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When to elicit preferences in multi-objective Bayesian optimization
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Ungredda, Juan and Branke, Juergen (2023) When to elicit preferences in multi-objective Bayesian optimization. In: GECCO '23 Companion: Proceedings of the Companion Conference on Genetic and Evolutionary Computation, Lisbon, Portugal, 15-19 Jul 2023 . Published in: Proceedings of the Companion Conference on Genetic and Evolutionary Computation pp. 1997-2003. ISBN 9798400701207. doi:10.1145/3583133.3596342
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Official URL: https://doi.org/10.1145/3583133.3596342
Abstract
We consider the case of interactive multi-objective Bayesian optimization where decision maker (DM) preferences can be elicited by asking the DM to select the more preferred among pairs of observations. Assuming that there is a cost to evaluating a solution as well as to eliciting preferences, and given a total budget, we propose an acquisition function that, in each iteration, decides whether to evaluate another solution or to query the DM. Thus, the approach automatically chooses how often and when to interact with the DM. It furthermore decides which pair of observations is likely to be most informative when shown to the DM. We show empirically that the proposed criterion is not only able to pick suitable pairs of observations, but also automatically results in a sensible balance between optimization and querying the DM.
Item Type: | Conference Item (Paper) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Social Sciences > Warwick Business School > Operational Research & Management Sciences Faculty of Social Sciences > Warwick Business School |
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SWORD Depositor: | Library Publications Router | ||||
Library of Congress Subject Headings (LCSH): | Bayesian statistical decision theory -- Data processing, Decision making -- Data processing, Machine learning, Gaussian processes -- Data processing | ||||
Journal or Publication Title: | Proceedings of the Companion Conference on Genetic and Evolutionary Computation | ||||
Publisher: | ACM | ||||
ISBN: | 9798400701207 | ||||
Official Date: | 24 July 2023 | ||||
Dates: |
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Page Range: | pp. 1997-2003 | ||||
DOI: | 10.1145/3583133.3596342 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 14 December 2023 | ||||
Date of first compliant Open Access: | 15 December 2023 | ||||
Conference Paper Type: | Paper | ||||
Title of Event: | GECCO '23 Companion: Proceedings of the Companion Conference on Genetic and Evolutionary Computation | ||||
Type of Event: | Conference | ||||
Location of Event: | Lisbon, Portugal | ||||
Date(s) of Event: | 15-19 Jul 2023 |
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