Title
Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints
Abstract
•Predictive entropy search is applied to the constrained multi-objective scenario.•The technique reduces the entropy of the Pareto set in the feasible space.•The acquisition function is approximated using expectation propagation.•Empirical results show that the proposed technique outperforms other methods.•The proposed technique allows for decoupled evaluation scenarios.
Year
DOI
Venue
2019
10.1016/j.neucom.2019.06.025
Neurocomputing
Keywords
Field
DocType
Bayesian Optimization,Constrained Multi-Objective Scenario,Information theory
Stochastic optimization,Mathematical optimization,Global optimization,Vector optimization,Test functions for optimization,Bayesian optimization,Multi-objective optimization,Artificial intelligence,Random optimization,Machine learning,Mathematics,Metaheuristic
Journal
Volume
ISSN
Citations 
361
0925-2312
3
PageRank 
References 
Authors
0.42
0
2
Name
Order
Citations
PageRank
E. Garrido1102.27
Daniel Hernández-Lobato244026.10