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Max-value Entropy Search for Multi-Objective Bayesian Optimization

NeurIPS 2019 · 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
replace input-space entropy (PESMO) with output-space entropy (MESMO) acquisition, 1 samplemulti-objective BO · Acquisition optimization time, PRDZPS-6,6seconds: 110.4 -> 4.56Helped
replace PESMO with MESMO, 100 samplesmulti-objective BO · Acquisition optimization time, BC-2,2seconds: 1128.3 -> 242.434Helped
replace SMSego with MESMO-1multi-objective BO · Acquisition optimization time, PRDZPS-6,6seconds: 300.43 -> 4.56Helped
increase number of Monte-Carlo samples from 1 to 100 in MESMO (ablation)MESMO · Acquisition optimization time, PRDZPS-6,6seconds: 4.56 -> 377.53Hurt
increase Monte-Carlo samples from 1 to 100 in MESMO (ablation)MESMO · Pareto hypervolume difference and R2 (figures)convergence rateNo clear effect
increase Monte-Carlo samples from 1 to 100 in PESMOPESMO · Pareto hypervolume difference and R2 (figures)convergence rateHelped
replace PESMO, ParEGO, SMSego, EHI, SUR with MESMOmulti-objective BO · synthetic and real-world benchmarks (figures)Pareto hypervolume difference, R2Helped

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