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Many-objective optimisation, a subset of multi-objective optimisation, involves optimisation problems with more than three objectives. As the number of objectives increases, the number of solutions needed to adequately represent the entire…

Artificial Intelligence · Computer Science 2026-04-13 Chao Jiang , Jingyu Huang , Miqing Li

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…

Machine Learning · Computer Science 2020-02-12 Shinya Suzuki , Shion Takeno , Tomoyuki Tamura , Kazuki Shitara , Masayuki Karasuyama

Bayesian Optimization (BO) is a popular approach to optimizing expensive-to-evaluate black-box functions. Despite the success of BO, its performance may decrease exponentially as the dimensionality increases. A common framework to tackle…

Machine Learning · Computer Science 2024-12-24 Quoc-Anh Hoang Nguyen , The Hung Tran

Bayesian optimization (BO) offers an efficient pipeline for optimizing black-box functions with the help of a Gaussian process prior and an acquisition function (AF). Recently, in the context of single-objective BO, learning-based AFs…

Machine Learning · Computer Science 2025-05-30 Yu-Heng Hung , Kai-Jie Lin , Yu-Heng Lin , Chien-Yi Wang , Cheng Sun , Ping-Chun Hsieh

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

Bayesian optimization (BO) is an efficient and flexible global optimization framework that is applicable to a very wide range of engineering applications. To leverage the capability of the classical BO, many extensions, including…

Machine Learning · Statistics 2021-09-01 Anh Tran , Mike Eldred , Scott McCann , Yan Wang

In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…

Machine Learning · Statistics 2025-02-21 Shriya Bhatija , Paul-David Zuercher , Jakob Thumm , Thomas Bohné

One of the consequences of network densification is more frequent handovers (HO). HO failures have a direct impact on the quality of service and are undesirable, especially in scenarios with strict latency, reliability, and robustness…

Networking and Internet Architecture · Computer Science 2023-01-26 Eloise de Carvalho Rodrigues , Alvaro Valcarce Rial , Giovanni Geraci

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

We consider the problem of constrained multi-objective blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions satisfying a set of constraints while minimizing the number…

Machine Learning · Computer Science 2020-11-24 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

Classical evolutionary approaches for multiobjective optimization are quite accurate but incur a lot of queries to the objectives; this can be prohibitive when objectives are expensive oracles. A sample-efficient approach to solving…

Optimization and Control · Mathematics 2025-02-18 Ashwin Renganathan , Kade E. Carlson

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and…

Machine Learning · Computer Science 2023-03-06 Sulin Liu , Qing Feng , David Eriksson , Benjamin Letham , Eytan Bakshy

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

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

Multi-objective Bayesian optimization has been widely adopted in scientific experiment design, including drug discovery and hyperparameter optimization. In practice, regulatory or safety concerns often impose additional thresholds on…

Machine Learning · Computer Science 2025-04-22 Diantong Li , Fengxue Zhang , Chong Liu , Yuxin Chen

Many scientific and industrial applications require the joint optimization of multiple, potentially competing objectives. Multi-objective Bayesian optimization (MOBO) is a sample-efficient framework for identifying Pareto-optimal solutions.…

Machine Learning · Computer Science 2024-06-10 Ji Won Park , Nataša Tagasovska , Michael Maser , Stephen Ra , Kyunghyun Cho

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Machine Learning · Computer Science 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. Kim

Optimisation problems often have multiple conflicting objectives that can be computationally and/or financially expensive. Mono-surrogate Bayesian optimisation (BO) is a popular model-based approach for optimising such black-box functions.…

Machine Learning · Computer Science 2022-08-11 George De Ath , Tinkle Chugh , Alma A. M. Rahat

We present MESMOC+, an improved version of Max-value Entropy search for Multi-Objective Bayesian optimization with Constraints (MESMOC). MESMOC+ can be used to solve constrained multi-objective problems when the objectives and the…