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This article focuses on the multi-objective optimization of stochastic simulators with high output variance, where the input space is finite and the objective functions are expensive to evaluate. We rely on Bayesian optimization algorithms,…

Optimization and Control · Mathematics 2022-07-21 Bruno Barracosa , Julien Bect , Héloïse Dutrieux Baraffe , Juliette Morin , Josselin Fournel , Emmanuel Vazquez

We consider the challenge of preference elicitation in systems that help users discover the most desirable item(s) within a given database. Past work on preference elicitation focused on structured models that provide a factored…

Artificial Intelligence · Computer Science 2012-07-19 Ronen I. Brafman , Carmel Domshlak , Tanya Kogan

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…

Machine Learning · Computer Science 2016-04-01 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

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

Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evaluations done by a human expert. Generating candidate…

When faced with complex choices, users refine their own preference criteria as they explore the catalogue of options. In this paper we propose an approach to preference elicitation suited for this scenario. We extend Coactive Learning,…

Artificial Intelligence · Computer Science 2016-12-07 Stefano Teso , Paolo Dragone , Andrea Passerini

This work studies the behavior of three elitist multi- and many-objective evolutionary algorithms generating a high-resolution approximation of the Pareto optimal set. Several search-assessment indicators are defined to trace the dynamics…

Neural and Evolutionary Computing · Computer Science 2014-09-29 Hernan Aguirre , Arnaud Liefooghe , Sébastien Verel , Kiyoshi Tanaka

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

In multiobjective optimization, most branch and bound algorithms provide the decision maker with the whole Pareto front, and then decision maker could select a single solution finally. However, if the number of objectives is large, the…

Optimization and Control · Mathematics 2024-02-29 Weitian Wu , Xinmin Yang

Collaborative filtering or recommender systems use a database about user preferences to predict additional topics or products a new user might like. In this paper we describe several algorithms designed for this task, including techniques…

Information Retrieval · Computer Science 2013-02-01 John S. Breese , David Heckerman , Carl Kadie

User preferences for automated assistance often vary widely, depending on the situation, and quality or presentation of help. Developing effectivemodels to learn individual preferences online requires domain models that associate…

Artificial Intelligence · Computer Science 2012-06-18 Bowen Hui , Craig Boutilier

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Computation · Statistics 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar

This paper introduces Bayesian frameworks for tackling various aspects of multi-criteria decision-making (MCDM) problems, leveraging a probabilistic interpretation of MCDM methods and challenges. By harnessing the flexibility of Bayesian…

Artificial Intelligence · Computer Science 2025-08-08 Majid Mohammadi

Computing diverse sets of high quality solutions for a given optimization problem has become an important topic in recent years. In this paper, we introduce a coevolutionary Pareto Diversity Optimization approach which builds on the success…

Neural and Evolutionary Computing · Computer Science 2022-04-13 Aneta Neumann , Denis Antipov , Frank Neumann

We propose a novel numerical approach to compute the Pareto front in multivariate polynomial multi-objective optimization problems. When the objective functions and (equality) constraints are multivariate polynomials, the Pareto front,…

Optimization and Control · Mathematics 2026-04-06 Hans van Rooij , Christof Vermeersch , Marie Deferme , Bart De Moor

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling 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 · Computer Science 2024-07-08 Francesco Di Fiore , Laura Mainini

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.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

In prediction-based decision-making systems, different perspectives can be at odds: The short-term business goals of the decision makers are often in conflict with the decision subjects' wish to be treated fairly. Balancing these two…

Computers and Society · Computer Science 2023-05-03 Corinna Hertweck , Joachim Baumann , Michele Loi , Eleonora Viganò , Christoph Heitz

We introduce a multiple criteria Bayesian preference learning framework incorporating behavioral cues for decision aiding. The framework integrates pairwise comparisons, response time, and attention duration to deepen insights into…

Applications · Statistics 2025-04-22 Jiaxuan Jiang , Jiapeng Liu , Miłosz Kadziński , Xiuwu Liao , Jingyu Dong