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Pareto Frontier Learning with Expensive Correlated Objectives

ICML 2016 · Probabilistic and scientific modeling › Bayesian optimization · approach: Multi-objective Bayesian optimization · 32 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
model correlations between objectives (CEIPV with correlated GP) instead of independent GPsmulti-objective Bayesian optimization (EIPV acquisition) · synthetic and real multi-objective benchmarksPareto hypervolumeHelped
increase correlation strength between objectives (higher |rho|)CEIPV vs. other methods on synthetic SLF problems · synthetic SLF, rho in {-0.5,0,0.25,0.75}Pareto hypervolume gain of CEIPV over othersHelped
correlated GP model (CEIPV) at zero correlationCEIPV vs IEIPV · synthetic SLF, rho=0Pareto hypervolumeNo clear effect
NSGA-II instead of EIPV-based Bayesian optimizationmulti-objective benchmarks · oka2, vlmop3, dtlz1a, boston, rocket, llvmPareto hypervolumeHurt
independent GP objectives (IEIPV) on LLVM taskIEIPV · llvmPareto hypervolumeHurt

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