2 papers
math.OC2021
A game theoretic perspective on Bayesian multi-objective optimization
Mickael Binois, Abderrahmane Habbal, Victor Picheny
This chapter addresses the question of how to efficiently solve many-objective optimization problems in a computationally demanding black-box simulation context. We shall motivate…
math.OC2019
The Kalai-Smorodinski solution for many-objective Bayesian optimization
Mickaël Binois, Victor Picheny, Patrick Taillandier +1
An ongoing aim of research in multiobjective Bayesian optimization is to extend its applicability to a large number of objectives. While coping with a limited budget of evaluations…