Recent advances in Bayesian optimization

X Wang, Y **, S Schmitt, M Olhofer - ACM Computing Surveys, 2023 - dl.acm.org
Bayesian optimization has emerged at the forefront of expensive black-box optimization due
to its data efficiency. Recent years have witnessed a proliferation of studies on the …

Bayesian optimization for adaptive experimental design: A review

S Greenhill, S Rana, S Gupta, P Vellanki… - IEEE …, 2020 - ieeexplore.ieee.org
Bayesian optimisation is a statistical method that efficiently models and optimises expensive
“black-box” functions. This review considers the application of Bayesian optimisation to …

A survey on the hypervolume indicator in evolutionary multiobjective optimization

K Shang, H Ishibuchi, L He… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
Hypervolume is widely used as a performance indicator in the field of evolutionary
multiobjective optimization (EMO). It is used not only for performance evaluation of EMO …

PlatEMO: A MATLAB platform for evolutionary multi-objective optimization [educational forum]

Y Tian, R Cheng, X Zhang, Y ** - IEEE Computational …, 2017 - ieeexplore.ieee.org
Over the last three decades, a large number of evolutionary algorithms have been
developed for solving multi-objective optimization problems. However, there lacks an upto …

A kriging-assisted two-archive evolutionary algorithm for expensive many-objective optimization

Z Song, H Wang, C He, Y ** - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
Only a small number of function evaluations can be afforded in many real-world
multiobjective optimization problems (MOPs) where the function evaluations are …

Differentiable expected hypervolume improvement for parallel multi-objective Bayesian optimization

S Daulton, M Balandat… - Advances in Neural …, 2020 - proceedings.neurips.cc
In many real-world scenarios, decision makers seek to efficiently optimize multiple
competing objectives in a sample-efficient fashion. Multi-objective Bayesian optimization …

Expected improvement for expensive optimization: a review

D Zhan, H **ng - Journal of Global Optimization, 2020 - Springer
The expected improvement (EI) algorithm is a very popular method for expensive
optimization problems. In the past twenty years, the EI criterion has been extended to deal …

A survey of multiobjective evolutionary algorithms based on decomposition

A Trivedi, D Srinivasan, K Sanyal… - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
Decomposition is a well-known strategy in traditional multiobjective optimization. However,
the decomposition strategy was not widely employed in evolutionary multiobjective …

A surrogate-assisted reference vector guided evolutionary algorithm for computationally expensive many-objective optimization

T Chugh, Y **, K Miettinen, J Hakanen… - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
We propose a surrogate-assisted reference vector guided evolutionary algorithm (EA) for
computationally expensive optimization problems with more than three objectives. The …

A classification-based surrogate-assisted evolutionary algorithm for expensive many-objective optimization

L Pan, C He, Y Tian, H Wang… - IEEE Transactions on …, 2018 - ieeexplore.ieee.org
Surrogate-assisted evolutionary algorithms (SAEAs) have been developed mainly for
solving expensive optimization problems where only a small number of real fitness …