"ParEGO"

Balancing Exploration and Exploitation in Multiobjective Batch Bayesian Optimization

Many applications such as hyper-parameter tunning in Machine Learning can be casted to multiobjective black-box problems and it is challenging to optimize them. Bayesian Optimization (BO) is an effective method to deal with black-box functions. This …

Noisy Multiobjective Black-Box Optimization Using Bayesian Optimization

Expensive black-box problems are usually optimized by Bayesian Optimization (BO) since it can reduce evaluation costs via cheaper surrogates. The most popular model used in Bayesian Optimization is the Gaussian process (GP) whose posterior is based …