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cs.AI2022★ 1 cited
A Parallel Technique for Multi-objective Bayesian Global Optimization: Using a Batch Selection of Probability of Improvement
Kaifeng Yang, Guozhi Dong, Michael Affenzeller
Bayesian global optimization (BGO) is an efficient surrogate-assisted technique for problems involving expensive evaluations. A parallel technique can be used to parallelly evaluat…
cs.LG2022★ 2 cited
Probability Distribution of Hypervolume Improvement in Bi-objective Bayesian Optimization
Hao Wang, Kaifeng Yang, Michael Affenzeller
Hypervolume improvement (HVI) is commonly employed in multi-objective Bayesian optimization algorithms to define acquisition functions due to its Pareto-compliant property. Rather…