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Uncertainty-Aware Search Framework for Multi-Objective Bayesian Optimization

AAAI 2020 · Probabilistic and scientific modeling › Bayesian optimization · approach: Multi-objective Bayesian optimization · 72 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
USeMO vs PESMOmulti-objective BO · PRDZPS-6,6acquisition optimization time (s): 110.4 -> 13.9Helped
USeMO vs SMSegomulti-objective BO · DTLZ1acquisition optimization time (s): 215 -> 9Helped
USeMO vs ParEGOmulti-objective BO · ARS-3,5acquisition optimization time (s): 6.7 -> 7.0No clear effect
USeMO vs baselines (PESMO, ParEGO, SMSego, EHI, SUR)multi-objective BO · synthetic and 6 real-world benchmarkshypervolume difference / R2Helped
select by uncertainty maximization instead of random from cheap Pareto set (ablation)USeMO · synthetic benchmarkshypervolume differenceHelped
increase NSGA-II function calls from 1,000 to 20,000USeMO cheap MO solver · benchmarksperformanceNo clear effect
use different acquisition functions (TS vs EI)USeMO · benchmarksconvergenceNo clear effect
ParEGO random scalarization vs USeMOmulti-objective BO · benchmarkshypervolume differenceMixed

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