dubey , Sebastiaan De Peuter , Wanrong Wang , Samuel Kaski

In multi-objective black-box optimization, the goal is typically to find solutions that optimize a set of $T$ black-box objective functions, $f_1, \ldots f_T$, simultaneously. Traditional approaches often seek a single Pareto-optimal set…

Expensive multi-objective optimization problems can be found in many real-world applications, where their objective function evaluations involve expensive computations or physical experiments. It is desirable to obtain an approximate Pareto…

Neural and Evolutionary Computing · Computer Science 2022-10-18 Xi Lin , Zhiyuan Yang , Xiaoyuan Zhang , Qingfu Zhang

Bayesian optimization (BO) protocol based on Active Learning (AL) principles has garnered significant attention due to its ability to optimize black-box objective functions efficiently. This capability is a prerequisite for guiding…

Chemical Physics · Physics 2024-08-07 Osman Mamun , Markus Bause , Bhuiyan Shameem Mahmud Ebna Hai

Identifying optimal values for a high-dimensional set of hyperparameters is a problem that has received growing attention given its importance to large-scale machine learning applications such as neural architecture search. Recently…

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

We propose a novel constrained Bayesian Optimization (BO) algorithm optimizing the design process of Laterally-Diffused Metal-Oxide-Semiconductor (LDMOS) transistors while realizing a target Breakdown Voltage (BV). We convert the…

Machine Learning · Computer Science 2023-08-21 Ping-Ju Chuang , Ali Saadat , Sara Ghazvini , Hal Edwards , William G. Vandenberghe

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…

Machine Learning · Computer Science 2023-12-05 Bracha Laufer-Goldshtein , Adam Fisch , Regina Barzilay , Tommi Jaakkola

Multi-objective optimization (MOO) problems require balancing competing objectives, often under constraints. The Pareto optimal solution set defines all possible optimal trade-offs over such objectives. In this work, we present a novel…

Machine Learning · Computer Science 2022-04-19 Soumyajit Gupta , Gurpreet Singh , Raghu Bollapragada , Matthew Lease

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Machine Learning · Computer Science 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. Kim

Bayesian optimization (BO) is a powerful paradigm for efficient optimization of black-box objective functions. High-dimensional BO presents a particular challenge, in part because the curse of dimensionality makes it difficult to define --…

Machine Learning · Computer Science 2021-06-11 David Eriksson , Martin Jankowiak

Multi-objective optimization problems whose objectives have different evaluation costs are commonly seen in the real world. Such problems are now known as multi-objective optimization problems with heterogeneous objectives (HE-MOPs). So…

Neural and Evolutionary Computing · Computer Science 2022-08-26 Xilu Wang , Yaochu Jin , Sebastian Schmitt , Markus Olhofer

In a multiobjective optimization problem a solution is called Pareto-optimal if no criterion can be improved without deteriorating at least one of the other criteria. Computing the set of all Pareto-optimal solutions is a common task in…

Data Structures and Algorithms · Computer Science 2020-10-22 Heiko Röglin

Bayesian optimization (BO) is a popular method for optimizing expensive-to-evaluate black-box functions. BO budgets are typically given in iterations, which implicitly assumes each evaluation has the same cost. In fact, in many BO…

Machine Learning · Computer Science 2021-06-14 Eric Hans Lee , David Eriksson , Valerio Perrone , Matthias Seeger

Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…

A wide spectrum of design and decision problems, including parameter tuning, A/B testing and drug design, intrinsically are instances of black-box optimization. Bayesian optimization (BO) is a powerful tool that models and optimizes such…

Machine Learning · Computer Science 2023-02-14 Tianyi Bai , Yang Li , Yu Shen , Xinyi Zhang , Wentao Zhang , Bin Cui

The popularity of Bayesian Optimization (BO) to automate or support the commissioning of engineering systems is rising. Conventional BO, however, relies on the availability of a scalar objective function. The latter is often difficult to…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Sander De Witte , Jeroen Taets , Andras Retzler , Guillaume Crevecoeur , Tom Lefebvre

Bayesian optimisation is a powerful tool to solve expensive black-box problems, but fails when the stationary assumption made on the objective function is strongly violated, which is the case in particular for ill-conditioned or…

Machine Learning · Statistics 2019-12-06 Victor Picheny , Sattar Vakili , Artem Artemev

Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier