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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

This paper addresses the problem of constrained multi-objective optimization over black-box objective functions with practitioner-specified preferences over the objectives when a large fraction of the input space is infeasible (i.e.,…

Machine Learning · Computer Science 2023-03-24 Alaleh Ahmadianshalchi , Syrine Belakaria , Janardhan Rao Doppa

The goal of multi-objective optimization is to understand optimal trade-offs between competing objective functions by finding the Pareto front, i.e., the set of all Pareto optimal solutions, where no objective can be improved without…

Multi-objective optimization (MOO) is a prevalent challenge for Deep Learning, however, there exists no scalable MOO solution for truly deep neural networks. Prior work either demand optimizing a new network for every point on the Pareto…

Machine Learning · Computer Science 2021-10-15 Michael Ruchte , Josif Grabocka

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…

Machine Learning · Computer Science 2026-02-03 Yiming Yao , Fei Liu , Liang Zhao , Xi Lin , Yilu Liu , Qingfu Zhang

Optimization of conflicting functions is of paramount importance in decision making, and real world applications frequently involve data that is uncertain or unknown, resulting in multi-objective optimization (MOO) problems of stochastic…

Numerical Analysis · Mathematics 2021-02-08 Suyun Liu , Luis Nunes Vicente

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

Multi-task learning (MTL), which aims to improve performance by learning multiple tasks simultaneously, inherently presents an optimization challenge due to multiple objectives. Hence, multi-objective optimization (MOO) approaches have been…

Artificial Intelligence · Computer Science 2021-10-08 Simyung Chang , KiYoon Yoo , Jiho Jang , Nojun Kwak

Pareto front profiling in multi-objective optimization (MOO), i.e., finding a diverse set of Pareto optimal solutions, is challenging, especially with expensive objectives that require training a neural network. Typically, in MOO for neural…

Machine Learning · Computer Science 2025-02-06 Rhea Sanjay Sukthanker , Arber Zela , Benedikt Staffler , Samuel Dooley , Josif Grabocka , Frank Hutter

Optimizing multiple competing black-box objectives is a challenging problem in many fields, including science, engineering, and machine learning. Multi-objective Bayesian optimization (MOBO) is a sample-efficient approach for identifying…

Machine Learning · Computer Science 2021-10-28 Samuel Daulton , Maximilian Balandat , Eytan Bakshy

Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…

Machine Learning · Statistics 2019-05-08 Takashi Wada , Hideitsu Hino

Bayesian global optimization (BGO) is an efficient surrogate-assisted technique for problems involving expensive evaluations. A parallel technique can be used to parallelly evaluate the true-expensive objective functions in one iteration to…

Artificial Intelligence · Computer Science 2022-08-09 Kaifeng Yang , Guozhi Dong , Michael Affenzeller

We present an algorithm for multi-objective optimization of computationally expensive problems. The proposed algorithm is based on solving a set of surrogate problems defined by models of the real one, so that only solutions estimated to be…

Neural and Evolutionary Computing · Computer Science 2021-04-20 Santiago Cuervo , Miguel Melgarejo , Angie Blanco-Cañon , Laura Reyes-Fajardo , Sergio Rojas-Galeano

Many real-world applications require solving families of expensive multi-objective optimization problems~(EMOPs) under varying operational conditions. This can be formulated as parametric expensive multi-objective optimization problems…

Machine Learning · Computer Science 2026-05-11 Tingyang Wei , Jiao Liu , Abhishek Gupta , Chin Chun Ooi , Puay Siew Tan , Yew-Soon Ong

In single-objective optimization, it is well known that evolutionary algorithms also without further adjustments can tolerate a certain amount of noise in the evaluation of the objective function. In contrast, this question is not at all…

Neural and Evolutionary Computing · Computer Science 2023-08-25 Matthieu Dinot , Benjamin Doerr , Ulysse Hennebelle , Sebastian Will

We consider the problem of multi-objective (MO) blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions while minimizing the number of function evaluations. For example,…

Machine Learning · Computer Science 2022-04-13 Syrine Belakaria , Aryan Deshwal , Nitthilan Kannappan Jayakodi , Janardhan Rao Doppa

We study the novel problem of blackbox optimization of multiple objectives via multi-fidelity function evaluations that vary in the amount of resources consumed and their accuracy. The overall goal is to approximate the true Pareto set of…

Artificial Intelligence · Computer Science 2020-11-04 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

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

We present GP-MOBO, a novel multi-objective Bayesian Optimization algorithm that advances the state-of-the-art in molecular optimization. Our approach integrates a fast minimal package for Exact Gaussian Processes (GPs) capable of…

Machine Learning · Computer Science 2025-08-21 Anabel Yong

Structural bias (SB) refers to systematic preferences of an optimisation algorithm for particular regions of the search space that arise independently of the objective function. While SB has been studied extensively in single-objective…

Neural and Evolutionary Computing · Computer Science 2026-02-09 Jakub Kudela , Niki van Stein , Thomas Bäck , Anna V. Kononova