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Programmatic hyperparameter optimization (HPO) methods, such as Bayesian optimization and evolutionary algorithms, are highly sample-efficient in identifying optimal hyperparameter configurations for machine learning (ML) models. However,…

Multi-objective optimization is key to solving many Engineering Design problems, where design parameters are optimized for several performance indicators. However, optimization results are highly dependent on how the designs are…

Machine Learning · Computer Science 2021-09-29 Wei Chen , Faez Ahmed

In this paper, we propose a variable metric method for unconstrained multiobjective optimization problems (MOPs). First, a sequence of points is generated using different positive definite matrices in the generic framework. It is proved…

Optimization and Control · Mathematics 2022-07-18 Jian Chen , Gaoxi Li , Xinmin Yang

Pareto set learning (PSL) is an emerging approach for acquiring the complete Pareto set of a multi-objective optimization problem. Existing methods primarily rely on the mapping of preference vectors in the objective space to Pareto optimal…

Machine Learning · Computer Science 2024-08-13 Rongguang Ye , Longcan Chen , Wei-Bin Kou , Jinyuan Zhang , Hisao Ishibuchi

We propose a new Pareto Local Search Algorithm for the many-objective combinatorial optimization. Pareto Local Search proved to be a very effective tool in the case of the bi-objective combinatorial optimization and it was used in a number…

Data Structures and Algorithms · Computer Science 2017-12-15 Andrzej Jaszkiewicz

It is desirable in many multi-objective machine learning applications, such as multi-task learning with conflicting objectives and multi-objective reinforcement learning, to find a Pareto solution that can match a given preference of a…

Machine Learning · Computer Science 2024-02-19 Xiaoyuan Zhang , Xi Lin , 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

This work presents PESMOC, Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based strategy for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the…

Machine Learning · Statistics 2021-04-15 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Many real-world optimization problems can be stated in terms of submodular functions. Furthermore, these real-world problems often involve uncertainties which may lead to the violation of given constraints. A lot of evolutionary…

Neural and Evolutionary Computing · Computer Science 2024-11-04 Aneta Neumann , Frank Neumann

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…

Machine Learning · Computer Science 2023-11-03 Yiheng Zhu , Jialu Wu , Chaowen Hu , Jiahuan Yan , Chang-Yu Hsieh , Tingjun Hou , Jian Wu

Pareto optimization via evolutionary multi-objective algorithms has been shown to efficiently solve constrained monotone submodular functions. Traditionally when solving multiple problems, the algorithm is run for each problem separately.…

Neural and Evolutionary Computing · Computer Science 2026-04-17 Liam Wigney , Frank Neumann

Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…

Machine Learning · Computer Science 2025-02-14 Kazuki Ishikawa , Ryota Ozaki , Yohei Kanzaki , Ichiro Takeuchi , Masayuki Karasuyama

The discovery of therapeutic molecules is fundamentally a multi-objective optimization problem. One formulation of the problem is to identify molecules that simultaneously exhibit strong binding affinity for a target protein, minimal…

Quantitative Methods · Quantitative Biology 2023-10-17 Jenna C. Fromer , David E. Graff , Connor W. Coley

The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…

Machine Learning · Computer Science 2024-08-09 Spyros Angelopoulos , Christoph Dürr , Alex Elenter , Yanni Lefki

Pseudo-Boolean Optimization (PBO) provides a powerful framework for modeling combinatorial problems through pseudo-Boolean (PB) constraints. Local search solvers have shown excellent performance in PBO solving, and their efficiency is…

Artificial Intelligence · Computer Science 2025-09-05 Jinyuan Li , Yi Chu , Yiwen Sun , Mengchuan Zou , Shaowei Cai

Particle swarm optimization (PSO) method cannot be directly used in the problem of hyper-parameter estimation since the mathematical formulation of the mapping from hyper-parameters to loss function or generalization accuracy is unclear.…

Machine Learning · Computer Science 2020-12-15 Yaru Li , Yulai Zhang

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

While Retrieval Augmented Generation (RAG) has emerged as a popular technique for improving Large Language Model (LLM) systems, it introduces a large number of choices, parameters and hyperparameters that must be made or tuned. This…

Machine Learning · Computer Science 2025-05-09 Matthew Barker , Andrew Bell , Evan Thomas , James Carr , Thomas Andrews , Umang Bhatt

Beam parameter optimization in accelerators involves multiple, sometimes competing objectives. Condensing these individual objectives into a single figure of merit unavoidably results in a bias towards particular outcomes, in absence of…

Accelerator Physics · Physics 2022-12-26 Faran Irshad , Stefan Karsch , Andreas Döpp

In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…

Optimization and Control · Mathematics 2023-08-07 Abhishek Roy , Geelon So , Yi-An Ma