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Joint Entropy Search for Multi-Objective Bayesian Optimization

NeurIPS 2022 · Probabilistic and scientific modeling › Bayesian optimization · approach: Multi-objective Bayesian optimization · 13 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use JES to select evaluation pointsMulti-objective Bayesian optimization · Four synthetic and real-world benchmarksHV discrepancyHelped
Use JES to select evaluation pointsMulti-objective Bayesian optimization · Four synthetic and real-world benchmarksweighted HV discrepancyHelped
Use different conditional entropy estimates (JES-MC, JES-LB, or JES-LB2) (ablation)JES · Benchmarks in the conditional-entropy comparisonHV discrepancyNo clear effect
Use the lower-bound entropy estimate instead of a more expensive entropy approximation (ablation)JES · Benchmarks in the conditional-entropy comparisonwall timeHelped
Restrict recommendations to previously sampled locations (ablation)Information-theoretic acquisition methods · Querying high-performing pointsHV discrepancyMixed
Use an epsilon-greedy strategy that occasionally selects a posterior-mean-greedy pointInformation-theoretic acquisition methods · Querying high-performing pointsquality of sampled pointsHelped
Use a crude single-box approximation of the dominated region (ablation)MESMO / PFES · Multi-objective optimizationHV discrepancyHurt
Evaluate performance with generalized hypervolume across different objective-space regionsMulti-objective Bayesian optimization algorithms · ZDT2 and a bi-objective examplelocal Pareto-front assessmentHelped

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