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 …

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 …

Data-driven evolutionary optimization: An overview and case studies

Y **, H Wang, T Chugh, D Guo… - IEEE Transactions on …, 2018 - ieeexplore.ieee.org
Most evolutionary optimization algorithms assume that the evaluation of the objective and
constraint functions is straightforward. In solving many real-world optimization problems …

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 …

Parallel bayesian optimization of multiple noisy objectives with expected hypervolume improvement

S Daulton, M Balandat… - Advances in Neural …, 2021 - proceedings.neurips.cc
Optimizing multiple competing black-box objectives is a challenging problem in many fields,
including science, engineering, and machine learning. Multi-objective Bayesian optimization …

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 …

Multi-objective bayesian optimization over high-dimensional search spaces

S Daulton, D Eriksson, M Balandat… - Uncertainty in Artificial …, 2022 - proceedings.mlr.press
Many real world scientific and industrial applications require optimizing multiple competing
black-box objectives. When the objectives are expensive-to-evaluate, multi-objective …

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 …

Pareto set learning for expensive multi-objective optimization

X Lin, Z Yang, X Zhang… - Advances in neural …, 2022 - proceedings.neurips.cc
Expensive multi-objective optimization problems can be found in many real-world
applications, where their objective function evaluations involve expensive computations or …