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Hypervolume Knowledge Gradient: A Lookahead Approach for Multi-Objective Bayesian Optimization with Partial Information

ICML 2023 · Probabilistic and scientific modeling › Bayesian optimization · approach: Multi-objective Bayesian optimization

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use MF-HV-KG (multi-fidelity HV-KG) instead of MOMF and other non-MF baselinesmulti-fidelity MOBO problems · Park, MF Branin Currin, Ranking Policy Optimization, Plasma Laser Accelerationlog hypervolume regretHelped
Use decoupled HV-KG instead of decoupled PFES, JES-LB2, and decoupled Sobol (competitive decoupling)decoupled MOBO problems with competitive decoupling · ZDT2, DTLZ2, Vehicle Design, NAS (CD)log hypervolume regretMixed
Use decoupled HV-KG instead of baselines (non-competitive decoupling)decoupled MOBO problems with non-competitive decoupling · ZDT2, DTLZ2, Vehicle Design, NAS (NCD)log hypervolume regretHelped
Replace nested stochastic optimization with sample average approximation (deterministic one-shot optimization) for HV-KG (ablation)HV-KG acquisition optimization · acquisition optimization wall time and acquisition valueacquisition value and wall timeHelped
Random (quasi-random) decoupled asynchronous candidate generation vs standard qNEHVI BO on NASdecoupled asynchronous evaluation · NASlog regretHelped
Exploit decoupled evaluations with HV-KG versus entropy-based decoupled methods (PFES, JES)decoupled MOBO · standard decoupled benchmarkssensitivity to cost functionHelped

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