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Performing multi-objective Bayesian optimisation by scalarising the objectives avoids the computation of expensive multi-dimensional integral-based acquisition functions, instead of allowing one-dimensional standard acquisition…

Machine Learning · Computer Science 2021-04-13 Clym Stock-Williams , Tinkle Chugh , Alma Rahat , Wei Yu

Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…

Machine Learning · Statistics 2020-02-20 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

Multi-objective optimization is a widely studied problem in diverse fields, such as engineering and finance, that seeks to identify a set of non-dominated solutions that provide optimal trade-offs among competing objectives. However, the…

Neural and Evolutionary Computing · Computer Science 2024-01-15 Arash Heidari , Sebastian Rojas Gonzalez , Tom Dhaene , Ivo Couckuyt

Explicitly accounting for uncertainties is paramount to the safety of engineering structures. Optimization which is often carried out at the early stage of the structural design offers an ideal framework for this task. When the…

Methodology · Statistics 2022-12-14 M. Moustapha , A. Galimshina , G. Habert , B. Sudret

Multi-objective optimization aims to solve problems with competing objectives. Evaluating such problems is often slow or expensive, limiting the budget of evaluations. In many applications, historical data from related optimization tasks is…

Machine Learning · Computer Science 2026-05-12 Leonard Papenmeier , Petru Tighineanu

Optimization problems involving mixed variables (i.e., variables of numerical and categorical nature) can be challenging to solve, especially in the presence of mixed-variable constraints. Moreover, when the objective function is the result…

Optimization and Control · Mathematics 2024-12-12 Mengjia Zhu , Alberto Bemporad

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

Most real optimization problems are defined over a mixed search space where the variables are both discrete and continuous. In engineering applications, the objective function is typically calculated with a numerically costly black-box…

Optimization and Control · Mathematics 2022-05-04 Jhouben Cuesta-Ramirez , Rodolphe Le Riche , Olivier Roustant , Guillaume Perrin , Cedric Durantin , Alain Gliere

Many real-world multi-objective optimisation problems rely on computationally expensive function evaluations. Multi-objective Bayesian optimisation (BO) can be used to alleviate the computation time to find an approximated set of Pareto…

Machine Learning · Statistics 2022-04-29 Tinkle Chugh

Many real world applications can be framed as multi-objective optimization problems, where we wish to simultaneously optimize for multiple criteria. Bayesian optimization techniques for the multi-objective setting are pertinent when the…

Machine Learning · Computer Science 2019-06-24 Biswajit Paria , Kirthevasan Kandasamy , Barnabás Póczos

Bayesian Optimization (BO) is a class of surrogate-based, sample-efficient algorithms for optimizing black-box problems with small evaluation budgets. The BO pipeline itself is highly configurable with many different design choices…

Machine Learning · Computer Science 2023-07-03 Carolin Benjamins , Elena Raponi , Anja Jankovic , Carola Doerr , Marius Lindauer

Tuning control policies manually to meet high-level objectives is often time-consuming. Bayesian optimization provides a data-efficient framework for automating this process using numerical evaluations of an objective function. However,…

Machine Learning · Computer Science 2026-03-26 Lukas Theiner , Maik Pfefferkorn , Yongpeng Zhao , Sebastian Hirt , Rolf Findeisen

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

In this paper, we propose a novel approach (SAPEO) to support the survival selection process in multi-objective evolutionary algorithms with surrogate models - it dynamically chooses individuals to evaluate exactly based on the model…

Neural and Evolutionary Computing · Computer Science 2016-11-02 Vanessa Volz , Günter Rudolph , Boris Naujoks

Decades of progress in simulation-based surrogate-assisted optimization and unprecedented growth in computational power have enabled researchers and practitioners to optimize previously intractable complex engineering problems. This paper…

Neural and Evolutionary Computing · Computer Science 2022-12-14 Qi Huang , Roy de Winter , Bas van Stein , Thomas Bäck , Anna V. Kononova

The use of transfer learning within Bayesian optimization addresses the disadvantages of the so-called \textit{cold start} problem by using source data to aid in the optimization of a target problem. We present a method that leverages an…

Optimization and Control · Mathematics 2026-04-01 Ali Tfaily , Youssef Diouane , Nathalie Bartoli , Michael Kokkolaras

Within the framework of complex system design, it is often necessary to solve mixed variable optimization problems, in which the objective and constraint functions can depend simultaneously on continuous and discrete variables.…

Optimization and Control · Mathematics 2020-03-10 Julien Pelamatti , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

Bayesian optimisation is a sample efficient method for finding a global optimum of expensive black-box objective functions. Historic datasets from related problems can be exploited to help improve performance of Bayesian optimisation by…

Machine Learning · Computer Science 2026-01-23 Natasha Trinkle , Huong Ha , Jeffrey Chan

In this paper, we present the application of a recently developed algorithm for Bayesian multi-objective optimization to the design of a commercial aircraft environment control system (ECS). In our model, the ECS is composed of two…

Optimization and Control · Mathematics 2016-10-10 Paul Feliot , Yves Le Guennec , Julien Bect , Emmanuel Vazquez

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Machine Learning · Computer Science 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren