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Research map / Probabilistic and scientific modeling / Bayesian optimization

Differentiable Expected Hypervolume Improvement for Parallel Multi-Objective Bayesian Optimization

NeurIPS 2020 · Probabilistic and scientific modeling › Bayesian optimization · approach: Multi-objective Bayesian optimization · 121 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
qEHVI with exact autodiff gradients vs PESMOmulti-objective BO · BraninCurrin (CPU, q=1)wall time: 249.16 -> 3.63Helped
qEHVI vs all baselinesmulti-objective BO · BraninCurrin, C2-DTLZ2, VehicleSafety, ABRlog hypervolume differenceHelped
use exact gradients instead of finite differences or CMA-ES for acquisition optimization (ablation)EHVI/qEHVI · DTLZ2acquisition optimization timeHelped
sequential greedy with integration over pending points instead of posterior mean or joint optimization (ablation)qEHVI · DTLZ2hypervolumeHelped
increase batch size qqEHVI · ABRsample complexity per evaluationNo clear effect
TS-TCH instead of qEHVImulti-objective BO · all benchmarkswall time vs optimization performanceMixed

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