Targeting Well-Balanced Solutions in Multi-Objective Bayesian Optimization under a Restricted Budget - Archive ouverte HAL
Communication Dans Un Congrès Année : 2019

Targeting Well-Balanced Solutions in Multi-Objective Bayesian Optimization under a Restricted Budget

Résumé

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 the entire set. As an end-user would typically prefer solutions with equilibrated trade-offs between the objectives , we define a Pareto front center. We then modify the Bayesian multi-objective optimization algorithm which uses Gaussian Processes to maximize the expected hypervolume improvement, to restrict the search to the Pareto front center. The cumulated effects of the Gaussian Processes and the center targeting strategy lead to a particularly efficient convergence to a critical part of the Pareto set.
Fichier principal
Vignette du fichier
Targeting Well-Balanced Solutions under a Restricted Budget.pdf (357.43 Ko) Télécharger le fichier
Presentation.pdf (1.62 Mo) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01883336 , version 1 (28-09-2018)

Identifiants

Citer

David Gaudrie, Rodolphe Le Riche, Victor Picheny, Benoît Enaux, Vincent Herbert. Targeting Well-Balanced Solutions in Multi-Objective Bayesian Optimization under a Restricted Budget. 12th International Conference on Learning and Intelligent Optimization, Jun 2018, Kalamata, Greece. pp 175-179, ⟨10.1007/978-3-030-05348-2_15⟩. ⟨hal-01883336⟩
158 Consultations
146 Téléchargements

Altmetric

Partager

More