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Ungredda, Juan, Branke, Juergen, Marchi, Mariapia and Montrone, Teresa (2022) Single interaction multi-objective Bayesian optimization. In: 17th International Conference, PPSN 2022, Dortmund, Germany, 10-14 Sep 2022. Published in: Parallel Problem Solving from Nature – PPSN XVII, 13398 pp. 132-145. ISBN 9783031147135. doi:10.1007/978-3-031-14714-2_10 ISSN 0302-9743.
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WRAP-single-interaction-multi-objective-bayesian-optimization-Branke-2022.pdf - Accepted Version - Requires a PDF viewer. Download (2029Kb) | Preview |
Official URL: https://doi.org/10.1007/978-3-031-14714-2_10
Abstract
When the decision maker (DM) has unknown preferences, the standard approach to a multi-objective problem is to generate an approximation of the Pareto front and let the DM choose from the non-dominated designs. However, if the evaluation budget is very limited, the true best solution according to the DM’s preferences is unlikely to be among the small set of non-dominated solutions found. We address this issue with a multi-objective Bayesian optimization algorithm and allowing the DM to select solutions from a predicted Pareto front, instead of the final population. This allows the algorithm to understand the DM’s preferences and make a final attempt to identify a more preferred solution that will then be returned without further interaction. We show empirically that significantly better solutions can be found in terms of true DM’s utility than if the DM would pick a solution at the end.
| Item Type: | Conference Item (Paper) | |||||||||
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| Subjects: | Q Science > QA Mathematics | |||||||||
| Divisions: | Faculty of Social Sciences > Warwick Business School | |||||||||
| Library of Congress Subject Headings (LCSH): | Bayesian statistical decision theory -- Data processing, Decision making, Gaussian processes -- Data processing, Machine learning, Artificial intelligence | |||||||||
| Series Name: | Lecture Notes in Computer Science | |||||||||
| Journal or Publication Title: | Parallel Problem Solving from Nature – PPSN XVII | |||||||||
| Publisher: | Springer | |||||||||
| ISBN: | 9783031147135 | |||||||||
| ISSN: | 0302-9743 | |||||||||
| Book Title: | Parallel Problem Solving from Nature – PPSN XVII | |||||||||
| Official Date: | 14 August 2022 | |||||||||
| Dates: |
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| Volume: | 13398 | |||||||||
| Page Range: | pp. 132-145 | |||||||||
| DOI: | 10.1007/978-3-031-14714-2_10 | |||||||||
| Status: | Not Peer Reviewed | |||||||||
| Publication Status: | Published | |||||||||
| Reuse Statement (publisher, data, author rights): | This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: https://doi.org/10.1007/978-3-031-14714-2_10 | |||||||||
| Access rights to Published version: | Restricted or Subscription Access | |||||||||
| Date of first compliant deposit: | 15 September 2022 | |||||||||
| Date of first compliant Open Access: | 14 August 2023 | |||||||||
| RIOXX Funder/Project Grant: |
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| Conference Paper Type: | Paper | |||||||||
| Title of Event: | 17th International Conference, PPSN 2022 | |||||||||
| Type of Event: | Conference | |||||||||
| Location of Event: | Dortmund, Germany | |||||||||
| Date(s) of Event: | 10-14 Sep 2022 |
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