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Finding knees in Bayesian multi-objective optimization
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Heidari, Arash, Qing, Jixiang, Rojas Gonzalez, Sebastian, Branke, Jürgen, Dhaene, Tom and Couckuyt, Ivo (2022) Finding knees in Bayesian multi-objective optimization. In: International Conference on Parallel Problem Solving from Nature (PPSN 2022), Dortmund, Germany, 10-14 Sep 2022. Published in: Proceedings of the International Conference on Parallel Problem Solving from Nature (PPSN 2022), 13398 pp. 104-117. ISBN 9783031147135. doi:10.1007/978-3-031-14714-2_8 ISSN 0302-9743.
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Official URL: http://dx.doi.org/10.1007/978-3-031-14714-2_8
Abstract
Multi-objective optimization requires many evaluations to identify a sufficiently dense approximation of the Pareto front. Especially for a higher number of objectives, extracting the Pareto front might not be easy nor cheap. On the other hand, the Decision-Maker is not always interested in the entire Pareto front, and might prefer a solution where there is a desirable trade-off between different objectives. An example of an attractive solution is the knee point of the Pareto front, although the current literature differs on the definition of a knee. In this work, we propose to detect knee solutions in a data-efficient manner (i.e., with a limited number of time-consuming evaluations), according to two definitions of knees. In particular, we propose several novel acquisition functions in the Bayesian Optimization framework for detecting these knees, which allows for scaling to many objectives. The suggested acquisition functions are evaluated on various benchmarks with promising results.
| Item Type: | Conference Item (Paper) | |||||||||
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| Divisions: | Faculty of Social Sciences > Warwick Business School | |||||||||
| Series Name: | Lecture Notes in Computer Science | |||||||||
| Journal or Publication Title: | Proceedings of the International Conference on Parallel Problem Solving from Nature (PPSN 2022) | |||||||||
| Publisher: | Springer | |||||||||
| ISBN: | 9783031147135 | |||||||||
| ISSN: | 0302-9743 | |||||||||
| Book Title: | Parallel Problem Solving from Nature – PPSN XVII | |||||||||
| Official Date: | 14 August 2022 | |||||||||
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| Volume: | 13398 | |||||||||
| Page Range: | pp. 104-117 | |||||||||
| DOI: | 10.1007/978-3-031-14714-2_8 | |||||||||
| Status: | Peer Reviewed | |||||||||
| Publication Status: | Published | |||||||||
| Access rights to Published version: | Restricted or Subscription Access | |||||||||
| Copyright Holders: | © 2022 The Author(s), under exclusive license to Springer Nature Switzerland AG | |||||||||
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| Conference Paper Type: | Paper | |||||||||
| Title of Event: | International Conference on Parallel Problem Solving from Nature (PPSN 2022) | |||||||||
| Type of Event: | Conference | |||||||||
| Location of Event: | Dortmund, Germany | |||||||||
| Date(s) of Event: | 10-14 Sep 2022 | |||||||||
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