Papers › Max-value Entropy Search for Multi-Objective Bayesian Optimization with Constraints

Max-value Entropy Search for Multi-Objective Bayesian Optimization with Constraints

1 Sep 2020arXiv:2009.01721archive 2025-07-28

Syrine Belakaria, Aryan Deshwal, Janardhan Rao Doppa

We consider the problem of constrained multi-objective blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions satisfying a set of constraints while minimizing the number of function evaluations. For example, in aviation power system design applications, we need to find the designs that trade-off total energy and the mass while satisfying specific thresholds for motor temperature and voltage of cells. This optimization requires performing expensive computational simulations to evaluate designs. In this paper, we propose a new approach referred as {\em Max-value Entropy Search for Multi-objective Optimization with Constraints (MESMOC)} to solve this problem. MESMOC employs an output-space entropy based acquisition function to efficiently select the sequence of inputs for evaluation to uncover high-quality pareto-set solutions while satisfying constraints. We apply MESMOC to two real-world engineering design applications to demonstrate its effectiveness over state-of-the-art algorithms.

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belakaria/MESMOC officialmentioned in papermentioned on GitHubMIT report
dancewithDianTong/COMBOO mentioned on GitHubpytorchMIT report

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Currin dancewithDianTong/COMBOO/experiments_benchmarks/MESMOC/branin_currin_MESMOC/benchmark_functions.py community (archive-listed) ran · our draft was wrong fingerprinted MIT (permissive) · 14ad44176dc71ff2 · report
Currin_c dancewithDianTong/COMBOO/experiments_benchmarks/MESMOC/branin_currin_MESMOC/benchmark_functions.py community (archive-listed) unverified MIT (permissive) · cfa4978bed153150 · report
Customized_Matern dancewithDianTong/COMBOO/toolkits/Customized_Kernels.py community (archive-listed) unverified MIT (permissive) · 1a55be6e5fc22c21 · report
Customized_RBF dancewithDianTong/COMBOO/toolkits/Customized_Kernels.py community (archive-listed) unverified MIT (permissive) · f96d9ead12f980c9 · report
HV dancewithDianTong/COMBOO/toolkits/metrics.py community (archive-listed) unverified MIT (permissive) · 032e802dfa0c474b · report
batch_tanimoto_sim dancewithDianTong/COMBOO/experiments_benchmarks/MESMOC/caco_MESMOC/model.py community (archive-listed) unverified MIT (permissive) · 36f97c45abcf0535 · report
branin dancewithDianTong/COMBOO/experiments_benchmarks/MESMOC/branin_currin_MESMOC/benchmark_functions.py community (archive-listed) unverified MIT (permissive) · caa8f35ec6d45f99 · report
cum_regret dancewithDianTong/COMBOO/toolkits/metrics.py community (archive-listed) unverified MIT (permissive) · d76430b0d4d72e1d · report
peni dancewithDianTong/COMBOO/toolkits/peni.py community (archive-listed) unverified MIT (permissive) · af7e3a022437c29e · report
violation dancewithDianTong/COMBOO/toolkits/metrics.py community (archive-listed) unverified MIT (permissive) · f836ba7d99e7a401 · report

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