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We consider black-box global optimization of time-consuming-to-evaluate functions on behalf of a decision-maker (DM) whose preferences must be learned. Each feasible design is associated with a time-consuming-to-evaluate vector of…

Machine Learning · Statistics 2020-03-05 Raul Astudillo , Peter I. Frazier

We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on…

Machine Learning · Computer Science 2019-11-14 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

We consider Bayesian optimization of expensive-to-evaluate experiments that generate vector-valued outcomes over which a decision-maker (DM) has preferences. These preferences are encoded by a utility function that is not known in closed…

Machine Learning · Computer Science 2022-03-23 Zhiyuan Jerry Lin , Raul Astudillo , Peter I. Frazier , Eytan Bakshy

There are a lot of real-world black-box optimization problems that need to optimize multiple criteria simultaneously. However, in a multi-objective optimization (MOO) problem, identifying the whole Pareto front requires the prohibitive…

Machine Learning · Computer Science 2023-11-23 Ryota Ozaki , Kazuki Ishikawa , Youhei Kanzaki , Shinya Suzuki , Shion Takeno , Ichiro Takeuchi , Masayuki Karasuyama

Multi-objective optimization studies the process of seeking multiple competing desiderata in some operation. Solution techniques highlight marginal tradeoffs associated with weighing one objective over others. In this paper, we consider…

Optimization and Control · Mathematics 2026-01-05 Allahkaram Shafiei , Jakub Marecek

Bayesian optimization (BO) with preference-based feedback has recently garnered significant attention due to its emerging applications. We refer to this problem as Bayesian Optimization from Human Feedback (BOHF), which differs from…

Machine Learning · Computer Science 2025-05-30 Aya Kayal , Sattar Vakili , Laura Toni , Da-shan Shiu , Alberto Bernacchia

We introduce a new incremental preference elicitation procedure able to deal with noisy responses of a Decision Maker (DM). The originality of the contribution is to propose a Bayesian approach for determining a preferred solution in a…

Artificial Intelligence · Computer Science 2020-07-30 Nadjet Bourdache , Patrice Perny , Olivier Spanjaard

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

Training machine learning models inherently involves a resource-intensive and noisy iterative learning procedure that allows epoch-wise monitoring of the model performance. However, the insights gained from the iterative learning procedure…

Machine Learning · Computer Science 2025-05-22 Wenyu Wang , Zheyi Fan , Szu Hui Ng

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…

We present a novel preference learning framework to capture participant preferences efficiently within limited interaction rounds. It involves three main contributions. First, we develop a variational Bayesian approach to infer the…

Machine Learning · Computer Science 2025-03-20 Yan Wang , Jiapeng Liu , Milosz Kadziński , Xiuwu Liao

Real-life combinatorial optimization problems often involve several conflicting objectives, such as price, product quality and sustainability. A computationally-efficient way to tackle multiple objectives is to aggregate them into a…

Artificial Intelligence · Computer Science 2025-08-28 Marianne Defresne , Jayanta Mandi , Tias Guns

We study the problem of preferential Bayesian optimization (BO), where we aim to optimize a black-box function with only preference feedback over a pair of candidate solutions. Inspired by the likelihood ratio idea, we construct a…

Machine Learning · Computer Science 2024-05-30 Wenjie Xu , Wenbin Wang , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

Bayesian optimization offers a sample-efficient framework for navigating the exploration-exploitation trade-off in the vast design space of biological sequences. Whereas it is possible to optimize the various properties of interest jointly…

To improve the predictability of complex computational models in the experimentally-unknown domains, we propose a Bayesian statistical machine learning framework utilizing the Dirichlet distribution that combines results of several…

Methodology · Statistics 2023-11-06 Vojtech Kejzlar , Léo Neufcourt , Witold Nazarewicz

Trajectory planning for automated vehicles commonly employs optimization over a moving horizon - Model Predictive Control - where the cost function critically influences the resulting driving style. However, finding a suitable cost function…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Lukas Theiner , Sebastian Hirt , Alexander Steinke , Rolf Findeisen

In this paper we consider multi-objective reinforcement learning where the objectives are balanced using preferences. In practice, the preferences are often given in an adversarial manner, e.g., customers can be picky in many applications.…

Machine Learning · Computer Science 2021-10-29 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

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

Model merging, which combines multiple models into a single model, has gained popularity in recent years. By efficiently integrating the capabilities of various models, this significantly reduces the parameter count and memory usage.…

Machine Learning · Computer Science 2025-02-11 Weiyu Chen , James Kwok

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh
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