3

Information-Theoretic Multi-Objective Bayesian Optimization with Continuous Approximations

Many real-world applications involve black-box optimization of multiple objectives using continuous function approximations that trade-off accuracy and resource cost of evaluation. For example, in rocket launching research, we need to find designs …

Max-value Entropy Search for Multi-Objective Bayesian Optimization with Constraints

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 of …

Scalable Combinatorial Bayesian Optimization with Tractable Statistical models

We study the problem of optimizing expensive blackbox functions over combinatorial spaces (eg, sets, sequences, trees, and graphs). BOCS (Baptista and Poloczek, 2018) is a state-of-the-art Bayesian optimization method for tractable statistical …