• Corpus ID: 214743051

Parallel Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints

@article{GarridoMerchan2020ParallelPE,
  title={Parallel Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints},
  author={Eduardo C. Garrido-Merch'an and Daniel Hern'andez-Lobato},
  journal={ArXiv},
  year={2020},
  volume={abs/2004.00601}
}
Real-world problems often involve the optimization of several objectives under multiple constraints. Furthermore, we may not have an expression for each objective or constraint; they may be expensive to evaluate; and the evaluations can be noisy. These functions are referred to as black-boxes. Bayesian optimization (BO) can efficiently solve the problems described. For this, BO iteratively fits a model to the observations of each black-box. The models are then used to choose where to evaluate… 
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