Related papers: Amortized Multi-Objective Optimization Across Task…
To solve real-world expensive constrained multi-objective optimization problems (ECMOPs), surrogate/approximation models are commonly incorporated in evolutionary algorithms to pre-select promising candidate solutions for evaluation.…
Expensive multi-objective optimization is a prevalent and crucial concern in many real-world scenarios, where sample-efficiency is vital due to the limited evaluations to recover the true Pareto front for decision making. Existing works…
This paper studies an entropy-based multi-objective Bayesian optimization (MBO). The entropy search is successful approach to Bayesian optimization. However, for MBO, existing entropy-based methods ignore trade-off among objectives or…
Inverse problems occur in a variety of parameter identification tasks in engineering. Such problems are challenging in practice, as they require repeated evaluation of computationally expensive forward models. We introduce a unifying…
The notion of expense in Bayesian optimisation generally refers to the uniformly expensive cost of function evaluations over the whole search space. However, in some scenarios, the cost of evaluation for black-box objective functions is…
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…
Particle accelerators require constant tuning during operation to meet beam quality, total charge and particle energy requirements for use in a wide variety of physics, chemistry and biology experiments. Maximizing the performance of an…
Bilevel optimization problems comprise an upper level optimization task that contains a lower level optimization task as a constraint. While there is a significant and growing literature devoted to solving bilevel problems with single…
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…
Numerous real-world applications of uncertain multiobjective optimization problems (UMOPs) can be found in science, engineering, business, and management. To handle the solution of uncertain optimization problems, robust optimization is a…
Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…
In multi-task learning, multiple tasks are solved jointly, sharing inductive bias between them. Multi-task learning is inherently a multi-objective problem because different tasks may conflict, necessitating a trade-off. A common compromise…
In multi-objective optimization problems, there might exist hidden objectives that are important to the decision-maker but are not being optimized. On the other hand, there might also exist irrelevant objectives that are being optimized but…
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…
Optimizing a set of functions simultaneously by leveraging their similarity is called multi-task optimization. Current black-box multi-task algorithms only solve a finite set of tasks, even when the tasks originate from a continuous space.…
\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-validation is often computationally prohibitive at scale, while…
Deep learning models form one of the most powerful machine learning models for the extraction of important features. Most of the designs of deep neural models, i.e., the initialization of parameters, are still manually tuned. Hence,…
Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…
Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…
Multi-task learning solves multiple correlated tasks. However, conflicts may exist between them. In such circumstances, a single solution can rarely optimize all the tasks, leading to performance trade-offs. To arrive at a set of optimized…