arXiv AI

High-dimensional Multi-objective Bayesian Optimization with Learned Variable Interactions

arXiv:2608. 11713v1 Announce Type: cross Abstract: Multi-objective Bayesian optimization (MOBO) is effective in identifying the Pareto fronts for expensive black-box problems.

arXiv Machine Learning
Aug 5

Exploiting Separability in Multi-Scale Grey-Box Bayesian Optimization

arXiv:2608. 03045v1 Announce Type: new Abstract: We consider grey-box optimization problems where the decision variables naturally partition into black-box variables (as arguments to an expensive black-box function) and white-box variables, governed by a set of explicit, closed-form equations that also depend on the output of the black-box function.

By Joshua E. Hammond, Tyler A. Soderstrom, Brian A. Korgel, Michael Baldea
arXiv Machine Learning
Sep 25

MF-SCBO : Multi-fidelity Scalable Constrained Bayesian Optimization

MF-SCBO is a new multi‑fidelity extension of Scalable Constrained Bayesian Optimization designed for high‑dimensional black‑box functions with black‑box constraints. It handles an arbitrary number of fidelity levels and non‑nested sampling, addressing gaps in existing methods. Experiments on standard benchmarks and challenging problems show that MF‑SCBO generally converges faster than both single‑fidelity SCBO and other multi‑fidelity approaches in high‑dimensional constrained settings.

By Lucas Palazzolo, Micka\"el Binois, La\"etitia Giraldi
arXiv Machine Learning
Sep 18

Expected Hypervolume Maximization for Multiobjective Optimization under Uncertainties

The paper proposes a Bayesian decision framework for multiobjective optimization under uncertainty, focusing on maximizing the expected hypervolume over a finite set of input points. It demonstrates that gradient‑based stochastic optimization can be applied, especially when dominated points are handled carefully, and suggests using Gaussian Processes as differentiable surrogate models when direct gradients are unavailable. Additionally, the authors introduce active learning strategies via acquisition functions to build surrogate models tailored to the multiobjective problem and evaluate these strategies on simple analytical benchmarks.

By Victor Trappler (Mines Saint-\'Etienne MSE, LIMOS, FAYOL-ENSMSE, FAYOL-ENSMSE)